Trading Metrics calculated at close of trading on 21-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2015 |
21-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
17,345.32 |
16,990.69 |
-354.63 |
-2.0% |
17,472.66 |
High |
17,345.32 |
16,990.69 |
-354.63 |
-2.0% |
17,568.40 |
Low |
16,990.69 |
16,459.55 |
-531.14 |
-3.1% |
16,459.55 |
Close |
16,990.69 |
16,459.75 |
-530.94 |
-3.1% |
16,459.75 |
Range |
354.63 |
531.14 |
176.51 |
49.8% |
1,108.85 |
ATR |
189.02 |
213.45 |
24.44 |
12.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,230.08 |
17,876.06 |
16,751.88 |
|
R3 |
17,698.94 |
17,344.92 |
16,605.81 |
|
R2 |
17,167.80 |
17,167.80 |
16,557.13 |
|
R1 |
16,813.78 |
16,813.78 |
16,508.44 |
16,725.22 |
PP |
16,636.66 |
16,636.66 |
16,636.66 |
16,592.39 |
S1 |
16,282.64 |
16,282.64 |
16,411.06 |
16,194.08 |
S2 |
16,105.52 |
16,105.52 |
16,362.37 |
|
S3 |
15,574.38 |
15,751.50 |
16,313.69 |
|
S4 |
15,043.24 |
15,220.36 |
16,167.62 |
|
|
Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,155.78 |
19,416.62 |
17,069.62 |
|
R3 |
19,046.93 |
18,307.77 |
16,764.68 |
|
R2 |
17,938.08 |
17,938.08 |
16,663.04 |
|
R1 |
17,198.92 |
17,198.92 |
16,561.39 |
17,014.08 |
PP |
16,829.23 |
16,829.23 |
16,829.23 |
16,736.81 |
S1 |
16,090.07 |
16,090.07 |
16,358.11 |
15,905.23 |
S2 |
15,720.38 |
15,720.38 |
16,256.46 |
|
S3 |
14,611.53 |
14,981.22 |
16,154.82 |
|
S4 |
13,502.68 |
13,872.37 |
15,849.88 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,568.40 |
16,459.55 |
1,108.85 |
6.7% |
282.44 |
1.7% |
0% |
False |
True |
|
10 |
17,629.13 |
16,459.55 |
1,169.58 |
7.1% |
244.45 |
1.5% |
0% |
False |
True |
|
20 |
17,783.59 |
16,459.55 |
1,324.04 |
8.0% |
201.96 |
1.2% |
0% |
False |
True |
|
40 |
18,137.12 |
16,459.55 |
1,677.57 |
10.2% |
187.55 |
1.1% |
0% |
False |
True |
|
60 |
18,188.81 |
16,459.55 |
1,729.26 |
10.5% |
176.45 |
1.1% |
0% |
False |
True |
|
80 |
18,351.36 |
16,459.55 |
1,891.81 |
11.5% |
169.29 |
1.0% |
0% |
False |
True |
|
100 |
18,351.36 |
16,459.55 |
1,891.81 |
11.5% |
169.60 |
1.0% |
0% |
False |
True |
|
120 |
18,351.36 |
16,459.55 |
1,891.81 |
11.5% |
176.37 |
1.1% |
0% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,248.04 |
2.618 |
18,381.21 |
1.618 |
17,850.07 |
1.000 |
17,521.83 |
0.618 |
17,318.93 |
HIGH |
16,990.69 |
0.618 |
16,787.79 |
0.500 |
16,725.12 |
0.382 |
16,662.45 |
LOW |
16,459.55 |
0.618 |
16,131.31 |
1.000 |
15,928.41 |
1.618 |
15,600.17 |
2.618 |
15,069.03 |
4.250 |
14,202.21 |
|
|
Fisher Pivots for day following 21-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
16,725.12 |
16,988.37 |
PP |
16,636.66 |
16,812.16 |
S1 |
16,548.21 |
16,635.96 |
|