Trading Metrics calculated at close of trading on 24-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2015 |
24-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
16,990.69 |
16,438.57 |
-552.12 |
-3.2% |
17,472.66 |
High |
16,990.69 |
16,459.75 |
-530.94 |
-3.1% |
17,568.40 |
Low |
16,459.55 |
15,370.33 |
-1,089.22 |
-6.6% |
16,459.55 |
Close |
16,459.75 |
15,871.35 |
-588.40 |
-3.6% |
16,459.75 |
Range |
531.14 |
1,089.42 |
558.28 |
105.1% |
1,108.85 |
ATR |
213.45 |
276.02 |
62.57 |
29.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,168.74 |
18,609.46 |
16,470.53 |
|
R3 |
18,079.32 |
17,520.04 |
16,170.94 |
|
R2 |
16,989.90 |
16,989.90 |
16,071.08 |
|
R1 |
16,430.62 |
16,430.62 |
15,971.21 |
16,165.55 |
PP |
15,900.48 |
15,900.48 |
15,900.48 |
15,767.94 |
S1 |
15,341.20 |
15,341.20 |
15,771.49 |
15,076.13 |
S2 |
14,811.06 |
14,811.06 |
15,671.62 |
|
S3 |
13,721.64 |
14,251.78 |
15,571.76 |
|
S4 |
12,632.22 |
13,162.36 |
15,272.17 |
|
|
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 |
15,370.33 |
2,198.07 |
13.8% |
458.39 |
2.9% |
23% |
False |
True |
|
10 |
17,593.59 |
15,370.33 |
2,223.26 |
14.0% |
328.00 |
2.1% |
23% |
False |
True |
|
20 |
17,783.59 |
15,370.33 |
2,413.26 |
15.2% |
248.30 |
1.6% |
21% |
False |
True |
|
40 |
18,137.12 |
15,370.33 |
2,766.79 |
17.4% |
211.76 |
1.3% |
18% |
False |
True |
|
60 |
18,188.81 |
15,370.33 |
2,818.48 |
17.8% |
191.93 |
1.2% |
18% |
False |
True |
|
80 |
18,351.36 |
15,370.33 |
2,981.03 |
18.8% |
179.67 |
1.1% |
17% |
False |
True |
|
100 |
18,351.36 |
15,370.33 |
2,981.03 |
18.8% |
178.56 |
1.1% |
17% |
False |
True |
|
120 |
18,351.36 |
15,370.33 |
2,981.03 |
18.8% |
184.00 |
1.2% |
17% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,089.79 |
2.618 |
19,311.85 |
1.618 |
18,222.43 |
1.000 |
17,549.17 |
0.618 |
17,133.01 |
HIGH |
16,459.75 |
0.618 |
16,043.59 |
0.500 |
15,915.04 |
0.382 |
15,786.49 |
LOW |
15,370.33 |
0.618 |
14,697.07 |
1.000 |
14,280.91 |
1.618 |
13,607.65 |
2.618 |
12,518.23 |
4.250 |
10,740.30 |
|
|
Fisher Pivots for day following 24-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
15,915.04 |
16,357.83 |
PP |
15,900.48 |
16,195.67 |
S1 |
15,885.91 |
16,033.51 |
|