Trading Metrics calculated at close of trading on 17-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2015 |
17-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
1,113.9 |
1,113.8 |
-0.1 |
0.0% |
1,093.2 |
High |
1,118.8 |
1,122.2 |
3.4 |
0.3% |
1,124.5 |
Low |
1,112.1 |
1,113.8 |
1.7 |
0.2% |
1,089.5 |
Close |
1,112.9 |
1,118.6 |
5.7 |
0.5% |
1,112.9 |
Range |
6.7 |
8.4 |
1.7 |
25.4% |
35.0 |
ATR |
15.4 |
15.0 |
-0.4 |
-2.8% |
0.0 |
Volume |
908 |
399 |
-509 |
-56.1% |
4,043 |
|
Daily Pivots for day following 17-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,143.4 |
1,139.4 |
1,123.2 |
|
R3 |
1,135.0 |
1,131.0 |
1,120.9 |
|
R2 |
1,126.6 |
1,126.6 |
1,120.1 |
|
R1 |
1,122.6 |
1,122.6 |
1,119.4 |
1,124.6 |
PP |
1,118.2 |
1,118.2 |
1,118.2 |
1,119.2 |
S1 |
1,114.2 |
1,114.2 |
1,117.8 |
1,116.2 |
S2 |
1,109.8 |
1,109.8 |
1,117.1 |
|
S3 |
1,101.4 |
1,105.8 |
1,116.3 |
|
S4 |
1,093.0 |
1,097.4 |
1,114.0 |
|
|
Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,214.0 |
1,198.4 |
1,132.2 |
|
R3 |
1,179.0 |
1,163.4 |
1,122.5 |
|
R2 |
1,144.0 |
1,144.0 |
1,119.3 |
|
R1 |
1,128.4 |
1,128.4 |
1,116.1 |
1,136.2 |
PP |
1,109.0 |
1,109.0 |
1,109.0 |
1,112.9 |
S1 |
1,093.4 |
1,093.4 |
1,109.7 |
1,101.2 |
S2 |
1,074.0 |
1,074.0 |
1,106.5 |
|
S3 |
1,039.0 |
1,058.4 |
1,103.3 |
|
S4 |
1,004.0 |
1,023.4 |
1,093.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,124.5 |
1,094.0 |
30.5 |
2.7% |
14.4 |
1.3% |
81% |
False |
False |
708 |
10 |
1,124.5 |
1,080.5 |
44.0 |
3.9% |
13.7 |
1.2% |
87% |
False |
False |
767 |
20 |
1,124.5 |
1,072.3 |
52.2 |
4.7% |
15.1 |
1.4% |
89% |
False |
False |
70,003 |
40 |
1,200.8 |
1,072.3 |
128.5 |
11.5% |
14.9 |
1.3% |
36% |
False |
False |
104,602 |
60 |
1,215.2 |
1,072.3 |
142.9 |
12.8% |
14.5 |
1.3% |
32% |
False |
False |
109,435 |
80 |
1,232.8 |
1,072.3 |
160.5 |
14.3% |
14.9 |
1.3% |
29% |
False |
False |
85,794 |
100 |
1,232.8 |
1,072.3 |
160.5 |
14.3% |
14.8 |
1.3% |
29% |
False |
False |
69,276 |
120 |
1,232.8 |
1,072.3 |
160.5 |
14.3% |
14.8 |
1.3% |
29% |
False |
False |
58,162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,157.9 |
2.618 |
1,144.2 |
1.618 |
1,135.8 |
1.000 |
1,130.6 |
0.618 |
1,127.4 |
HIGH |
1,122.2 |
0.618 |
1,119.0 |
0.500 |
1,118.0 |
0.382 |
1,117.0 |
LOW |
1,113.8 |
0.618 |
1,108.6 |
1.000 |
1,105.4 |
1.618 |
1,100.2 |
2.618 |
1,091.8 |
4.250 |
1,078.1 |
|
|
Fisher Pivots for day following 17-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1,118.4 |
1,118.5 |
PP |
1,118.2 |
1,118.3 |
S1 |
1,118.0 |
1,118.2 |
|