Trading Metrics calculated at close of trading on 18-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2015 |
18-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
1,113.8 |
1,118.2 |
4.4 |
0.4% |
1,093.2 |
High |
1,122.2 |
1,118.4 |
-3.8 |
-0.3% |
1,124.5 |
Low |
1,113.8 |
1,110.0 |
-3.8 |
-0.3% |
1,089.5 |
Close |
1,118.6 |
1,117.1 |
-1.5 |
-0.1% |
1,112.9 |
Range |
8.4 |
8.4 |
0.0 |
0.0% |
35.0 |
ATR |
15.0 |
14.5 |
-0.5 |
-3.0% |
0.0 |
Volume |
399 |
475 |
76 |
19.0% |
4,043 |
|
Daily Pivots for day following 18-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,140.4 |
1,137.1 |
1,121.7 |
|
R3 |
1,132.0 |
1,128.7 |
1,119.4 |
|
R2 |
1,123.6 |
1,123.6 |
1,118.6 |
|
R1 |
1,120.3 |
1,120.3 |
1,117.9 |
1,117.8 |
PP |
1,115.2 |
1,115.2 |
1,115.2 |
1,113.9 |
S1 |
1,111.9 |
1,111.9 |
1,116.3 |
1,109.4 |
S2 |
1,106.8 |
1,106.8 |
1,115.6 |
|
S3 |
1,098.4 |
1,103.5 |
1,114.8 |
|
S4 |
1,090.0 |
1,095.1 |
1,112.5 |
|
|
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 |
1,101.5 |
23.0 |
2.1% |
11.6 |
1.0% |
68% |
False |
False |
604 |
10 |
1,124.5 |
1,081.7 |
42.8 |
3.8% |
13.2 |
1.2% |
83% |
False |
False |
700 |
20 |
1,124.5 |
1,072.3 |
52.2 |
4.7% |
14.9 |
1.3% |
86% |
False |
False |
61,401 |
40 |
1,187.7 |
1,072.3 |
115.4 |
10.3% |
14.7 |
1.3% |
39% |
False |
False |
101,435 |
60 |
1,208.9 |
1,072.3 |
136.6 |
12.2% |
14.4 |
1.3% |
33% |
False |
False |
108,787 |
80 |
1,232.8 |
1,072.3 |
160.5 |
14.4% |
14.8 |
1.3% |
28% |
False |
False |
85,781 |
100 |
1,232.8 |
1,072.3 |
160.5 |
14.4% |
14.7 |
1.3% |
28% |
False |
False |
69,202 |
120 |
1,232.8 |
1,072.3 |
160.5 |
14.4% |
14.8 |
1.3% |
28% |
False |
False |
58,156 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,154.1 |
2.618 |
1,140.4 |
1.618 |
1,132.0 |
1.000 |
1,126.8 |
0.618 |
1,123.6 |
HIGH |
1,118.4 |
0.618 |
1,115.2 |
0.500 |
1,114.2 |
0.382 |
1,113.2 |
LOW |
1,110.0 |
0.618 |
1,104.8 |
1.000 |
1,101.6 |
1.618 |
1,096.4 |
2.618 |
1,088.0 |
4.250 |
1,074.3 |
|
|
Fisher Pivots for day following 18-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1,116.1 |
1,116.8 |
PP |
1,115.2 |
1,116.4 |
S1 |
1,114.2 |
1,116.1 |
|