Trading Metrics calculated at close of trading on 19-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2015 |
19-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
1,118.2 |
1,117.0 |
-1.2 |
-0.1% |
1,093.2 |
High |
1,118.4 |
1,134.3 |
15.9 |
1.4% |
1,124.5 |
Low |
1,110.0 |
1,116.8 |
6.8 |
0.6% |
1,089.5 |
Close |
1,117.1 |
1,128.1 |
11.0 |
1.0% |
1,112.9 |
Range |
8.4 |
17.5 |
9.1 |
108.3% |
35.0 |
ATR |
14.5 |
14.7 |
0.2 |
1.5% |
0.0 |
Volume |
475 |
348 |
-127 |
-26.7% |
4,043 |
|
Daily Pivots for day following 19-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,178.9 |
1,171.0 |
1,137.7 |
|
R3 |
1,161.4 |
1,153.5 |
1,132.9 |
|
R2 |
1,143.9 |
1,143.9 |
1,131.3 |
|
R1 |
1,136.0 |
1,136.0 |
1,129.7 |
1,140.0 |
PP |
1,126.4 |
1,126.4 |
1,126.4 |
1,128.4 |
S1 |
1,118.5 |
1,118.5 |
1,126.5 |
1,122.5 |
S2 |
1,108.9 |
1,108.9 |
1,124.9 |
|
S3 |
1,091.4 |
1,101.0 |
1,123.3 |
|
S4 |
1,073.9 |
1,083.5 |
1,118.5 |
|
|
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 |
1,134.3 |
1,110.0 |
24.3 |
2.2% |
10.5 |
0.9% |
74% |
True |
False |
514 |
10 |
1,134.3 |
1,081.7 |
52.6 |
4.7% |
14.1 |
1.3% |
88% |
True |
False |
614 |
20 |
1,134.3 |
1,072.3 |
62.0 |
5.5% |
15.0 |
1.3% |
90% |
True |
False |
52,309 |
40 |
1,187.6 |
1,072.3 |
115.3 |
10.2% |
14.8 |
1.3% |
48% |
False |
False |
98,387 |
60 |
1,205.7 |
1,072.3 |
133.4 |
11.8% |
14.3 |
1.3% |
42% |
False |
False |
107,242 |
80 |
1,232.8 |
1,072.3 |
160.5 |
14.2% |
14.6 |
1.3% |
35% |
False |
False |
85,743 |
100 |
1,232.8 |
1,072.3 |
160.5 |
14.2% |
14.7 |
1.3% |
35% |
False |
False |
69,111 |
120 |
1,232.8 |
1,072.3 |
160.5 |
14.2% |
14.8 |
1.3% |
35% |
False |
False |
58,136 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,208.7 |
2.618 |
1,180.1 |
1.618 |
1,162.6 |
1.000 |
1,151.8 |
0.618 |
1,145.1 |
HIGH |
1,134.3 |
0.618 |
1,127.6 |
0.500 |
1,125.6 |
0.382 |
1,123.5 |
LOW |
1,116.8 |
0.618 |
1,106.0 |
1.000 |
1,099.3 |
1.618 |
1,088.5 |
2.618 |
1,071.0 |
4.250 |
1,042.4 |
|
|
Fisher Pivots for day following 19-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1,127.3 |
1,126.1 |
PP |
1,126.4 |
1,124.1 |
S1 |
1,125.6 |
1,122.2 |
|