Trading Metrics calculated at close of trading on 20-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2015 |
20-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
1,117.0 |
1,132.8 |
15.8 |
1.4% |
1,093.2 |
High |
1,134.3 |
1,153.3 |
19.0 |
1.7% |
1,124.5 |
Low |
1,116.8 |
1,132.8 |
16.0 |
1.4% |
1,089.5 |
Close |
1,128.1 |
1,153.0 |
24.9 |
2.2% |
1,112.9 |
Range |
17.5 |
20.5 |
3.0 |
17.1% |
35.0 |
ATR |
14.7 |
15.5 |
0.7 |
5.1% |
0.0 |
Volume |
348 |
409 |
61 |
17.5% |
4,043 |
|
Daily Pivots for day following 20-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,207.9 |
1,200.9 |
1,164.3 |
|
R3 |
1,187.4 |
1,180.4 |
1,158.6 |
|
R2 |
1,166.9 |
1,166.9 |
1,156.8 |
|
R1 |
1,159.9 |
1,159.9 |
1,154.9 |
1,163.4 |
PP |
1,146.4 |
1,146.4 |
1,146.4 |
1,148.1 |
S1 |
1,139.4 |
1,139.4 |
1,151.1 |
1,142.9 |
S2 |
1,125.9 |
1,125.9 |
1,149.2 |
|
S3 |
1,105.4 |
1,118.9 |
1,147.4 |
|
S4 |
1,084.9 |
1,098.4 |
1,141.7 |
|
|
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 |
1,153.3 |
1,110.0 |
43.3 |
3.8% |
12.3 |
1.1% |
99% |
True |
False |
507 |
10 |
1,153.3 |
1,081.7 |
71.6 |
6.2% |
15.3 |
1.3% |
100% |
True |
False |
628 |
20 |
1,153.3 |
1,072.3 |
81.0 |
7.0% |
15.0 |
1.3% |
100% |
True |
False |
42,126 |
40 |
1,187.6 |
1,072.3 |
115.3 |
10.0% |
15.0 |
1.3% |
70% |
False |
False |
95,436 |
60 |
1,205.7 |
1,072.3 |
133.4 |
11.6% |
14.5 |
1.3% |
60% |
False |
False |
104,725 |
80 |
1,232.8 |
1,072.3 |
160.5 |
13.9% |
14.7 |
1.3% |
50% |
False |
False |
85,609 |
100 |
1,232.8 |
1,072.3 |
160.5 |
13.9% |
14.8 |
1.3% |
50% |
False |
False |
69,020 |
120 |
1,232.8 |
1,072.3 |
160.5 |
13.9% |
14.8 |
1.3% |
50% |
False |
False |
58,124 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,240.4 |
2.618 |
1,207.0 |
1.618 |
1,186.5 |
1.000 |
1,173.8 |
0.618 |
1,166.0 |
HIGH |
1,153.3 |
0.618 |
1,145.5 |
0.500 |
1,143.1 |
0.382 |
1,140.6 |
LOW |
1,132.8 |
0.618 |
1,120.1 |
1.000 |
1,112.3 |
1.618 |
1,099.6 |
2.618 |
1,079.1 |
4.250 |
1,045.7 |
|
|
Fisher Pivots for day following 20-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1,149.7 |
1,145.9 |
PP |
1,146.4 |
1,138.8 |
S1 |
1,143.1 |
1,131.7 |
|