Trading Metrics calculated at close of trading on 21-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2015 |
21-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
1,132.8 |
1,154.1 |
21.3 |
1.9% |
1,113.8 |
High |
1,153.3 |
1,166.5 |
13.2 |
1.1% |
1,166.5 |
Low |
1,132.8 |
1,150.5 |
17.7 |
1.6% |
1,110.0 |
Close |
1,153.0 |
1,159.6 |
6.6 |
0.6% |
1,159.6 |
Range |
20.5 |
16.0 |
-4.5 |
-22.0% |
56.5 |
ATR |
15.5 |
15.5 |
0.0 |
0.2% |
0.0 |
Volume |
409 |
261 |
-148 |
-36.2% |
1,892 |
|
Daily Pivots for day following 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,206.9 |
1,199.2 |
1,168.4 |
|
R3 |
1,190.9 |
1,183.2 |
1,164.0 |
|
R2 |
1,174.9 |
1,174.9 |
1,162.5 |
|
R1 |
1,167.2 |
1,167.2 |
1,161.1 |
1,171.1 |
PP |
1,158.9 |
1,158.9 |
1,158.9 |
1,160.8 |
S1 |
1,151.2 |
1,151.2 |
1,158.1 |
1,155.1 |
S2 |
1,142.9 |
1,142.9 |
1,156.7 |
|
S3 |
1,126.9 |
1,135.2 |
1,155.2 |
|
S4 |
1,110.9 |
1,119.2 |
1,150.8 |
|
|
Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,314.9 |
1,293.7 |
1,190.7 |
|
R3 |
1,258.4 |
1,237.2 |
1,175.1 |
|
R2 |
1,201.9 |
1,201.9 |
1,170.0 |
|
R1 |
1,180.7 |
1,180.7 |
1,164.8 |
1,191.3 |
PP |
1,145.4 |
1,145.4 |
1,145.4 |
1,150.7 |
S1 |
1,124.2 |
1,124.2 |
1,154.4 |
1,134.8 |
S2 |
1,088.9 |
1,088.9 |
1,149.2 |
|
S3 |
1,032.4 |
1,067.7 |
1,144.1 |
|
S4 |
975.9 |
1,011.2 |
1,128.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,166.5 |
1,110.0 |
56.5 |
4.9% |
14.2 |
1.2% |
88% |
True |
False |
378 |
10 |
1,166.5 |
1,089.5 |
77.0 |
6.6% |
15.3 |
1.3% |
91% |
True |
False |
593 |
20 |
1,166.5 |
1,079.1 |
87.4 |
7.5% |
14.4 |
1.2% |
92% |
True |
False |
29,688 |
40 |
1,187.6 |
1,072.3 |
115.3 |
9.9% |
15.2 |
1.3% |
76% |
False |
False |
93,222 |
60 |
1,205.7 |
1,072.3 |
133.4 |
11.5% |
14.6 |
1.3% |
65% |
False |
False |
102,229 |
80 |
1,232.8 |
1,072.3 |
160.5 |
13.8% |
14.8 |
1.3% |
54% |
False |
False |
85,568 |
100 |
1,232.8 |
1,072.3 |
160.5 |
13.8% |
14.8 |
1.3% |
54% |
False |
False |
68,998 |
120 |
1,232.8 |
1,072.3 |
160.5 |
13.8% |
14.8 |
1.3% |
54% |
False |
False |
58,117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,234.5 |
2.618 |
1,208.4 |
1.618 |
1,192.4 |
1.000 |
1,182.5 |
0.618 |
1,176.4 |
HIGH |
1,166.5 |
0.618 |
1,160.4 |
0.500 |
1,158.5 |
0.382 |
1,156.6 |
LOW |
1,150.5 |
0.618 |
1,140.6 |
1.000 |
1,134.5 |
1.618 |
1,124.6 |
2.618 |
1,108.6 |
4.250 |
1,082.5 |
|
|
Fisher Pivots for day following 21-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1,159.2 |
1,153.6 |
PP |
1,158.9 |
1,147.6 |
S1 |
1,158.5 |
1,141.7 |
|