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 |
4,514.50 |
4,532.50 |
18.00 |
0.4% |
4,514.00 |
High |
4,534.00 |
4,567.75 |
33.75 |
0.7% |
4,584.75 |
Low |
4,499.00 |
4,503.25 |
4.25 |
0.1% |
4,431.25 |
Close |
4,531.75 |
4,564.75 |
33.00 |
0.7% |
4,531.75 |
Range |
35.00 |
64.50 |
29.50 |
84.3% |
153.50 |
ATR |
65.07 |
65.03 |
-0.04 |
-0.1% |
0.00 |
Volume |
167,712 |
191,979 |
24,267 |
14.5% |
1,262,171 |
|
Daily Pivots for day following 17-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,738.75 |
4,716.25 |
4,600.25 |
|
R3 |
4,674.25 |
4,651.75 |
4,582.50 |
|
R2 |
4,609.75 |
4,609.75 |
4,576.50 |
|
R1 |
4,587.25 |
4,587.25 |
4,570.75 |
4,598.50 |
PP |
4,545.25 |
4,545.25 |
4,545.25 |
4,551.00 |
S1 |
4,522.75 |
4,522.75 |
4,558.75 |
4,534.00 |
S2 |
4,480.75 |
4,480.75 |
4,553.00 |
|
S3 |
4,416.25 |
4,458.25 |
4,547.00 |
|
S4 |
4,351.75 |
4,393.75 |
4,529.25 |
|
|
Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,976.50 |
4,907.50 |
4,616.25 |
|
R3 |
4,823.00 |
4,754.00 |
4,574.00 |
|
R2 |
4,669.50 |
4,669.50 |
4,560.00 |
|
R1 |
4,600.50 |
4,600.50 |
4,545.75 |
4,635.00 |
PP |
4,516.00 |
4,516.00 |
4,516.00 |
4,533.00 |
S1 |
4,447.00 |
4,447.00 |
4,517.75 |
4,481.50 |
S2 |
4,362.50 |
4,362.50 |
4,503.50 |
|
S3 |
4,209.00 |
4,293.50 |
4,489.50 |
|
S4 |
4,055.50 |
4,140.00 |
4,447.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,584.75 |
4,431.25 |
153.50 |
3.4% |
70.25 |
1.5% |
87% |
False |
False |
250,959 |
10 |
4,629.00 |
4,431.25 |
197.75 |
4.3% |
69.25 |
1.5% |
68% |
False |
False |
247,624 |
20 |
4,683.00 |
4,431.25 |
251.75 |
5.5% |
64.00 |
1.4% |
53% |
False |
False |
243,735 |
40 |
4,686.00 |
4,331.75 |
354.25 |
7.8% |
62.75 |
1.4% |
66% |
False |
False |
232,675 |
60 |
4,686.00 |
4,331.75 |
354.25 |
7.8% |
59.25 |
1.3% |
66% |
False |
False |
179,833 |
80 |
4,686.00 |
4,331.75 |
354.25 |
7.8% |
56.75 |
1.2% |
66% |
False |
False |
134,894 |
100 |
4,686.00 |
4,253.50 |
432.50 |
9.5% |
54.25 |
1.2% |
72% |
False |
False |
107,927 |
120 |
4,686.00 |
4,253.50 |
432.50 |
9.5% |
49.25 |
1.1% |
72% |
False |
False |
89,940 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,842.00 |
2.618 |
4,736.50 |
1.618 |
4,672.00 |
1.000 |
4,632.25 |
0.618 |
4,607.50 |
HIGH |
4,567.75 |
0.618 |
4,543.00 |
0.500 |
4,535.50 |
0.382 |
4,528.00 |
LOW |
4,503.25 |
0.618 |
4,463.50 |
1.000 |
4,438.75 |
1.618 |
4,399.00 |
2.618 |
4,334.50 |
4.250 |
4,229.00 |
|
|
Fisher Pivots for day following 17-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
4,555.00 |
4,554.25 |
PP |
4,545.25 |
4,543.75 |
S1 |
4,535.50 |
4,533.50 |
|