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 |
4,562.50 |
4,543.00 |
-19.50 |
-0.4% |
4,514.00 |
High |
4,573.50 |
4,552.25 |
-21.25 |
-0.5% |
4,584.75 |
Low |
4,533.75 |
4,483.25 |
-50.50 |
-1.1% |
4,431.25 |
Close |
4,544.00 |
4,503.75 |
-40.25 |
-0.9% |
4,531.75 |
Range |
39.75 |
69.00 |
29.25 |
73.6% |
153.50 |
ATR |
63.22 |
63.63 |
0.41 |
0.7% |
0.00 |
Volume |
164,755 |
331,472 |
166,717 |
101.2% |
1,262,171 |
|
Daily Pivots for day following 19-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,720.00 |
4,681.00 |
4,541.75 |
|
R3 |
4,651.00 |
4,612.00 |
4,522.75 |
|
R2 |
4,582.00 |
4,582.00 |
4,516.50 |
|
R1 |
4,543.00 |
4,543.00 |
4,510.00 |
4,528.00 |
PP |
4,513.00 |
4,513.00 |
4,513.00 |
4,505.50 |
S1 |
4,474.00 |
4,474.00 |
4,497.50 |
4,459.00 |
S2 |
4,444.00 |
4,444.00 |
4,491.00 |
|
S3 |
4,375.00 |
4,405.00 |
4,484.75 |
|
S4 |
4,306.00 |
4,336.00 |
4,465.75 |
|
|
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 |
4,573.50 |
4,483.25 |
90.25 |
2.0% |
51.25 |
1.1% |
23% |
False |
True |
218,150 |
10 |
4,608.75 |
4,431.25 |
177.50 |
3.9% |
68.75 |
1.5% |
41% |
False |
False |
247,166 |
20 |
4,638.75 |
4,431.25 |
207.50 |
4.6% |
63.50 |
1.4% |
35% |
False |
False |
245,468 |
40 |
4,686.00 |
4,331.75 |
354.25 |
7.9% |
63.75 |
1.4% |
49% |
False |
False |
238,231 |
60 |
4,686.00 |
4,331.75 |
354.25 |
7.9% |
59.50 |
1.3% |
49% |
False |
False |
188,100 |
80 |
4,686.00 |
4,331.75 |
354.25 |
7.9% |
57.00 |
1.3% |
49% |
False |
False |
141,095 |
100 |
4,686.00 |
4,253.50 |
432.50 |
9.6% |
54.75 |
1.2% |
58% |
False |
False |
112,889 |
120 |
4,686.00 |
4,253.50 |
432.50 |
9.6% |
50.25 |
1.1% |
58% |
False |
False |
94,075 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,845.50 |
2.618 |
4,733.00 |
1.618 |
4,664.00 |
1.000 |
4,621.25 |
0.618 |
4,595.00 |
HIGH |
4,552.25 |
0.618 |
4,526.00 |
0.500 |
4,517.75 |
0.382 |
4,509.50 |
LOW |
4,483.25 |
0.618 |
4,440.50 |
1.000 |
4,414.25 |
1.618 |
4,371.50 |
2.618 |
4,302.50 |
4.250 |
4,190.00 |
|
|
Fisher Pivots for day following 19-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
4,517.75 |
4,528.50 |
PP |
4,513.00 |
4,520.25 |
S1 |
4,508.50 |
4,512.00 |
|