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 |
4,543.00 |
4,502.25 |
-40.75 |
-0.9% |
4,514.00 |
High |
4,552.25 |
4,513.00 |
-39.25 |
-0.9% |
4,584.75 |
Low |
4,483.25 |
4,360.00 |
-123.25 |
-2.7% |
4,431.25 |
Close |
4,503.75 |
4,366.25 |
-137.50 |
-3.1% |
4,531.75 |
Range |
69.00 |
153.00 |
84.00 |
121.7% |
153.50 |
ATR |
63.63 |
70.02 |
6.38 |
10.0% |
0.00 |
Volume |
331,472 |
449,728 |
118,256 |
35.7% |
1,262,171 |
|
Daily Pivots for day following 20-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,872.00 |
4,772.25 |
4,450.50 |
|
R3 |
4,719.00 |
4,619.25 |
4,408.25 |
|
R2 |
4,566.00 |
4,566.00 |
4,394.25 |
|
R1 |
4,466.25 |
4,466.25 |
4,380.25 |
4,439.50 |
PP |
4,413.00 |
4,413.00 |
4,413.00 |
4,399.75 |
S1 |
4,313.25 |
4,313.25 |
4,352.25 |
4,286.50 |
S2 |
4,260.00 |
4,260.00 |
4,338.25 |
|
S3 |
4,107.00 |
4,160.25 |
4,324.25 |
|
S4 |
3,954.00 |
4,007.25 |
4,282.00 |
|
|
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 |
4,360.00 |
213.50 |
4.9% |
72.25 |
1.7% |
3% |
False |
True |
261,129 |
10 |
4,584.75 |
4,360.00 |
224.75 |
5.1% |
73.25 |
1.7% |
3% |
False |
True |
264,933 |
20 |
4,638.75 |
4,360.00 |
278.75 |
6.4% |
68.75 |
1.6% |
2% |
False |
True |
257,394 |
40 |
4,686.00 |
4,331.75 |
354.25 |
8.1% |
66.75 |
1.5% |
10% |
False |
False |
245,338 |
60 |
4,686.00 |
4,331.75 |
354.25 |
8.1% |
60.75 |
1.4% |
10% |
False |
False |
195,591 |
80 |
4,686.00 |
4,331.75 |
354.25 |
8.1% |
58.50 |
1.3% |
10% |
False |
False |
146,716 |
100 |
4,686.00 |
4,253.50 |
432.50 |
9.9% |
55.75 |
1.3% |
26% |
False |
False |
117,386 |
120 |
4,686.00 |
4,253.50 |
432.50 |
9.9% |
51.50 |
1.2% |
26% |
False |
False |
97,823 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,163.25 |
2.618 |
4,913.50 |
1.618 |
4,760.50 |
1.000 |
4,666.00 |
0.618 |
4,607.50 |
HIGH |
4,513.00 |
0.618 |
4,454.50 |
0.500 |
4,436.50 |
0.382 |
4,418.50 |
LOW |
4,360.00 |
0.618 |
4,265.50 |
1.000 |
4,207.00 |
1.618 |
4,112.50 |
2.618 |
3,959.50 |
4.250 |
3,709.75 |
|
|
Fisher Pivots for day following 20-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
4,436.50 |
4,466.75 |
PP |
4,413.00 |
4,433.25 |
S1 |
4,389.75 |
4,399.75 |
|