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 |
4,502.25 |
4,367.75 |
-134.50 |
-3.0% |
4,532.50 |
High |
4,513.00 |
4,368.25 |
-144.75 |
-3.2% |
4,573.50 |
Low |
4,360.00 |
4,189.00 |
-171.00 |
-3.9% |
4,189.00 |
Close |
4,366.25 |
4,200.75 |
-165.50 |
-3.8% |
4,200.75 |
Range |
153.00 |
179.25 |
26.25 |
17.2% |
384.50 |
ATR |
70.02 |
77.82 |
7.80 |
11.1% |
0.00 |
Volume |
449,728 |
614,566 |
164,838 |
36.7% |
1,752,500 |
|
Daily Pivots for day following 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,790.50 |
4,674.75 |
4,299.25 |
|
R3 |
4,611.25 |
4,495.50 |
4,250.00 |
|
R2 |
4,432.00 |
4,432.00 |
4,233.50 |
|
R1 |
4,316.25 |
4,316.25 |
4,217.25 |
4,284.50 |
PP |
4,252.75 |
4,252.75 |
4,252.75 |
4,236.75 |
S1 |
4,137.00 |
4,137.00 |
4,184.25 |
4,105.25 |
S2 |
4,073.50 |
4,073.50 |
4,168.00 |
|
S3 |
3,894.25 |
3,957.75 |
4,151.50 |
|
S4 |
3,715.00 |
3,778.50 |
4,102.25 |
|
|
Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,474.50 |
5,222.25 |
4,412.25 |
|
R3 |
5,090.00 |
4,837.75 |
4,306.50 |
|
R2 |
4,705.50 |
4,705.50 |
4,271.25 |
|
R1 |
4,453.25 |
4,453.25 |
4,236.00 |
4,387.00 |
PP |
4,321.00 |
4,321.00 |
4,321.00 |
4,288.00 |
S1 |
4,068.75 |
4,068.75 |
4,165.50 |
4,002.50 |
S2 |
3,936.50 |
3,936.50 |
4,130.25 |
|
S3 |
3,552.00 |
3,684.25 |
4,095.00 |
|
S4 |
3,167.50 |
3,299.75 |
3,989.25 |
|
|
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 |
4,189.00 |
384.50 |
9.2% |
101.00 |
2.4% |
3% |
False |
True |
350,500 |
10 |
4,584.75 |
4,189.00 |
395.75 |
9.4% |
86.00 |
2.0% |
3% |
False |
True |
301,467 |
20 |
4,629.00 |
4,189.00 |
440.00 |
10.5% |
73.00 |
1.7% |
3% |
False |
True |
276,313 |
40 |
4,686.00 |
4,189.00 |
497.00 |
11.8% |
70.00 |
1.7% |
2% |
False |
True |
256,319 |
60 |
4,686.00 |
4,189.00 |
497.00 |
11.8% |
63.25 |
1.5% |
2% |
False |
True |
205,826 |
80 |
4,686.00 |
4,189.00 |
497.00 |
11.8% |
60.00 |
1.4% |
2% |
False |
True |
154,398 |
100 |
4,686.00 |
4,189.00 |
497.00 |
11.8% |
56.75 |
1.4% |
2% |
False |
True |
123,531 |
120 |
4,686.00 |
4,189.00 |
497.00 |
11.8% |
53.00 |
1.3% |
2% |
False |
True |
102,944 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,130.00 |
2.618 |
4,837.50 |
1.618 |
4,658.25 |
1.000 |
4,547.50 |
0.618 |
4,479.00 |
HIGH |
4,368.25 |
0.618 |
4,299.75 |
0.500 |
4,278.50 |
0.382 |
4,257.50 |
LOW |
4,189.00 |
0.618 |
4,078.25 |
1.000 |
4,009.75 |
1.618 |
3,899.00 |
2.618 |
3,719.75 |
4.250 |
3,427.25 |
|
|
Fisher Pivots for day following 21-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
4,278.50 |
4,370.50 |
PP |
4,252.75 |
4,314.00 |
S1 |
4,226.75 |
4,257.50 |
|