Trading Metrics calculated at close of trading on 12-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2015 |
12-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
17,548 |
17,364 |
-184 |
-1.0% |
17,620 |
High |
17,550 |
17,396 |
-154 |
-0.9% |
17,658 |
Low |
17,297 |
17,079 |
-218 |
-1.3% |
17,221 |
Close |
17,355 |
17,367 |
12 |
0.1% |
17,321 |
Range |
253 |
317 |
64 |
25.3% |
437 |
ATR |
197 |
205 |
9 |
4.4% |
0 |
Volume |
161,616 |
214,480 |
52,864 |
32.7% |
685,358 |
|
Daily Pivots for day following 12-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,232 |
18,116 |
17,541 |
|
R3 |
17,915 |
17,799 |
17,454 |
|
R2 |
17,598 |
17,598 |
17,425 |
|
R1 |
17,482 |
17,482 |
17,396 |
17,540 |
PP |
17,281 |
17,281 |
17,281 |
17,310 |
S1 |
17,165 |
17,165 |
17,338 |
17,223 |
S2 |
16,964 |
16,964 |
17,309 |
|
S3 |
16,647 |
16,848 |
17,280 |
|
S4 |
16,330 |
16,531 |
17,193 |
|
|
Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,711 |
18,453 |
17,561 |
|
R3 |
18,274 |
18,016 |
17,441 |
|
R2 |
17,837 |
17,837 |
17,401 |
|
R1 |
17,579 |
17,579 |
17,361 |
17,490 |
PP |
17,400 |
17,400 |
17,400 |
17,355 |
S1 |
17,142 |
17,142 |
17,281 |
17,053 |
S2 |
16,963 |
16,963 |
17,241 |
|
S3 |
16,526 |
16,705 |
17,201 |
|
S4 |
16,089 |
16,268 |
17,081 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,573 |
17,079 |
494 |
2.8% |
246 |
1.4% |
58% |
False |
True |
158,501 |
10 |
17,721 |
17,079 |
642 |
3.7% |
208 |
1.2% |
45% |
False |
True |
142,549 |
20 |
18,075 |
17,079 |
996 |
5.7% |
186 |
1.1% |
29% |
False |
True |
130,440 |
40 |
18,108 |
17,079 |
1,029 |
5.9% |
197 |
1.1% |
28% |
False |
True |
141,839 |
60 |
18,250 |
17,079 |
1,171 |
6.7% |
183 |
1.1% |
25% |
False |
True |
101,802 |
80 |
18,250 |
17,079 |
1,171 |
6.7% |
177 |
1.0% |
25% |
False |
True |
76,369 |
100 |
18,250 |
17,079 |
1,171 |
6.7% |
171 |
1.0% |
25% |
False |
True |
61,098 |
120 |
18,250 |
17,079 |
1,171 |
6.7% |
155 |
0.9% |
25% |
False |
True |
50,915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,743 |
2.618 |
18,226 |
1.618 |
17,909 |
1.000 |
17,713 |
0.618 |
17,592 |
HIGH |
17,396 |
0.618 |
17,275 |
0.500 |
17,238 |
0.382 |
17,200 |
LOW |
17,079 |
0.618 |
16,883 |
1.000 |
16,762 |
1.618 |
16,566 |
2.618 |
16,249 |
4.250 |
15,732 |
|
|
Fisher Pivots for day following 12-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
17,324 |
17,353 |
PP |
17,281 |
17,340 |
S1 |
17,238 |
17,326 |
|