Trading Metrics calculated at close of trading on 14-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2015 |
14-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
17,352 |
17,356 |
4 |
0.0% |
17,310 |
High |
17,436 |
17,449 |
13 |
0.1% |
17,573 |
Low |
17,291 |
17,321 |
30 |
0.2% |
17,079 |
Close |
17,369 |
17,439 |
70 |
0.4% |
17,439 |
Range |
145 |
128 |
-17 |
-11.7% |
494 |
ATR |
201 |
196 |
-5 |
-2.6% |
0 |
Volume |
148,301 |
97,286 |
-51,015 |
-34.4% |
749,873 |
|
Daily Pivots for day following 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,787 |
17,741 |
17,510 |
|
R3 |
17,659 |
17,613 |
17,474 |
|
R2 |
17,531 |
17,531 |
17,463 |
|
R1 |
17,485 |
17,485 |
17,451 |
17,508 |
PP |
17,403 |
17,403 |
17,403 |
17,415 |
S1 |
17,357 |
17,357 |
17,427 |
17,380 |
S2 |
17,275 |
17,275 |
17,416 |
|
S3 |
17,147 |
17,229 |
17,404 |
|
S4 |
17,019 |
17,101 |
17,369 |
|
|
Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,846 |
18,636 |
17,711 |
|
R3 |
18,352 |
18,142 |
17,575 |
|
R2 |
17,858 |
17,858 |
17,530 |
|
R1 |
17,648 |
17,648 |
17,484 |
17,753 |
PP |
17,364 |
17,364 |
17,364 |
17,416 |
S1 |
17,154 |
17,154 |
17,394 |
17,259 |
S2 |
16,870 |
16,870 |
17,349 |
|
S3 |
16,376 |
16,660 |
17,303 |
|
S4 |
15,882 |
16,166 |
17,167 |
|
|
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% |
223 |
1.3% |
73% |
False |
False |
149,974 |
10 |
17,658 |
17,079 |
579 |
3.3% |
208 |
1.2% |
62% |
False |
False |
143,523 |
20 |
18,058 |
17,079 |
979 |
5.6% |
191 |
1.1% |
37% |
False |
False |
134,380 |
40 |
18,108 |
17,079 |
1,029 |
5.9% |
192 |
1.1% |
35% |
False |
False |
140,467 |
60 |
18,200 |
17,079 |
1,121 |
6.4% |
184 |
1.1% |
32% |
False |
False |
105,893 |
80 |
18,250 |
17,079 |
1,171 |
6.7% |
176 |
1.0% |
31% |
False |
False |
79,438 |
100 |
18,250 |
17,079 |
1,171 |
6.7% |
170 |
1.0% |
31% |
False |
False |
63,554 |
120 |
18,250 |
17,079 |
1,171 |
6.7% |
157 |
0.9% |
31% |
False |
False |
52,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,993 |
2.618 |
17,784 |
1.618 |
17,656 |
1.000 |
17,577 |
0.618 |
17,528 |
HIGH |
17,449 |
0.618 |
17,400 |
0.500 |
17,385 |
0.382 |
17,370 |
LOW |
17,321 |
0.618 |
17,242 |
1.000 |
17,193 |
1.618 |
17,114 |
2.618 |
16,986 |
4.250 |
16,777 |
|
|
Fisher Pivots for day following 14-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
17,421 |
17,381 |
PP |
17,403 |
17,322 |
S1 |
17,385 |
17,264 |
|