Trading Metrics calculated at close of trading on 18-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2015 |
18-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
17,439 |
17,495 |
56 |
0.3% |
17,310 |
High |
17,513 |
17,535 |
22 |
0.1% |
17,573 |
Low |
17,297 |
17,435 |
138 |
0.8% |
17,079 |
Close |
17,504 |
17,482 |
-22 |
-0.1% |
17,439 |
Range |
216 |
100 |
-116 |
-53.7% |
494 |
ATR |
197 |
190 |
-7 |
-3.5% |
0 |
Volume |
118,291 |
107,544 |
-10,747 |
-9.1% |
749,873 |
|
Daily Pivots for day following 18-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,784 |
17,733 |
17,537 |
|
R3 |
17,684 |
17,633 |
17,510 |
|
R2 |
17,584 |
17,584 |
17,500 |
|
R1 |
17,533 |
17,533 |
17,491 |
17,509 |
PP |
17,484 |
17,484 |
17,484 |
17,472 |
S1 |
17,433 |
17,433 |
17,473 |
17,409 |
S2 |
17,384 |
17,384 |
17,464 |
|
S3 |
17,284 |
17,333 |
17,455 |
|
S4 |
17,184 |
17,233 |
17,427 |
|
|
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 |
17,535 |
17,079 |
456 |
2.6% |
181 |
1.0% |
88% |
True |
False |
137,180 |
10 |
17,595 |
17,079 |
516 |
3.0% |
202 |
1.2% |
78% |
False |
False |
139,352 |
20 |
17,837 |
17,079 |
758 |
4.3% |
191 |
1.1% |
53% |
False |
False |
135,458 |
40 |
18,108 |
17,079 |
1,029 |
5.9% |
192 |
1.1% |
39% |
False |
False |
140,988 |
60 |
18,166 |
17,079 |
1,087 |
6.2% |
187 |
1.1% |
37% |
False |
False |
109,655 |
80 |
18,250 |
17,079 |
1,171 |
6.7% |
176 |
1.0% |
34% |
False |
False |
82,260 |
100 |
18,250 |
17,079 |
1,171 |
6.7% |
172 |
1.0% |
34% |
False |
False |
65,812 |
120 |
18,250 |
17,079 |
1,171 |
6.7% |
159 |
0.9% |
34% |
False |
False |
54,844 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,960 |
2.618 |
17,797 |
1.618 |
17,697 |
1.000 |
17,635 |
0.618 |
17,597 |
HIGH |
17,535 |
0.618 |
17,497 |
0.500 |
17,485 |
0.382 |
17,473 |
LOW |
17,435 |
0.618 |
17,373 |
1.000 |
17,335 |
1.618 |
17,273 |
2.618 |
17,173 |
4.250 |
17,010 |
|
|
Fisher Pivots for day following 18-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
17,485 |
17,460 |
PP |
17,484 |
17,438 |
S1 |
17,483 |
17,416 |
|