Trading Metrics calculated at close of trading on 19-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2015 |
19-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
17,495 |
17,479 |
-16 |
-0.1% |
17,310 |
High |
17,535 |
17,511 |
-24 |
-0.1% |
17,573 |
Low |
17,435 |
17,248 |
-187 |
-1.1% |
17,079 |
Close |
17,482 |
17,285 |
-197 |
-1.1% |
17,439 |
Range |
100 |
263 |
163 |
163.0% |
494 |
ATR |
190 |
196 |
5 |
2.7% |
0 |
Volume |
107,544 |
223,522 |
115,978 |
107.8% |
749,873 |
|
Daily Pivots for day following 19-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,137 |
17,974 |
17,430 |
|
R3 |
17,874 |
17,711 |
17,357 |
|
R2 |
17,611 |
17,611 |
17,333 |
|
R1 |
17,448 |
17,448 |
17,309 |
17,398 |
PP |
17,348 |
17,348 |
17,348 |
17,323 |
S1 |
17,185 |
17,185 |
17,261 |
17,135 |
S2 |
17,085 |
17,085 |
17,237 |
|
S3 |
16,822 |
16,922 |
17,213 |
|
S4 |
16,559 |
16,659 |
17,140 |
|
|
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 |
17,248 |
287 |
1.7% |
171 |
1.0% |
13% |
False |
True |
138,988 |
10 |
17,573 |
17,079 |
494 |
2.9% |
208 |
1.2% |
42% |
False |
False |
148,744 |
20 |
17,833 |
17,079 |
754 |
4.4% |
199 |
1.1% |
27% |
False |
False |
141,477 |
40 |
18,080 |
17,079 |
1,001 |
5.8% |
197 |
1.1% |
21% |
False |
False |
144,635 |
60 |
18,108 |
17,079 |
1,029 |
6.0% |
187 |
1.1% |
20% |
False |
False |
113,379 |
80 |
18,250 |
17,079 |
1,171 |
6.8% |
179 |
1.0% |
18% |
False |
False |
85,054 |
100 |
18,250 |
17,079 |
1,171 |
6.8% |
173 |
1.0% |
18% |
False |
False |
68,047 |
120 |
18,250 |
17,079 |
1,171 |
6.8% |
161 |
0.9% |
18% |
False |
False |
56,706 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,629 |
2.618 |
18,200 |
1.618 |
17,937 |
1.000 |
17,774 |
0.618 |
17,674 |
HIGH |
17,511 |
0.618 |
17,411 |
0.500 |
17,380 |
0.382 |
17,349 |
LOW |
17,248 |
0.618 |
17,086 |
1.000 |
16,985 |
1.618 |
16,823 |
2.618 |
16,560 |
4.250 |
16,130 |
|
|
Fisher Pivots for day following 19-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
17,380 |
17,392 |
PP |
17,348 |
17,356 |
S1 |
17,317 |
17,321 |
|