Trading Metrics calculated at close of trading on 20-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2015 |
20-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
17,479 |
17,290 |
-189 |
-1.1% |
17,310 |
High |
17,511 |
17,320 |
-191 |
-1.1% |
17,573 |
Low |
17,248 |
16,908 |
-340 |
-2.0% |
17,079 |
Close |
17,285 |
16,917 |
-368 |
-2.1% |
17,439 |
Range |
263 |
412 |
149 |
56.7% |
494 |
ATR |
196 |
211 |
15 |
7.9% |
0 |
Volume |
223,522 |
240,919 |
17,397 |
7.8% |
749,873 |
|
Daily Pivots for day following 20-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,284 |
18,013 |
17,144 |
|
R3 |
17,872 |
17,601 |
17,030 |
|
R2 |
17,460 |
17,460 |
16,993 |
|
R1 |
17,189 |
17,189 |
16,955 |
17,119 |
PP |
17,048 |
17,048 |
17,048 |
17,013 |
S1 |
16,777 |
16,777 |
16,879 |
16,707 |
S2 |
16,636 |
16,636 |
16,842 |
|
S3 |
16,224 |
16,365 |
16,804 |
|
S4 |
15,812 |
15,953 |
16,691 |
|
|
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 |
16,908 |
627 |
3.7% |
224 |
1.3% |
1% |
False |
True |
157,512 |
10 |
17,573 |
16,908 |
665 |
3.9% |
229 |
1.4% |
1% |
False |
True |
159,671 |
20 |
17,721 |
16,908 |
813 |
4.8% |
209 |
1.2% |
1% |
False |
True |
147,129 |
40 |
18,075 |
16,908 |
1,167 |
6.9% |
202 |
1.2% |
1% |
False |
True |
147,566 |
60 |
18,108 |
16,908 |
1,200 |
7.1% |
191 |
1.1% |
1% |
False |
True |
117,390 |
80 |
18,250 |
16,908 |
1,342 |
7.9% |
181 |
1.1% |
1% |
False |
True |
88,065 |
100 |
18,250 |
16,908 |
1,342 |
7.9% |
175 |
1.0% |
1% |
False |
True |
70,455 |
120 |
18,250 |
16,908 |
1,342 |
7.9% |
164 |
1.0% |
1% |
False |
True |
58,714 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,071 |
2.618 |
18,399 |
1.618 |
17,987 |
1.000 |
17,732 |
0.618 |
17,575 |
HIGH |
17,320 |
0.618 |
17,163 |
0.500 |
17,114 |
0.382 |
17,066 |
LOW |
16,908 |
0.618 |
16,654 |
1.000 |
16,496 |
1.618 |
16,242 |
2.618 |
15,830 |
4.250 |
15,157 |
|
|
Fisher Pivots for day following 20-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
17,114 |
17,222 |
PP |
17,048 |
17,120 |
S1 |
16,983 |
17,019 |
|