Trading Metrics calculated at close of trading on 24-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2015 |
24-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
16,917 |
16,405 |
-512 |
-3.0% |
17,439 |
High |
16,940 |
16,412 |
-528 |
-3.1% |
17,535 |
Low |
16,429 |
15,285 |
-1,144 |
-7.0% |
16,429 |
Close |
16,467 |
15,709 |
-758 |
-4.6% |
16,467 |
Range |
511 |
1,127 |
616 |
120.5% |
1,106 |
ATR |
232 |
300 |
68 |
29.2% |
0 |
Volume |
392,751 |
556,006 |
163,255 |
41.6% |
1,083,027 |
|
Daily Pivots for day following 24-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,183 |
18,573 |
16,329 |
|
R3 |
18,056 |
17,446 |
16,019 |
|
R2 |
16,929 |
16,929 |
15,916 |
|
R1 |
16,319 |
16,319 |
15,812 |
16,061 |
PP |
15,802 |
15,802 |
15,802 |
15,673 |
S1 |
15,192 |
15,192 |
15,606 |
14,934 |
S2 |
14,675 |
14,675 |
15,503 |
|
S3 |
13,548 |
14,065 |
15,399 |
|
S4 |
12,421 |
12,938 |
15,089 |
|
|
Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,128 |
19,404 |
17,075 |
|
R3 |
19,022 |
18,298 |
16,771 |
|
R2 |
17,916 |
17,916 |
16,670 |
|
R1 |
17,192 |
17,192 |
16,569 |
17,001 |
PP |
16,810 |
16,810 |
16,810 |
16,715 |
S1 |
16,086 |
16,086 |
16,366 |
15,895 |
S2 |
15,704 |
15,704 |
16,264 |
|
S3 |
14,598 |
14,980 |
16,163 |
|
S4 |
13,492 |
13,874 |
15,859 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,535 |
15,285 |
2,250 |
14.3% |
483 |
3.1% |
19% |
False |
True |
304,148 |
10 |
17,550 |
15,285 |
2,265 |
14.4% |
347 |
2.2% |
19% |
False |
True |
226,071 |
20 |
17,721 |
15,285 |
2,436 |
15.5% |
268 |
1.7% |
17% |
False |
True |
180,122 |
40 |
18,075 |
15,285 |
2,790 |
17.8% |
235 |
1.5% |
15% |
False |
True |
165,026 |
60 |
18,108 |
15,285 |
2,823 |
18.0% |
214 |
1.4% |
15% |
False |
True |
133,192 |
80 |
18,250 |
15,285 |
2,965 |
18.9% |
196 |
1.2% |
14% |
False |
True |
99,924 |
100 |
18,250 |
15,285 |
2,965 |
18.9% |
189 |
1.2% |
14% |
False |
True |
79,943 |
120 |
18,250 |
15,285 |
2,965 |
18.9% |
177 |
1.1% |
14% |
False |
True |
66,620 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,202 |
2.618 |
19,363 |
1.618 |
18,236 |
1.000 |
17,539 |
0.618 |
17,109 |
HIGH |
16,412 |
0.618 |
15,982 |
0.500 |
15,849 |
0.382 |
15,716 |
LOW |
15,285 |
0.618 |
14,589 |
1.000 |
14,158 |
1.618 |
13,462 |
2.618 |
12,335 |
4.250 |
10,495 |
|
|
Fisher Pivots for day following 24-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
15,849 |
16,303 |
PP |
15,802 |
16,105 |
S1 |
15,756 |
15,907 |
|