Trading Metrics calculated at close of trading on 17-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2015 |
17-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
5,311.0 |
5,296.0 |
-15.0 |
-0.3% |
5,401.0 |
High |
5,334.0 |
5,338.0 |
4.0 |
0.1% |
5,495.0 |
Low |
5,269.0 |
5,279.0 |
10.0 |
0.2% |
5,269.0 |
Close |
5,291.0 |
5,302.0 |
11.0 |
0.2% |
5,291.0 |
Range |
65.0 |
59.0 |
-6.0 |
-9.2% |
226.0 |
ATR |
79.7 |
78.2 |
-1.5 |
-1.9% |
0.0 |
Volume |
23,859 |
30,259 |
6,400 |
26.8% |
158,833 |
|
Daily Pivots for day following 17-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,483.3 |
5,451.7 |
5,334.5 |
|
R3 |
5,424.3 |
5,392.7 |
5,318.2 |
|
R2 |
5,365.3 |
5,365.3 |
5,312.8 |
|
R1 |
5,333.7 |
5,333.7 |
5,307.4 |
5,349.5 |
PP |
5,306.3 |
5,306.3 |
5,306.3 |
5,314.3 |
S1 |
5,274.7 |
5,274.7 |
5,296.6 |
5,290.5 |
S2 |
5,247.3 |
5,247.3 |
5,291.2 |
|
S3 |
5,188.3 |
5,215.7 |
5,285.8 |
|
S4 |
5,129.3 |
5,156.7 |
5,269.6 |
|
|
Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,029.7 |
5,886.3 |
5,415.3 |
|
R3 |
5,803.7 |
5,660.3 |
5,353.2 |
|
R2 |
5,577.7 |
5,577.7 |
5,332.4 |
|
R1 |
5,434.3 |
5,434.3 |
5,311.7 |
5,393.0 |
PP |
5,351.7 |
5,351.7 |
5,351.7 |
5,331.0 |
S1 |
5,208.3 |
5,208.3 |
5,270.3 |
5,167.0 |
S2 |
5,125.7 |
5,125.7 |
5,249.6 |
|
S3 |
4,899.7 |
4,982.3 |
5,228.9 |
|
S4 |
4,673.7 |
4,756.3 |
5,166.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,495.0 |
5,269.0 |
226.0 |
4.3% |
88.6 |
1.7% |
15% |
False |
False |
32,247 |
10 |
5,671.0 |
5,269.0 |
402.0 |
7.6% |
80.3 |
1.5% |
8% |
False |
False |
30,501 |
20 |
5,671.0 |
5,269.0 |
402.0 |
7.6% |
66.9 |
1.3% |
8% |
False |
False |
25,279 |
40 |
5,671.0 |
5,269.0 |
402.0 |
7.6% |
71.7 |
1.4% |
8% |
False |
False |
26,489 |
60 |
5,756.0 |
5,269.0 |
487.0 |
9.2% |
64.9 |
1.2% |
7% |
False |
False |
23,820 |
80 |
5,923.0 |
5,269.0 |
654.0 |
12.3% |
52.6 |
1.0% |
5% |
False |
False |
17,876 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,588.8 |
2.618 |
5,492.5 |
1.618 |
5,433.5 |
1.000 |
5,397.0 |
0.618 |
5,374.5 |
HIGH |
5,338.0 |
0.618 |
5,315.5 |
0.500 |
5,308.5 |
0.382 |
5,301.5 |
LOW |
5,279.0 |
0.618 |
5,242.5 |
1.000 |
5,220.0 |
1.618 |
5,183.5 |
2.618 |
5,124.5 |
4.250 |
5,028.3 |
|
|
Fisher Pivots for day following 17-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
5,308.5 |
5,319.5 |
PP |
5,306.3 |
5,313.7 |
S1 |
5,304.2 |
5,307.8 |
|