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 |
5,303.0 |
5,274.0 |
-29.0 |
-0.5% |
5,401.0 |
High |
5,347.0 |
5,354.0 |
7.0 |
0.1% |
5,495.0 |
Low |
5,248.0 |
5,271.0 |
23.0 |
0.4% |
5,269.0 |
Close |
5,269.0 |
5,353.0 |
84.0 |
1.6% |
5,291.0 |
Range |
99.0 |
83.0 |
-16.0 |
-16.2% |
226.0 |
ATR |
79.7 |
80.1 |
0.4 |
0.5% |
0.0 |
Volume |
39,339 |
32,035 |
-7,304 |
-18.6% |
158,833 |
|
Daily Pivots for day following 19-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,575.0 |
5,547.0 |
5,398.7 |
|
R3 |
5,492.0 |
5,464.0 |
5,375.8 |
|
R2 |
5,409.0 |
5,409.0 |
5,368.2 |
|
R1 |
5,381.0 |
5,381.0 |
5,360.6 |
5,395.0 |
PP |
5,326.0 |
5,326.0 |
5,326.0 |
5,333.0 |
S1 |
5,298.0 |
5,298.0 |
5,345.4 |
5,312.0 |
S2 |
5,243.0 |
5,243.0 |
5,337.8 |
|
S3 |
5,160.0 |
5,215.0 |
5,330.2 |
|
S4 |
5,077.0 |
5,132.0 |
5,307.4 |
|
|
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 |
5,370.0 |
5,248.0 |
122.0 |
2.3% |
74.6 |
1.4% |
86% |
False |
False |
31,539 |
10 |
5,596.0 |
5,248.0 |
348.0 |
6.5% |
85.4 |
1.6% |
30% |
False |
False |
32,681 |
20 |
5,671.0 |
5,248.0 |
423.0 |
7.9% |
70.3 |
1.3% |
25% |
False |
False |
26,759 |
40 |
5,671.0 |
5,248.0 |
423.0 |
7.9% |
74.2 |
1.4% |
25% |
False |
False |
27,058 |
60 |
5,756.0 |
5,248.0 |
508.0 |
9.5% |
66.7 |
1.2% |
21% |
False |
False |
25,006 |
80 |
5,775.0 |
5,248.0 |
527.0 |
9.8% |
54.6 |
1.0% |
20% |
False |
False |
18,768 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,706.8 |
2.618 |
5,571.3 |
1.618 |
5,488.3 |
1.000 |
5,437.0 |
0.618 |
5,405.3 |
HIGH |
5,354.0 |
0.618 |
5,322.3 |
0.500 |
5,312.5 |
0.382 |
5,302.7 |
LOW |
5,271.0 |
0.618 |
5,219.7 |
1.000 |
5,188.0 |
1.618 |
5,136.7 |
2.618 |
5,053.7 |
4.250 |
4,918.3 |
|
|
Fisher Pivots for day following 19-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
5,339.5 |
5,335.7 |
PP |
5,326.0 |
5,318.3 |
S1 |
5,312.5 |
5,301.0 |
|