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 |
5,274.0 |
5,294.0 |
20.0 |
0.4% |
5,401.0 |
High |
5,354.0 |
5,298.0 |
-56.0 |
-1.0% |
5,495.0 |
Low |
5,271.0 |
5,227.0 |
-44.0 |
-0.8% |
5,269.0 |
Close |
5,353.0 |
5,237.0 |
-116.0 |
-2.2% |
5,291.0 |
Range |
83.0 |
71.0 |
-12.0 |
-14.5% |
226.0 |
ATR |
80.1 |
83.4 |
3.3 |
4.1% |
0.0 |
Volume |
32,035 |
36,613 |
4,578 |
14.3% |
158,833 |
|
Daily Pivots for day following 20-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,467.0 |
5,423.0 |
5,276.1 |
|
R3 |
5,396.0 |
5,352.0 |
5,256.5 |
|
R2 |
5,325.0 |
5,325.0 |
5,250.0 |
|
R1 |
5,281.0 |
5,281.0 |
5,243.5 |
5,267.5 |
PP |
5,254.0 |
5,254.0 |
5,254.0 |
5,247.3 |
S1 |
5,210.0 |
5,210.0 |
5,230.5 |
5,196.5 |
S2 |
5,183.0 |
5,183.0 |
5,224.0 |
|
S3 |
5,112.0 |
5,139.0 |
5,217.5 |
|
S4 |
5,041.0 |
5,068.0 |
5,198.0 |
|
|
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 |
5,354.0 |
5,227.0 |
127.0 |
2.4% |
75.4 |
1.4% |
8% |
False |
True |
32,421 |
10 |
5,495.0 |
5,227.0 |
268.0 |
5.1% |
84.7 |
1.6% |
4% |
False |
True |
33,256 |
20 |
5,671.0 |
5,227.0 |
444.0 |
8.5% |
72.0 |
1.4% |
2% |
False |
True |
27,683 |
40 |
5,671.0 |
5,227.0 |
444.0 |
8.5% |
74.4 |
1.4% |
2% |
False |
True |
27,387 |
60 |
5,756.0 |
5,227.0 |
529.0 |
10.1% |
67.7 |
1.3% |
2% |
False |
True |
25,614 |
80 |
5,756.0 |
5,227.0 |
529.0 |
10.1% |
55.5 |
1.1% |
2% |
False |
True |
19,225 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,599.8 |
2.618 |
5,483.9 |
1.618 |
5,412.9 |
1.000 |
5,369.0 |
0.618 |
5,341.9 |
HIGH |
5,298.0 |
0.618 |
5,270.9 |
0.500 |
5,262.5 |
0.382 |
5,254.1 |
LOW |
5,227.0 |
0.618 |
5,183.1 |
1.000 |
5,156.0 |
1.618 |
5,112.1 |
2.618 |
5,041.1 |
4.250 |
4,925.3 |
|
|
Fisher Pivots for day following 20-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
5,262.5 |
5,290.5 |
PP |
5,254.0 |
5,272.7 |
S1 |
5,245.5 |
5,254.8 |
|