Trading Metrics calculated at close of trading on 21-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2015 |
21-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
5,294.0 |
5,155.0 |
-139.0 |
-2.6% |
5,296.0 |
High |
5,298.0 |
5,207.0 |
-91.0 |
-1.7% |
5,354.0 |
Low |
5,227.0 |
5,122.0 |
-105.0 |
-2.0% |
5,122.0 |
Close |
5,237.0 |
5,168.0 |
-69.0 |
-1.3% |
5,168.0 |
Range |
71.0 |
85.0 |
14.0 |
19.7% |
232.0 |
ATR |
83.4 |
85.6 |
2.3 |
2.7% |
0.0 |
Volume |
36,613 |
39,788 |
3,175 |
8.7% |
178,034 |
|
Daily Pivots for day following 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,420.7 |
5,379.3 |
5,214.8 |
|
R3 |
5,335.7 |
5,294.3 |
5,191.4 |
|
R2 |
5,250.7 |
5,250.7 |
5,183.6 |
|
R1 |
5,209.3 |
5,209.3 |
5,175.8 |
5,230.0 |
PP |
5,165.7 |
5,165.7 |
5,165.7 |
5,176.0 |
S1 |
5,124.3 |
5,124.3 |
5,160.2 |
5,145.0 |
S2 |
5,080.7 |
5,080.7 |
5,152.4 |
|
S3 |
4,995.7 |
5,039.3 |
5,144.6 |
|
S4 |
4,910.7 |
4,954.3 |
5,121.3 |
|
|
Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,910.7 |
5,771.3 |
5,295.6 |
|
R3 |
5,678.7 |
5,539.3 |
5,231.8 |
|
R2 |
5,446.7 |
5,446.7 |
5,210.5 |
|
R1 |
5,307.3 |
5,307.3 |
5,189.3 |
5,261.0 |
PP |
5,214.7 |
5,214.7 |
5,214.7 |
5,191.5 |
S1 |
5,075.3 |
5,075.3 |
5,146.7 |
5,029.0 |
S2 |
4,982.7 |
4,982.7 |
5,125.5 |
|
S3 |
4,750.7 |
4,843.3 |
5,104.2 |
|
S4 |
4,518.7 |
4,611.3 |
5,040.4 |
|
|
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 |
5,122.0 |
232.0 |
4.5% |
79.4 |
1.5% |
20% |
False |
True |
35,606 |
10 |
5,495.0 |
5,122.0 |
373.0 |
7.2% |
85.1 |
1.6% |
12% |
False |
True |
33,686 |
20 |
5,671.0 |
5,122.0 |
549.0 |
10.6% |
73.0 |
1.4% |
8% |
False |
True |
28,748 |
40 |
5,671.0 |
5,122.0 |
549.0 |
10.6% |
74.6 |
1.4% |
8% |
False |
True |
27,533 |
60 |
5,756.0 |
5,122.0 |
634.0 |
12.3% |
68.6 |
1.3% |
7% |
False |
True |
26,277 |
80 |
5,756.0 |
5,122.0 |
634.0 |
12.3% |
56.5 |
1.1% |
7% |
False |
True |
19,721 |
100 |
5,923.0 |
5,122.0 |
801.0 |
15.5% |
45.7 |
0.9% |
6% |
False |
True |
15,785 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,568.3 |
2.618 |
5,429.5 |
1.618 |
5,344.5 |
1.000 |
5,292.0 |
0.618 |
5,259.5 |
HIGH |
5,207.0 |
0.618 |
5,174.5 |
0.500 |
5,164.5 |
0.382 |
5,154.5 |
LOW |
5,122.0 |
0.618 |
5,069.5 |
1.000 |
5,037.0 |
1.618 |
4,984.5 |
2.618 |
4,899.5 |
4.250 |
4,760.8 |
|
|
Fisher Pivots for day following 21-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
5,166.8 |
5,238.0 |
PP |
5,165.7 |
5,214.7 |
S1 |
5,164.5 |
5,191.3 |
|