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 |
3,506.0 |
3,511.0 |
5.0 |
0.1% |
3,657.0 |
High |
3,541.0 |
3,540.0 |
-1.0 |
0.0% |
3,682.0 |
Low |
3,476.0 |
3,454.0 |
-22.0 |
-0.6% |
3,472.0 |
Close |
3,495.0 |
3,503.0 |
8.0 |
0.2% |
3,495.0 |
Range |
65.0 |
86.0 |
21.0 |
32.3% |
210.0 |
ATR |
68.3 |
69.6 |
1.3 |
1.8% |
0.0 |
Volume |
975,939 |
707,546 |
-268,393 |
-27.5% |
4,900,657 |
|
Daily Pivots for day following 17-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,757.0 |
3,716.0 |
3,550.3 |
|
R3 |
3,671.0 |
3,630.0 |
3,526.7 |
|
R2 |
3,585.0 |
3,585.0 |
3,518.8 |
|
R1 |
3,544.0 |
3,544.0 |
3,510.9 |
3,521.5 |
PP |
3,499.0 |
3,499.0 |
3,499.0 |
3,487.8 |
S1 |
3,458.0 |
3,458.0 |
3,495.1 |
3,435.5 |
S2 |
3,413.0 |
3,413.0 |
3,487.2 |
|
S3 |
3,327.0 |
3,372.0 |
3,479.4 |
|
S4 |
3,241.0 |
3,286.0 |
3,455.7 |
|
|
Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,179.7 |
4,047.3 |
3,610.5 |
|
R3 |
3,969.7 |
3,837.3 |
3,552.8 |
|
R2 |
3,759.7 |
3,759.7 |
3,533.5 |
|
R1 |
3,627.3 |
3,627.3 |
3,514.3 |
3,588.5 |
PP |
3,549.7 |
3,549.7 |
3,549.7 |
3,530.3 |
S1 |
3,417.3 |
3,417.3 |
3,475.8 |
3,378.5 |
S2 |
3,339.7 |
3,339.7 |
3,456.5 |
|
S3 |
3,129.7 |
3,207.3 |
3,437.3 |
|
S4 |
2,919.7 |
2,997.3 |
3,379.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,670.0 |
3,454.0 |
216.0 |
6.2% |
77.6 |
2.2% |
23% |
False |
True |
922,801 |
10 |
3,688.0 |
3,454.0 |
234.0 |
6.7% |
61.3 |
1.7% |
21% |
False |
True |
845,849 |
20 |
3,696.0 |
3,454.0 |
242.0 |
6.9% |
59.6 |
1.7% |
20% |
False |
True |
839,683 |
40 |
3,714.0 |
3,280.0 |
434.0 |
12.4% |
68.2 |
1.9% |
51% |
False |
False |
1,066,679 |
60 |
3,714.0 |
3,280.0 |
434.0 |
12.4% |
70.3 |
2.0% |
51% |
False |
False |
864,905 |
80 |
3,718.0 |
3,280.0 |
438.0 |
12.5% |
71.3 |
2.0% |
51% |
False |
False |
651,511 |
100 |
3,761.0 |
3,280.0 |
481.0 |
13.7% |
66.5 |
1.9% |
46% |
False |
False |
521,780 |
120 |
3,761.0 |
3,280.0 |
481.0 |
13.7% |
59.2 |
1.7% |
46% |
False |
False |
434,854 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,905.5 |
2.618 |
3,765.1 |
1.618 |
3,679.1 |
1.000 |
3,626.0 |
0.618 |
3,593.1 |
HIGH |
3,540.0 |
0.618 |
3,507.1 |
0.500 |
3,497.0 |
0.382 |
3,486.9 |
LOW |
3,454.0 |
0.618 |
3,400.9 |
1.000 |
3,368.0 |
1.618 |
3,314.9 |
2.618 |
3,228.9 |
4.250 |
3,088.5 |
|
|
Fisher Pivots for day following 17-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
3,501.0 |
3,507.0 |
PP |
3,499.0 |
3,505.7 |
S1 |
3,497.0 |
3,504.3 |
|