Trading Metrics calculated at close of trading on 18-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2015 |
18-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
3,511.0 |
3,507.0 |
-4.0 |
-0.1% |
3,657.0 |
High |
3,540.0 |
3,512.0 |
-28.0 |
-0.8% |
3,682.0 |
Low |
3,454.0 |
3,479.0 |
25.0 |
0.7% |
3,472.0 |
Close |
3,503.0 |
3,497.0 |
-6.0 |
-0.2% |
3,495.0 |
Range |
86.0 |
33.0 |
-53.0 |
-61.6% |
210.0 |
ATR |
69.6 |
67.0 |
-2.6 |
-3.8% |
0.0 |
Volume |
707,546 |
1,102,755 |
395,209 |
55.9% |
4,900,657 |
|
Daily Pivots for day following 18-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,595.0 |
3,579.0 |
3,515.2 |
|
R3 |
3,562.0 |
3,546.0 |
3,506.1 |
|
R2 |
3,529.0 |
3,529.0 |
3,503.1 |
|
R1 |
3,513.0 |
3,513.0 |
3,500.0 |
3,504.5 |
PP |
3,496.0 |
3,496.0 |
3,496.0 |
3,491.8 |
S1 |
3,480.0 |
3,480.0 |
3,494.0 |
3,471.5 |
S2 |
3,463.0 |
3,463.0 |
3,491.0 |
|
S3 |
3,430.0 |
3,447.0 |
3,487.9 |
|
S4 |
3,397.0 |
3,414.0 |
3,478.9 |
|
|
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 |
3,585.0 |
3,454.0 |
131.0 |
3.7% |
70.0 |
2.0% |
33% |
False |
False |
944,512 |
10 |
3,688.0 |
3,454.0 |
234.0 |
6.7% |
61.5 |
1.8% |
18% |
False |
False |
869,991 |
20 |
3,688.0 |
3,454.0 |
234.0 |
6.7% |
58.2 |
1.7% |
18% |
False |
False |
858,937 |
40 |
3,714.0 |
3,280.0 |
434.0 |
12.4% |
66.7 |
1.9% |
50% |
False |
False |
1,063,312 |
60 |
3,714.0 |
3,280.0 |
434.0 |
12.4% |
70.5 |
2.0% |
50% |
False |
False |
883,269 |
80 |
3,718.0 |
3,280.0 |
438.0 |
12.5% |
70.9 |
2.0% |
50% |
False |
False |
664,999 |
100 |
3,761.0 |
3,280.0 |
481.0 |
13.8% |
66.2 |
1.9% |
45% |
False |
False |
532,807 |
120 |
3,761.0 |
3,280.0 |
481.0 |
13.8% |
59.1 |
1.7% |
45% |
False |
False |
444,044 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,652.3 |
2.618 |
3,598.4 |
1.618 |
3,565.4 |
1.000 |
3,545.0 |
0.618 |
3,532.4 |
HIGH |
3,512.0 |
0.618 |
3,499.4 |
0.500 |
3,495.5 |
0.382 |
3,491.6 |
LOW |
3,479.0 |
0.618 |
3,458.6 |
1.000 |
3,446.0 |
1.618 |
3,425.6 |
2.618 |
3,392.6 |
4.250 |
3,338.8 |
|
|
Fisher Pivots for day following 18-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
3,496.5 |
3,497.5 |
PP |
3,496.0 |
3,497.3 |
S1 |
3,495.5 |
3,497.2 |
|