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 |
3,507.0 |
3,475.0 |
-32.0 |
-0.9% |
3,657.0 |
High |
3,512.0 |
3,481.0 |
-31.0 |
-0.9% |
3,682.0 |
Low |
3,479.0 |
3,424.0 |
-55.0 |
-1.6% |
3,472.0 |
Close |
3,497.0 |
3,433.0 |
-64.0 |
-1.8% |
3,495.0 |
Range |
33.0 |
57.0 |
24.0 |
72.7% |
210.0 |
ATR |
67.0 |
67.4 |
0.4 |
0.6% |
0.0 |
Volume |
1,102,755 |
1,608,002 |
505,247 |
45.8% |
4,900,657 |
|
Daily Pivots for day following 19-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,617.0 |
3,582.0 |
3,464.4 |
|
R3 |
3,560.0 |
3,525.0 |
3,448.7 |
|
R2 |
3,503.0 |
3,503.0 |
3,443.5 |
|
R1 |
3,468.0 |
3,468.0 |
3,438.2 |
3,457.0 |
PP |
3,446.0 |
3,446.0 |
3,446.0 |
3,440.5 |
S1 |
3,411.0 |
3,411.0 |
3,427.8 |
3,400.0 |
S2 |
3,389.0 |
3,389.0 |
3,422.6 |
|
S3 |
3,332.0 |
3,354.0 |
3,417.3 |
|
S4 |
3,275.0 |
3,297.0 |
3,401.7 |
|
|
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 |
3,560.0 |
3,424.0 |
136.0 |
4.0% |
58.8 |
1.7% |
7% |
False |
True |
1,050,723 |
10 |
3,688.0 |
3,424.0 |
264.0 |
7.7% |
61.3 |
1.8% |
3% |
False |
True |
964,337 |
20 |
3,688.0 |
3,424.0 |
264.0 |
7.7% |
59.3 |
1.7% |
3% |
False |
True |
906,590 |
40 |
3,714.0 |
3,280.0 |
434.0 |
12.6% |
67.1 |
2.0% |
35% |
False |
False |
1,069,053 |
60 |
3,714.0 |
3,280.0 |
434.0 |
12.6% |
70.3 |
2.0% |
35% |
False |
False |
910,038 |
80 |
3,718.0 |
3,280.0 |
438.0 |
12.8% |
71.0 |
2.1% |
35% |
False |
False |
685,095 |
100 |
3,761.0 |
3,280.0 |
481.0 |
14.0% |
66.2 |
1.9% |
32% |
False |
False |
548,883 |
120 |
3,761.0 |
3,280.0 |
481.0 |
14.0% |
59.5 |
1.7% |
32% |
False |
False |
457,443 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,723.3 |
2.618 |
3,630.2 |
1.618 |
3,573.2 |
1.000 |
3,538.0 |
0.618 |
3,516.2 |
HIGH |
3,481.0 |
0.618 |
3,459.2 |
0.500 |
3,452.5 |
0.382 |
3,445.8 |
LOW |
3,424.0 |
0.618 |
3,388.8 |
1.000 |
3,367.0 |
1.618 |
3,331.8 |
2.618 |
3,274.8 |
4.250 |
3,181.8 |
|
|
Fisher Pivots for day following 19-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
3,452.5 |
3,482.0 |
PP |
3,446.0 |
3,465.7 |
S1 |
3,439.5 |
3,449.3 |
|