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 |
3,475.0 |
3,425.0 |
-50.0 |
-1.4% |
3,657.0 |
High |
3,481.0 |
3,428.0 |
-53.0 |
-1.5% |
3,682.0 |
Low |
3,424.0 |
3,317.0 |
-107.0 |
-3.1% |
3,472.0 |
Close |
3,433.0 |
3,356.0 |
-77.0 |
-2.2% |
3,495.0 |
Range |
57.0 |
111.0 |
54.0 |
94.7% |
210.0 |
ATR |
67.4 |
70.9 |
3.5 |
5.1% |
0.0 |
Volume |
1,608,002 |
2,114,413 |
506,411 |
31.5% |
4,900,657 |
|
Daily Pivots for day following 20-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,700.0 |
3,639.0 |
3,417.1 |
|
R3 |
3,589.0 |
3,528.0 |
3,386.5 |
|
R2 |
3,478.0 |
3,478.0 |
3,376.4 |
|
R1 |
3,417.0 |
3,417.0 |
3,366.2 |
3,392.0 |
PP |
3,367.0 |
3,367.0 |
3,367.0 |
3,354.5 |
S1 |
3,306.0 |
3,306.0 |
3,345.8 |
3,281.0 |
S2 |
3,256.0 |
3,256.0 |
3,335.7 |
|
S3 |
3,145.0 |
3,195.0 |
3,325.5 |
|
S4 |
3,034.0 |
3,084.0 |
3,295.0 |
|
|
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 |
3,541.0 |
3,317.0 |
224.0 |
6.7% |
70.4 |
2.1% |
17% |
False |
True |
1,301,731 |
10 |
3,682.0 |
3,317.0 |
365.0 |
10.9% |
68.4 |
2.0% |
11% |
False |
True |
1,110,438 |
20 |
3,688.0 |
3,317.0 |
371.0 |
11.1% |
61.9 |
1.8% |
11% |
False |
True |
966,849 |
40 |
3,714.0 |
3,280.0 |
434.0 |
12.9% |
68.2 |
2.0% |
18% |
False |
False |
1,089,191 |
60 |
3,714.0 |
3,280.0 |
434.0 |
12.9% |
71.0 |
2.1% |
18% |
False |
False |
945,256 |
80 |
3,714.0 |
3,280.0 |
434.0 |
12.9% |
71.1 |
2.1% |
18% |
False |
False |
711,514 |
100 |
3,761.0 |
3,280.0 |
481.0 |
14.3% |
66.7 |
2.0% |
16% |
False |
False |
570,026 |
120 |
3,761.0 |
3,280.0 |
481.0 |
14.3% |
60.5 |
1.8% |
16% |
False |
False |
475,063 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,899.8 |
2.618 |
3,718.6 |
1.618 |
3,607.6 |
1.000 |
3,539.0 |
0.618 |
3,496.6 |
HIGH |
3,428.0 |
0.618 |
3,385.6 |
0.500 |
3,372.5 |
0.382 |
3,359.4 |
LOW |
3,317.0 |
0.618 |
3,248.4 |
1.000 |
3,206.0 |
1.618 |
3,137.4 |
2.618 |
3,026.4 |
4.250 |
2,845.3 |
|
|
Fisher Pivots for day following 20-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
3,372.5 |
3,414.5 |
PP |
3,367.0 |
3,395.0 |
S1 |
3,361.5 |
3,375.5 |
|