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 |
3,425.0 |
3,276.0 |
-149.0 |
-4.4% |
3,511.0 |
High |
3,428.0 |
3,354.0 |
-74.0 |
-2.2% |
3,540.0 |
Low |
3,317.0 |
3,208.0 |
-109.0 |
-3.3% |
3,208.0 |
Close |
3,356.0 |
3,256.0 |
-100.0 |
-3.0% |
3,256.0 |
Range |
111.0 |
146.0 |
35.0 |
31.5% |
332.0 |
ATR |
70.9 |
76.4 |
5.5 |
7.8% |
0.0 |
Volume |
2,114,413 |
3,389,491 |
1,275,078 |
60.3% |
8,922,207 |
|
Daily Pivots for day following 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,710.7 |
3,629.3 |
3,336.3 |
|
R3 |
3,564.7 |
3,483.3 |
3,296.2 |
|
R2 |
3,418.7 |
3,418.7 |
3,282.8 |
|
R1 |
3,337.3 |
3,337.3 |
3,269.4 |
3,305.0 |
PP |
3,272.7 |
3,272.7 |
3,272.7 |
3,256.5 |
S1 |
3,191.3 |
3,191.3 |
3,242.6 |
3,159.0 |
S2 |
3,126.7 |
3,126.7 |
3,229.2 |
|
S3 |
2,980.7 |
3,045.3 |
3,215.9 |
|
S4 |
2,834.7 |
2,899.3 |
3,175.7 |
|
|
Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,330.7 |
4,125.3 |
3,438.6 |
|
R3 |
3,998.7 |
3,793.3 |
3,347.3 |
|
R2 |
3,666.7 |
3,666.7 |
3,316.9 |
|
R1 |
3,461.3 |
3,461.3 |
3,286.4 |
3,398.0 |
PP |
3,334.7 |
3,334.7 |
3,334.7 |
3,303.0 |
S1 |
3,129.3 |
3,129.3 |
3,225.6 |
3,066.0 |
S2 |
3,002.7 |
3,002.7 |
3,195.1 |
|
S3 |
2,670.7 |
2,797.3 |
3,164.7 |
|
S4 |
2,338.7 |
2,465.3 |
3,073.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,540.0 |
3,208.0 |
332.0 |
10.2% |
86.6 |
2.7% |
14% |
False |
True |
1,784,441 |
10 |
3,682.0 |
3,208.0 |
474.0 |
14.6% |
79.4 |
2.4% |
10% |
False |
True |
1,382,286 |
20 |
3,688.0 |
3,208.0 |
480.0 |
14.7% |
65.3 |
2.0% |
10% |
False |
True |
1,075,590 |
40 |
3,714.0 |
3,208.0 |
506.0 |
15.5% |
69.7 |
2.1% |
9% |
False |
True |
1,146,478 |
60 |
3,714.0 |
3,208.0 |
506.0 |
15.5% |
72.6 |
2.2% |
9% |
False |
True |
1,001,725 |
80 |
3,714.0 |
3,208.0 |
506.0 |
15.5% |
72.0 |
2.2% |
9% |
False |
True |
753,879 |
100 |
3,761.0 |
3,208.0 |
553.0 |
17.0% |
67.9 |
2.1% |
9% |
False |
True |
603,620 |
120 |
3,761.0 |
3,208.0 |
553.0 |
17.0% |
61.6 |
1.9% |
9% |
False |
True |
503,306 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,974.5 |
2.618 |
3,736.2 |
1.618 |
3,590.2 |
1.000 |
3,500.0 |
0.618 |
3,444.2 |
HIGH |
3,354.0 |
0.618 |
3,298.2 |
0.500 |
3,281.0 |
0.382 |
3,263.8 |
LOW |
3,208.0 |
0.618 |
3,117.8 |
1.000 |
3,062.0 |
1.618 |
2,971.8 |
2.618 |
2,825.8 |
4.250 |
2,587.5 |
|
|
Fisher Pivots for day following 21-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
3,281.0 |
3,344.5 |
PP |
3,272.7 |
3,315.0 |
S1 |
3,264.3 |
3,285.5 |
|