Trading Metrics calculated at close of trading on 13-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2015 |
13-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
20,650 |
20,370 |
-280 |
-1.4% |
20,575 |
High |
20,700 |
20,670 |
-30 |
-0.1% |
20,835 |
Low |
20,055 |
20,295 |
240 |
1.2% |
20,405 |
Close |
20,385 |
20,595 |
210 |
1.0% |
20,665 |
Range |
645 |
375 |
-270 |
-41.9% |
430 |
ATR |
313 |
318 |
4 |
1.4% |
0 |
Volume |
23,666 |
16,472 |
-7,194 |
-30.4% |
49,528 |
|
Daily Pivots for day following 13-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,645 |
21,495 |
20,801 |
|
R3 |
21,270 |
21,120 |
20,698 |
|
R2 |
20,895 |
20,895 |
20,664 |
|
R1 |
20,745 |
20,745 |
20,630 |
20,820 |
PP |
20,520 |
20,520 |
20,520 |
20,558 |
S1 |
20,370 |
20,370 |
20,561 |
20,445 |
S2 |
20,145 |
20,145 |
20,526 |
|
S3 |
19,770 |
19,995 |
20,492 |
|
S4 |
19,395 |
19,620 |
20,389 |
|
|
Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,925 |
21,725 |
20,902 |
|
R3 |
21,495 |
21,295 |
20,783 |
|
R2 |
21,065 |
21,065 |
20,744 |
|
R1 |
20,865 |
20,865 |
20,705 |
20,965 |
PP |
20,635 |
20,635 |
20,635 |
20,685 |
S1 |
20,435 |
20,435 |
20,626 |
20,535 |
S2 |
20,205 |
20,205 |
20,586 |
|
S3 |
19,775 |
20,005 |
20,547 |
|
S4 |
19,345 |
19,575 |
20,429 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,945 |
20,055 |
890 |
4.3% |
380 |
1.8% |
61% |
False |
False |
15,395 |
10 |
20,945 |
20,055 |
890 |
4.3% |
296 |
1.4% |
61% |
False |
False |
12,638 |
20 |
20,945 |
20,055 |
890 |
4.3% |
270 |
1.3% |
61% |
False |
False |
11,308 |
40 |
20,990 |
19,165 |
1,825 |
8.9% |
331 |
1.6% |
78% |
False |
False |
14,156 |
60 |
20,990 |
19,165 |
1,825 |
8.9% |
297 |
1.4% |
78% |
False |
False |
11,967 |
80 |
20,990 |
19,165 |
1,825 |
8.9% |
258 |
1.3% |
78% |
False |
False |
8,980 |
100 |
20,990 |
19,165 |
1,825 |
8.9% |
217 |
1.1% |
78% |
False |
False |
7,185 |
120 |
20,990 |
18,595 |
2,395 |
11.6% |
183 |
0.9% |
84% |
False |
False |
5,988 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,264 |
2.618 |
21,652 |
1.618 |
21,277 |
1.000 |
21,045 |
0.618 |
20,902 |
HIGH |
20,670 |
0.618 |
20,527 |
0.500 |
20,483 |
0.382 |
20,438 |
LOW |
20,295 |
0.618 |
20,063 |
1.000 |
19,920 |
1.618 |
19,688 |
2.618 |
19,313 |
4.250 |
18,701 |
|
|
Fisher Pivots for day following 13-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
20,558 |
20,563 |
PP |
20,520 |
20,532 |
S1 |
20,483 |
20,500 |
|