Trading Metrics calculated at close of trading on 14-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2015 |
14-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
20,370 |
20,580 |
210 |
1.0% |
20,650 |
High |
20,670 |
20,625 |
-45 |
-0.2% |
20,945 |
Low |
20,295 |
20,480 |
185 |
0.9% |
20,055 |
Close |
20,595 |
20,595 |
0 |
0.0% |
20,595 |
Range |
375 |
145 |
-230 |
-61.3% |
890 |
ATR |
318 |
305 |
-12 |
-3.9% |
0 |
Volume |
16,472 |
8,876 |
-7,596 |
-46.1% |
75,888 |
|
Daily Pivots for day following 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,002 |
20,943 |
20,675 |
|
R3 |
20,857 |
20,798 |
20,635 |
|
R2 |
20,712 |
20,712 |
20,622 |
|
R1 |
20,653 |
20,653 |
20,608 |
20,683 |
PP |
20,567 |
20,567 |
20,567 |
20,581 |
S1 |
20,508 |
20,508 |
20,582 |
20,538 |
S2 |
20,422 |
20,422 |
20,569 |
|
S3 |
20,277 |
20,363 |
20,555 |
|
S4 |
20,132 |
20,218 |
20,515 |
|
|
Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,202 |
22,788 |
21,085 |
|
R3 |
22,312 |
21,898 |
20,840 |
|
R2 |
21,422 |
21,422 |
20,758 |
|
R1 |
21,008 |
21,008 |
20,677 |
20,770 |
PP |
20,532 |
20,532 |
20,532 |
20,413 |
S1 |
20,118 |
20,118 |
20,514 |
19,880 |
S2 |
19,642 |
19,642 |
20,432 |
|
S3 |
18,752 |
19,228 |
20,350 |
|
S4 |
17,862 |
18,338 |
20,106 |
|
|
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% |
374 |
1.8% |
61% |
False |
False |
15,177 |
10 |
20,945 |
20,055 |
890 |
4.3% |
296 |
1.4% |
61% |
False |
False |
12,541 |
20 |
20,945 |
20,055 |
890 |
4.3% |
271 |
1.3% |
61% |
False |
False |
11,387 |
40 |
20,990 |
19,165 |
1,825 |
8.9% |
326 |
1.6% |
78% |
False |
False |
14,003 |
60 |
20,990 |
19,165 |
1,825 |
8.9% |
297 |
1.4% |
78% |
False |
False |
12,114 |
80 |
20,990 |
19,165 |
1,825 |
8.9% |
258 |
1.3% |
78% |
False |
False |
9,091 |
100 |
20,990 |
19,165 |
1,825 |
8.9% |
218 |
1.1% |
78% |
False |
False |
7,274 |
120 |
20,990 |
18,595 |
2,395 |
11.6% |
184 |
0.9% |
84% |
False |
False |
6,062 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,241 |
2.618 |
21,005 |
1.618 |
20,860 |
1.000 |
20,770 |
0.618 |
20,715 |
HIGH |
20,625 |
0.618 |
20,570 |
0.500 |
20,553 |
0.382 |
20,536 |
LOW |
20,480 |
0.618 |
20,391 |
1.000 |
20,335 |
1.618 |
20,246 |
2.618 |
20,101 |
4.250 |
19,864 |
|
|
Fisher Pivots for day following 14-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
20,581 |
20,523 |
PP |
20,567 |
20,450 |
S1 |
20,553 |
20,378 |
|