Trading Metrics calculated at close of trading on 17-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2015 |
17-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
20,580 |
20,590 |
10 |
0.0% |
20,650 |
High |
20,625 |
20,685 |
60 |
0.3% |
20,945 |
Low |
20,480 |
20,535 |
55 |
0.3% |
20,055 |
Close |
20,595 |
20,680 |
85 |
0.4% |
20,595 |
Range |
145 |
150 |
5 |
3.4% |
890 |
ATR |
305 |
294 |
-11 |
-3.6% |
0 |
Volume |
8,876 |
7,460 |
-1,416 |
-16.0% |
75,888 |
|
Daily Pivots for day following 17-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,083 |
21,032 |
20,763 |
|
R3 |
20,933 |
20,882 |
20,721 |
|
R2 |
20,783 |
20,783 |
20,708 |
|
R1 |
20,732 |
20,732 |
20,694 |
20,758 |
PP |
20,633 |
20,633 |
20,633 |
20,646 |
S1 |
20,582 |
20,582 |
20,666 |
20,608 |
S2 |
20,483 |
20,483 |
20,653 |
|
S3 |
20,333 |
20,432 |
20,639 |
|
S4 |
20,183 |
20,282 |
20,598 |
|
|
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% |
342 |
1.7% |
70% |
False |
False |
14,648 |
10 |
20,945 |
20,055 |
890 |
4.3% |
292 |
1.4% |
70% |
False |
False |
12,482 |
20 |
20,945 |
20,055 |
890 |
4.3% |
271 |
1.3% |
70% |
False |
False |
11,541 |
40 |
20,990 |
19,165 |
1,825 |
8.8% |
326 |
1.6% |
83% |
False |
False |
13,988 |
60 |
20,990 |
19,165 |
1,825 |
8.8% |
297 |
1.4% |
83% |
False |
False |
12,238 |
80 |
20,990 |
19,165 |
1,825 |
8.8% |
259 |
1.3% |
83% |
False |
False |
9,183 |
100 |
20,990 |
19,165 |
1,825 |
8.8% |
220 |
1.1% |
83% |
False |
False |
7,349 |
120 |
20,990 |
18,595 |
2,395 |
11.6% |
185 |
0.9% |
87% |
False |
False |
6,124 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,323 |
2.618 |
21,078 |
1.618 |
20,928 |
1.000 |
20,835 |
0.618 |
20,778 |
HIGH |
20,685 |
0.618 |
20,628 |
0.500 |
20,610 |
0.382 |
20,592 |
LOW |
20,535 |
0.618 |
20,442 |
1.000 |
20,385 |
1.618 |
20,292 |
2.618 |
20,142 |
4.250 |
19,898 |
|
|
Fisher Pivots for day following 17-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
20,657 |
20,617 |
PP |
20,633 |
20,553 |
S1 |
20,610 |
20,490 |
|