Trading Metrics calculated at close of trading on 18-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2015 |
18-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
20,590 |
20,670 |
80 |
0.4% |
20,650 |
High |
20,685 |
20,685 |
0 |
0.0% |
20,945 |
Low |
20,535 |
20,445 |
-90 |
-0.4% |
20,055 |
Close |
20,680 |
20,475 |
-205 |
-1.0% |
20,595 |
Range |
150 |
240 |
90 |
60.0% |
890 |
ATR |
294 |
290 |
-4 |
-1.3% |
0 |
Volume |
7,460 |
8,677 |
1,217 |
16.3% |
75,888 |
|
Daily Pivots for day following 18-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,255 |
21,105 |
20,607 |
|
R3 |
21,015 |
20,865 |
20,541 |
|
R2 |
20,775 |
20,775 |
20,519 |
|
R1 |
20,625 |
20,625 |
20,497 |
20,580 |
PP |
20,535 |
20,535 |
20,535 |
20,513 |
S1 |
20,385 |
20,385 |
20,453 |
20,340 |
S2 |
20,295 |
20,295 |
20,431 |
|
S3 |
20,055 |
20,145 |
20,409 |
|
S4 |
19,815 |
19,905 |
20,343 |
|
|
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 |
20,700 |
20,055 |
645 |
3.2% |
311 |
1.5% |
65% |
False |
False |
13,030 |
10 |
20,945 |
20,055 |
890 |
4.3% |
302 |
1.5% |
47% |
False |
False |
12,632 |
20 |
20,945 |
20,055 |
890 |
4.3% |
270 |
1.3% |
47% |
False |
False |
11,318 |
40 |
20,990 |
19,165 |
1,825 |
8.9% |
320 |
1.6% |
72% |
False |
False |
13,893 |
60 |
20,990 |
19,165 |
1,825 |
8.9% |
298 |
1.5% |
72% |
False |
False |
12,381 |
80 |
20,990 |
19,165 |
1,825 |
8.9% |
262 |
1.3% |
72% |
False |
False |
9,291 |
100 |
20,990 |
19,165 |
1,825 |
8.9% |
222 |
1.1% |
72% |
False |
False |
7,435 |
120 |
20,990 |
18,595 |
2,395 |
11.7% |
187 |
0.9% |
78% |
False |
False |
6,196 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,705 |
2.618 |
21,313 |
1.618 |
21,073 |
1.000 |
20,925 |
0.618 |
20,833 |
HIGH |
20,685 |
0.618 |
20,593 |
0.500 |
20,565 |
0.382 |
20,537 |
LOW |
20,445 |
0.618 |
20,297 |
1.000 |
20,205 |
1.618 |
20,057 |
2.618 |
19,817 |
4.250 |
19,425 |
|
|
Fisher Pivots for day following 18-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
20,565 |
20,565 |
PP |
20,535 |
20,535 |
S1 |
20,505 |
20,505 |
|