Trading Metrics calculated at close of trading on 19-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2015 |
19-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
20,670 |
20,475 |
-195 |
-0.9% |
20,650 |
High |
20,685 |
20,525 |
-160 |
-0.8% |
20,945 |
Low |
20,445 |
20,040 |
-405 |
-2.0% |
20,055 |
Close |
20,475 |
20,110 |
-365 |
-1.8% |
20,595 |
Range |
240 |
485 |
245 |
102.1% |
890 |
ATR |
290 |
304 |
14 |
4.8% |
0 |
Volume |
8,677 |
14,712 |
6,035 |
69.6% |
75,888 |
|
Daily Pivots for day following 19-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,680 |
21,380 |
20,377 |
|
R3 |
21,195 |
20,895 |
20,244 |
|
R2 |
20,710 |
20,710 |
20,199 |
|
R1 |
20,410 |
20,410 |
20,155 |
20,318 |
PP |
20,225 |
20,225 |
20,225 |
20,179 |
S1 |
19,925 |
19,925 |
20,066 |
19,833 |
S2 |
19,740 |
19,740 |
20,021 |
|
S3 |
19,255 |
19,440 |
19,977 |
|
S4 |
18,770 |
18,955 |
19,843 |
|
|
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 |
20,685 |
20,040 |
645 |
3.2% |
279 |
1.4% |
11% |
False |
True |
11,239 |
10 |
20,945 |
20,040 |
905 |
4.5% |
315 |
1.6% |
8% |
False |
True |
12,707 |
20 |
20,945 |
20,040 |
905 |
4.5% |
287 |
1.4% |
8% |
False |
True |
11,572 |
40 |
20,990 |
19,165 |
1,825 |
9.1% |
323 |
1.6% |
52% |
False |
False |
13,979 |
60 |
20,990 |
19,165 |
1,825 |
9.1% |
303 |
1.5% |
52% |
False |
False |
12,626 |
80 |
20,990 |
19,165 |
1,825 |
9.1% |
268 |
1.3% |
52% |
False |
False |
9,475 |
100 |
20,990 |
19,165 |
1,825 |
9.1% |
226 |
1.1% |
52% |
False |
False |
7,583 |
120 |
20,990 |
18,595 |
2,395 |
11.9% |
191 |
1.0% |
63% |
False |
False |
6,319 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,586 |
2.618 |
21,795 |
1.618 |
21,310 |
1.000 |
21,010 |
0.618 |
20,825 |
HIGH |
20,525 |
0.618 |
20,340 |
0.500 |
20,283 |
0.382 |
20,225 |
LOW |
20,040 |
0.618 |
19,740 |
1.000 |
19,555 |
1.618 |
19,255 |
2.618 |
18,770 |
4.250 |
17,979 |
|
|
Fisher Pivots for day following 19-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
20,283 |
20,363 |
PP |
20,225 |
20,278 |
S1 |
20,168 |
20,194 |
|