Trading Metrics calculated at close of trading on 20-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2015 |
20-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
20,475 |
20,045 |
-430 |
-2.1% |
20,650 |
High |
20,525 |
20,250 |
-275 |
-1.3% |
20,945 |
Low |
20,040 |
19,590 |
-450 |
-2.2% |
20,055 |
Close |
20,110 |
19,620 |
-490 |
-2.4% |
20,595 |
Range |
485 |
660 |
175 |
36.1% |
890 |
ATR |
304 |
330 |
25 |
8.4% |
0 |
Volume |
14,712 |
22,281 |
7,569 |
51.4% |
75,888 |
|
Daily Pivots for day following 20-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,800 |
21,370 |
19,983 |
|
R3 |
21,140 |
20,710 |
19,802 |
|
R2 |
20,480 |
20,480 |
19,741 |
|
R1 |
20,050 |
20,050 |
19,681 |
19,935 |
PP |
19,820 |
19,820 |
19,820 |
19,763 |
S1 |
19,390 |
19,390 |
19,560 |
19,275 |
S2 |
19,160 |
19,160 |
19,499 |
|
S3 |
18,500 |
18,730 |
19,439 |
|
S4 |
17,840 |
18,070 |
19,257 |
|
|
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 |
19,590 |
1,095 |
5.6% |
336 |
1.7% |
3% |
False |
True |
12,401 |
10 |
20,945 |
19,590 |
1,355 |
6.9% |
358 |
1.8% |
2% |
False |
True |
13,898 |
20 |
20,945 |
19,590 |
1,355 |
6.9% |
310 |
1.6% |
2% |
False |
True |
12,303 |
40 |
20,945 |
19,165 |
1,780 |
9.1% |
333 |
1.7% |
26% |
False |
False |
14,203 |
60 |
20,990 |
19,165 |
1,825 |
9.3% |
309 |
1.6% |
25% |
False |
False |
12,996 |
80 |
20,990 |
19,165 |
1,825 |
9.3% |
276 |
1.4% |
25% |
False |
False |
9,753 |
100 |
20,990 |
19,165 |
1,825 |
9.3% |
233 |
1.2% |
25% |
False |
False |
7,805 |
120 |
20,990 |
18,595 |
2,395 |
12.2% |
197 |
1.0% |
43% |
False |
False |
6,505 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,055 |
2.618 |
21,978 |
1.618 |
21,318 |
1.000 |
20,910 |
0.618 |
20,658 |
HIGH |
20,250 |
0.618 |
19,998 |
0.500 |
19,920 |
0.382 |
19,842 |
LOW |
19,590 |
0.618 |
19,182 |
1.000 |
18,930 |
1.618 |
18,522 |
2.618 |
17,862 |
4.250 |
16,785 |
|
|
Fisher Pivots for day following 20-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
19,920 |
20,138 |
PP |
19,820 |
19,965 |
S1 |
19,720 |
19,793 |
|