Trading Metrics calculated at close of trading on 21-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2015 |
21-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
20,045 |
19,630 |
-415 |
-2.1% |
20,590 |
High |
20,250 |
19,705 |
-545 |
-2.7% |
20,685 |
Low |
19,590 |
18,915 |
-675 |
-3.4% |
18,915 |
Close |
19,620 |
18,975 |
-645 |
-3.3% |
18,975 |
Range |
660 |
790 |
130 |
19.7% |
1,770 |
ATR |
330 |
363 |
33 |
10.0% |
0 |
Volume |
22,281 |
36,260 |
13,979 |
62.7% |
89,390 |
|
Daily Pivots for day following 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,568 |
21,062 |
19,410 |
|
R3 |
20,778 |
20,272 |
19,192 |
|
R2 |
19,988 |
19,988 |
19,120 |
|
R1 |
19,482 |
19,482 |
19,048 |
19,340 |
PP |
19,198 |
19,198 |
19,198 |
19,128 |
S1 |
18,692 |
18,692 |
18,903 |
18,550 |
S2 |
18,408 |
18,408 |
18,830 |
|
S3 |
17,618 |
17,902 |
18,758 |
|
S4 |
16,828 |
17,112 |
18,541 |
|
|
Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,835 |
23,675 |
19,949 |
|
R3 |
23,065 |
21,905 |
19,462 |
|
R2 |
21,295 |
21,295 |
19,300 |
|
R1 |
20,135 |
20,135 |
19,137 |
19,830 |
PP |
19,525 |
19,525 |
19,525 |
19,373 |
S1 |
18,365 |
18,365 |
18,813 |
18,060 |
S2 |
17,755 |
17,755 |
18,651 |
|
S3 |
15,985 |
16,595 |
18,488 |
|
S4 |
14,215 |
14,825 |
18,002 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,685 |
18,915 |
1,770 |
9.3% |
465 |
2.5% |
3% |
False |
True |
17,878 |
10 |
20,945 |
18,915 |
2,030 |
10.7% |
420 |
2.2% |
3% |
False |
True |
16,527 |
20 |
20,945 |
18,915 |
2,030 |
10.7% |
335 |
1.8% |
3% |
False |
True |
13,740 |
40 |
20,945 |
18,915 |
2,030 |
10.7% |
350 |
1.8% |
3% |
False |
True |
14,880 |
60 |
20,990 |
18,915 |
2,075 |
10.9% |
320 |
1.7% |
3% |
False |
True |
13,586 |
80 |
20,990 |
18,915 |
2,075 |
10.9% |
283 |
1.5% |
3% |
False |
True |
10,207 |
100 |
20,990 |
18,915 |
2,075 |
10.9% |
241 |
1.3% |
3% |
False |
True |
8,168 |
120 |
20,990 |
18,595 |
2,395 |
12.6% |
204 |
1.1% |
16% |
False |
False |
6,807 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,063 |
2.618 |
21,773 |
1.618 |
20,983 |
1.000 |
20,495 |
0.618 |
20,193 |
HIGH |
19,705 |
0.618 |
19,403 |
0.500 |
19,310 |
0.382 |
19,217 |
LOW |
18,915 |
0.618 |
18,427 |
1.000 |
18,125 |
1.618 |
17,637 |
2.618 |
16,847 |
4.250 |
15,558 |
|
|
Fisher Pivots for day following 21-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
19,310 |
19,720 |
PP |
19,198 |
19,472 |
S1 |
19,087 |
19,223 |
|