Trading Metrics calculated at close of trading on 24-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2015 |
24-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
19,630 |
18,940 |
-690 |
-3.5% |
20,590 |
High |
19,705 |
19,105 |
-600 |
-3.0% |
20,685 |
Low |
18,915 |
17,170 |
-1,745 |
-9.2% |
18,915 |
Close |
18,975 |
17,810 |
-1,165 |
-6.1% |
18,975 |
Range |
790 |
1,935 |
1,145 |
144.9% |
1,770 |
ATR |
363 |
475 |
112 |
31.0% |
0 |
Volume |
36,260 |
74,117 |
37,857 |
104.4% |
89,390 |
|
Daily Pivots for day following 24-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,833 |
22,757 |
18,874 |
|
R3 |
21,898 |
20,822 |
18,342 |
|
R2 |
19,963 |
19,963 |
18,165 |
|
R1 |
18,887 |
18,887 |
17,988 |
18,458 |
PP |
18,028 |
18,028 |
18,028 |
17,814 |
S1 |
16,952 |
16,952 |
17,633 |
16,523 |
S2 |
16,093 |
16,093 |
17,455 |
|
S3 |
14,158 |
15,017 |
17,278 |
|
S4 |
12,223 |
13,082 |
16,746 |
|
|
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 |
17,170 |
3,515 |
19.7% |
822 |
4.6% |
18% |
False |
True |
31,209 |
10 |
20,945 |
17,170 |
3,775 |
21.2% |
582 |
3.3% |
17% |
False |
True |
22,928 |
20 |
20,945 |
17,170 |
3,775 |
21.2% |
410 |
2.3% |
17% |
False |
True |
16,592 |
40 |
20,945 |
17,170 |
3,775 |
21.2% |
392 |
2.2% |
17% |
False |
True |
16,468 |
60 |
20,990 |
17,170 |
3,820 |
21.4% |
348 |
2.0% |
17% |
False |
True |
14,820 |
80 |
20,990 |
17,170 |
3,820 |
21.4% |
304 |
1.7% |
17% |
False |
True |
11,133 |
100 |
20,990 |
17,170 |
3,820 |
21.4% |
259 |
1.5% |
17% |
False |
True |
8,909 |
120 |
20,990 |
17,170 |
3,820 |
21.4% |
220 |
1.2% |
17% |
False |
True |
7,424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,329 |
2.618 |
24,171 |
1.618 |
22,236 |
1.000 |
21,040 |
0.618 |
20,301 |
HIGH |
19,105 |
0.618 |
18,366 |
0.500 |
18,138 |
0.382 |
17,909 |
LOW |
17,170 |
0.618 |
15,974 |
1.000 |
15,235 |
1.618 |
14,039 |
2.618 |
12,104 |
4.250 |
8,946 |
|
|
Fisher Pivots for day following 24-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
18,138 |
18,710 |
PP |
18,028 |
18,410 |
S1 |
17,919 |
18,110 |
|