Trading Metrics calculated at close of trading on 17-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2015 |
17-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
1,114.6 |
1,113.5 |
-1.1 |
-0.1% |
1,094.0 |
High |
1,120.4 |
1,122.2 |
1.8 |
0.2% |
1,126.3 |
Low |
1,111.1 |
1,112.9 |
1.8 |
0.2% |
1,089.0 |
Close |
1,112.7 |
1,118.4 |
5.7 |
0.5% |
1,112.7 |
Range |
9.3 |
9.3 |
0.0 |
0.0% |
37.3 |
ATR |
16.1 |
15.7 |
-0.5 |
-2.9% |
0.0 |
Volume |
102,233 |
92,581 |
-9,652 |
-9.4% |
765,897 |
|
Daily Pivots for day following 17-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,145.7 |
1,141.4 |
1,123.5 |
|
R3 |
1,136.4 |
1,132.1 |
1,121.0 |
|
R2 |
1,127.1 |
1,127.1 |
1,120.1 |
|
R1 |
1,122.8 |
1,122.8 |
1,119.3 |
1,125.0 |
PP |
1,117.8 |
1,117.8 |
1,117.8 |
1,118.9 |
S1 |
1,113.5 |
1,113.5 |
1,117.5 |
1,115.7 |
S2 |
1,108.5 |
1,108.5 |
1,116.7 |
|
S3 |
1,099.2 |
1,104.2 |
1,115.8 |
|
S4 |
1,089.9 |
1,094.9 |
1,113.3 |
|
|
Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,221.2 |
1,204.3 |
1,133.2 |
|
R3 |
1,183.9 |
1,167.0 |
1,123.0 |
|
R2 |
1,146.6 |
1,146.6 |
1,119.5 |
|
R1 |
1,129.7 |
1,129.7 |
1,116.1 |
1,138.2 |
PP |
1,109.3 |
1,109.3 |
1,109.3 |
1,113.6 |
S1 |
1,092.4 |
1,092.4 |
1,109.3 |
1,100.9 |
S2 |
1,072.0 |
1,072.0 |
1,105.9 |
|
S3 |
1,034.7 |
1,055.1 |
1,102.4 |
|
S4 |
997.4 |
1,017.8 |
1,092.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,126.3 |
1,093.3 |
33.0 |
3.0% |
16.5 |
1.5% |
76% |
False |
False |
141,910 |
10 |
1,126.3 |
1,080.2 |
46.1 |
4.1% |
15.4 |
1.4% |
83% |
False |
False |
135,572 |
20 |
1,126.3 |
1,073.7 |
52.6 |
4.7% |
15.9 |
1.4% |
85% |
False |
False |
111,590 |
40 |
1,202.2 |
1,073.7 |
128.5 |
11.5% |
15.0 |
1.3% |
35% |
False |
False |
61,962 |
60 |
1,217.0 |
1,073.7 |
143.3 |
12.8% |
14.2 |
1.3% |
31% |
False |
False |
42,430 |
80 |
1,234.0 |
1,073.7 |
160.3 |
14.3% |
14.5 |
1.3% |
28% |
False |
False |
32,604 |
100 |
1,234.0 |
1,073.7 |
160.3 |
14.3% |
14.4 |
1.3% |
28% |
False |
False |
26,646 |
120 |
1,234.0 |
1,073.7 |
160.3 |
14.3% |
14.4 |
1.3% |
28% |
False |
False |
22,545 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,161.7 |
2.618 |
1,146.5 |
1.618 |
1,137.2 |
1.000 |
1,131.5 |
0.618 |
1,127.9 |
HIGH |
1,122.2 |
0.618 |
1,118.6 |
0.500 |
1,117.6 |
0.382 |
1,116.5 |
LOW |
1,112.9 |
0.618 |
1,107.2 |
1.000 |
1,103.6 |
1.618 |
1,097.9 |
2.618 |
1,088.6 |
4.250 |
1,073.4 |
|
|
Fisher Pivots for day following 17-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1,118.1 |
1,118.7 |
PP |
1,117.8 |
1,118.6 |
S1 |
1,117.6 |
1,118.5 |
|