Trading Metrics calculated at close of trading on 18-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2015 |
18-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
1,113.5 |
1,117.2 |
3.7 |
0.3% |
1,094.0 |
High |
1,122.2 |
1,120.4 |
-1.8 |
-0.2% |
1,126.3 |
Low |
1,112.9 |
1,108.5 |
-4.4 |
-0.4% |
1,089.0 |
Close |
1,118.4 |
1,116.9 |
-1.5 |
-0.1% |
1,112.7 |
Range |
9.3 |
11.9 |
2.6 |
28.0% |
37.3 |
ATR |
15.7 |
15.4 |
-0.3 |
-1.7% |
0.0 |
Volume |
92,581 |
119,945 |
27,364 |
29.6% |
765,897 |
|
Daily Pivots for day following 18-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,151.0 |
1,145.8 |
1,123.4 |
|
R3 |
1,139.1 |
1,133.9 |
1,120.2 |
|
R2 |
1,127.2 |
1,127.2 |
1,119.1 |
|
R1 |
1,122.0 |
1,122.0 |
1,118.0 |
1,118.7 |
PP |
1,115.3 |
1,115.3 |
1,115.3 |
1,113.6 |
S1 |
1,110.1 |
1,110.1 |
1,115.8 |
1,106.8 |
S2 |
1,103.4 |
1,103.4 |
1,114.7 |
|
S3 |
1,091.5 |
1,098.2 |
1,113.6 |
|
S4 |
1,079.6 |
1,086.3 |
1,110.4 |
|
|
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 |
1,101.1 |
25.2 |
2.3% |
13.7 |
1.2% |
63% |
False |
False |
127,533 |
10 |
1,126.3 |
1,081.4 |
44.9 |
4.0% |
15.2 |
1.4% |
79% |
False |
False |
136,156 |
20 |
1,126.3 |
1,073.7 |
52.6 |
4.7% |
15.9 |
1.4% |
82% |
False |
False |
115,698 |
40 |
1,189.7 |
1,073.7 |
116.0 |
10.4% |
14.8 |
1.3% |
37% |
False |
False |
64,920 |
60 |
1,210.2 |
1,073.7 |
136.5 |
12.2% |
14.2 |
1.3% |
32% |
False |
False |
44,375 |
80 |
1,234.0 |
1,073.7 |
160.3 |
14.4% |
14.4 |
1.3% |
27% |
False |
False |
34,079 |
100 |
1,234.0 |
1,073.7 |
160.3 |
14.4% |
14.3 |
1.3% |
27% |
False |
False |
27,798 |
120 |
1,234.0 |
1,073.7 |
160.3 |
14.4% |
14.4 |
1.3% |
27% |
False |
False |
23,533 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,171.0 |
2.618 |
1,151.6 |
1.618 |
1,139.7 |
1.000 |
1,132.3 |
0.618 |
1,127.8 |
HIGH |
1,120.4 |
0.618 |
1,115.9 |
0.500 |
1,114.5 |
0.382 |
1,113.0 |
LOW |
1,108.5 |
0.618 |
1,101.1 |
1.000 |
1,096.6 |
1.618 |
1,089.2 |
2.618 |
1,077.3 |
4.250 |
1,057.9 |
|
|
Fisher Pivots for day following 18-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1,116.1 |
1,116.4 |
PP |
1,115.3 |
1,115.9 |
S1 |
1,114.5 |
1,115.4 |
|