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 |
1,117.2 |
1,133.3 |
16.1 |
1.4% |
1,094.0 |
High |
1,134.3 |
1,153.7 |
19.4 |
1.7% |
1,126.3 |
Low |
1,115.5 |
1,132.1 |
16.6 |
1.5% |
1,089.0 |
Close |
1,127.9 |
1,153.2 |
25.3 |
2.2% |
1,112.7 |
Range |
18.8 |
21.6 |
2.8 |
14.9% |
37.3 |
ATR |
15.6 |
16.4 |
0.7 |
4.6% |
0.0 |
Volume |
154,352 |
187,177 |
32,825 |
21.3% |
765,897 |
|
Daily Pivots for day following 20-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,211.1 |
1,203.8 |
1,165.1 |
|
R3 |
1,189.5 |
1,182.2 |
1,159.1 |
|
R2 |
1,167.9 |
1,167.9 |
1,157.2 |
|
R1 |
1,160.6 |
1,160.6 |
1,155.2 |
1,164.3 |
PP |
1,146.3 |
1,146.3 |
1,146.3 |
1,148.2 |
S1 |
1,139.0 |
1,139.0 |
1,151.2 |
1,142.7 |
S2 |
1,124.7 |
1,124.7 |
1,149.2 |
|
S3 |
1,103.1 |
1,117.4 |
1,147.3 |
|
S4 |
1,081.5 |
1,095.8 |
1,141.3 |
|
|
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 |
1,153.7 |
1,108.5 |
45.2 |
3.9% |
14.2 |
1.2% |
99% |
True |
False |
131,257 |
10 |
1,153.7 |
1,081.4 |
72.3 |
6.3% |
17.2 |
1.5% |
99% |
True |
False |
149,243 |
20 |
1,153.7 |
1,073.7 |
80.0 |
6.9% |
16.2 |
1.4% |
99% |
True |
False |
128,344 |
40 |
1,189.0 |
1,073.7 |
115.3 |
10.0% |
15.3 |
1.3% |
69% |
False |
False |
73,299 |
60 |
1,207.3 |
1,073.7 |
133.6 |
11.6% |
14.4 |
1.2% |
60% |
False |
False |
49,888 |
80 |
1,234.0 |
1,073.7 |
160.3 |
13.9% |
14.4 |
1.2% |
50% |
False |
False |
38,242 |
100 |
1,234.0 |
1,073.7 |
160.3 |
13.9% |
14.4 |
1.2% |
50% |
False |
False |
31,101 |
120 |
1,234.0 |
1,073.7 |
160.3 |
13.9% |
14.5 |
1.3% |
50% |
False |
False |
26,356 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,245.5 |
2.618 |
1,210.2 |
1.618 |
1,188.6 |
1.000 |
1,175.3 |
0.618 |
1,167.0 |
HIGH |
1,153.7 |
0.618 |
1,145.4 |
0.500 |
1,142.9 |
0.382 |
1,140.4 |
LOW |
1,132.1 |
0.618 |
1,118.8 |
1.000 |
1,110.5 |
1.618 |
1,097.2 |
2.618 |
1,075.6 |
4.250 |
1,040.3 |
|
|
Fisher Pivots for day following 20-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1,149.8 |
1,145.8 |
PP |
1,146.3 |
1,138.5 |
S1 |
1,142.9 |
1,131.1 |
|