Trading Metrics calculated at close of trading on 12-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2015 |
12-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
17,449 |
17,289 |
-160 |
-0.9% |
17,530 |
High |
17,456 |
17,305 |
-151 |
-0.9% |
17,530 |
Low |
17,219 |
17,000 |
-219 |
-1.3% |
17,140 |
Close |
17,270 |
17,279 |
9 |
0.1% |
17,236 |
Range |
237 |
305 |
68 |
28.7% |
390 |
ATR |
169 |
179 |
10 |
5.7% |
0 |
Volume |
227 |
91 |
-136 |
-59.9% |
242 |
|
Daily Pivots for day following 12-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,110 |
17,999 |
17,447 |
|
R3 |
17,805 |
17,694 |
17,363 |
|
R2 |
17,500 |
17,500 |
17,335 |
|
R1 |
17,389 |
17,389 |
17,307 |
17,292 |
PP |
17,195 |
17,195 |
17,195 |
17,146 |
S1 |
17,084 |
17,084 |
17,251 |
16,987 |
S2 |
16,890 |
16,890 |
17,223 |
|
S3 |
16,585 |
16,779 |
17,195 |
|
S4 |
16,280 |
16,474 |
17,111 |
|
|
Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,472 |
18,244 |
17,451 |
|
R3 |
18,082 |
17,854 |
17,343 |
|
R2 |
17,692 |
17,692 |
17,308 |
|
R1 |
17,464 |
17,464 |
17,272 |
17,383 |
PP |
17,302 |
17,302 |
17,302 |
17,262 |
S1 |
17,074 |
17,074 |
17,200 |
16,993 |
S2 |
16,912 |
16,912 |
17,165 |
|
S3 |
16,522 |
16,684 |
17,129 |
|
S4 |
16,132 |
16,294 |
17,022 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,472 |
17,000 |
472 |
2.7% |
231 |
1.3% |
59% |
False |
True |
96 |
10 |
17,635 |
17,000 |
635 |
3.7% |
185 |
1.1% |
44% |
False |
True |
73 |
20 |
17,979 |
17,000 |
979 |
5.7% |
160 |
0.9% |
28% |
False |
True |
50 |
40 |
18,002 |
17,000 |
1,002 |
5.8% |
153 |
0.9% |
28% |
False |
True |
45 |
60 |
18,149 |
17,000 |
1,149 |
6.6% |
119 |
0.7% |
24% |
False |
True |
31 |
80 |
18,149 |
17,000 |
1,149 |
6.6% |
94 |
0.5% |
24% |
False |
True |
24 |
100 |
18,149 |
17,000 |
1,149 |
6.6% |
78 |
0.4% |
24% |
False |
True |
19 |
120 |
18,149 |
17,000 |
1,149 |
6.6% |
67 |
0.4% |
24% |
False |
True |
16 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,601 |
2.618 |
18,104 |
1.618 |
17,799 |
1.000 |
17,610 |
0.618 |
17,494 |
HIGH |
17,305 |
0.618 |
17,189 |
0.500 |
17,153 |
0.382 |
17,117 |
LOW |
17,000 |
0.618 |
16,812 |
1.000 |
16,695 |
1.618 |
16,507 |
2.618 |
16,202 |
4.250 |
15,704 |
|
|
Fisher Pivots for day following 12-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
17,237 |
17,265 |
PP |
17,195 |
17,250 |
S1 |
17,153 |
17,236 |
|