Trading Metrics calculated at close of trading on 13-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2015 |
13-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
17,289 |
17,263 |
-26 |
-0.2% |
17,530 |
High |
17,305 |
17,340 |
35 |
0.2% |
17,530 |
Low |
17,000 |
17,216 |
216 |
1.3% |
17,140 |
Close |
17,279 |
17,281 |
2 |
0.0% |
17,236 |
Range |
305 |
124 |
-181 |
-59.3% |
390 |
ATR |
179 |
175 |
-4 |
-2.2% |
0 |
Volume |
91 |
184 |
93 |
102.2% |
242 |
|
Daily Pivots for day following 13-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,651 |
17,590 |
17,349 |
|
R3 |
17,527 |
17,466 |
17,315 |
|
R2 |
17,403 |
17,403 |
17,304 |
|
R1 |
17,342 |
17,342 |
17,292 |
17,373 |
PP |
17,279 |
17,279 |
17,279 |
17,294 |
S1 |
17,218 |
17,218 |
17,270 |
17,249 |
S2 |
17,155 |
17,155 |
17,258 |
|
S3 |
17,031 |
17,094 |
17,247 |
|
S4 |
16,907 |
16,970 |
17,213 |
|
|
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% |
219 |
1.3% |
60% |
False |
False |
124 |
10 |
17,635 |
17,000 |
635 |
3.7% |
185 |
1.1% |
44% |
False |
False |
85 |
20 |
17,951 |
17,000 |
951 |
5.5% |
164 |
0.9% |
30% |
False |
False |
59 |
40 |
18,002 |
17,000 |
1,002 |
5.8% |
154 |
0.9% |
28% |
False |
False |
49 |
60 |
18,093 |
17,000 |
1,093 |
6.3% |
120 |
0.7% |
26% |
False |
False |
34 |
80 |
18,149 |
17,000 |
1,149 |
6.6% |
96 |
0.6% |
24% |
False |
False |
26 |
100 |
18,149 |
17,000 |
1,149 |
6.6% |
79 |
0.5% |
24% |
False |
False |
21 |
120 |
18,149 |
17,000 |
1,149 |
6.6% |
68 |
0.4% |
24% |
False |
False |
18 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,867 |
2.618 |
17,665 |
1.618 |
17,541 |
1.000 |
17,464 |
0.618 |
17,417 |
HIGH |
17,340 |
0.618 |
17,293 |
0.500 |
17,278 |
0.382 |
17,263 |
LOW |
17,216 |
0.618 |
17,139 |
1.000 |
17,092 |
1.618 |
17,015 |
2.618 |
16,891 |
4.250 |
16,689 |
|
|
Fisher Pivots for day following 13-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
17,280 |
17,263 |
PP |
17,279 |
17,246 |
S1 |
17,278 |
17,228 |
|