Trading Metrics calculated at close of trading on 14-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2015 |
14-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
17,263 |
17,253 |
-10 |
-0.1% |
17,218 |
High |
17,340 |
17,353 |
13 |
0.1% |
17,472 |
Low |
17,216 |
17,238 |
22 |
0.1% |
17,000 |
Close |
17,281 |
17,353 |
72 |
0.4% |
17,353 |
Range |
124 |
115 |
-9 |
-7.3% |
472 |
ATR |
175 |
171 |
-4 |
-2.5% |
0 |
Volume |
184 |
155 |
-29 |
-15.8% |
738 |
|
Daily Pivots for day following 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,660 |
17,621 |
17,416 |
|
R3 |
17,545 |
17,506 |
17,385 |
|
R2 |
17,430 |
17,430 |
17,374 |
|
R1 |
17,391 |
17,391 |
17,364 |
17,411 |
PP |
17,315 |
17,315 |
17,315 |
17,324 |
S1 |
17,276 |
17,276 |
17,343 |
17,296 |
S2 |
17,200 |
17,200 |
17,332 |
|
S3 |
17,085 |
17,161 |
17,322 |
|
S4 |
16,970 |
17,046 |
17,290 |
|
|
Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,691 |
18,494 |
17,613 |
|
R3 |
18,219 |
18,022 |
17,483 |
|
R2 |
17,747 |
17,747 |
17,440 |
|
R1 |
17,550 |
17,550 |
17,396 |
17,649 |
PP |
17,275 |
17,275 |
17,275 |
17,324 |
S1 |
17,078 |
17,078 |
17,310 |
17,177 |
S2 |
16,803 |
16,803 |
17,267 |
|
S3 |
16,331 |
16,606 |
17,223 |
|
S4 |
15,859 |
16,134 |
17,094 |
|
|
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% |
207 |
1.2% |
75% |
False |
False |
147 |
10 |
17,530 |
17,000 |
530 |
3.1% |
185 |
1.1% |
67% |
False |
False |
98 |
20 |
17,951 |
17,000 |
951 |
5.5% |
166 |
1.0% |
37% |
False |
False |
66 |
40 |
18,002 |
17,000 |
1,002 |
5.8% |
155 |
0.9% |
35% |
False |
False |
53 |
60 |
18,093 |
17,000 |
1,093 |
6.3% |
122 |
0.7% |
32% |
False |
False |
37 |
80 |
18,149 |
17,000 |
1,149 |
6.6% |
97 |
0.6% |
31% |
False |
False |
28 |
100 |
18,149 |
17,000 |
1,149 |
6.6% |
80 |
0.5% |
31% |
False |
False |
23 |
120 |
18,149 |
17,000 |
1,149 |
6.6% |
69 |
0.4% |
31% |
False |
False |
19 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,842 |
2.618 |
17,654 |
1.618 |
17,539 |
1.000 |
17,468 |
0.618 |
17,424 |
HIGH |
17,353 |
0.618 |
17,309 |
0.500 |
17,296 |
0.382 |
17,282 |
LOW |
17,238 |
0.618 |
17,167 |
1.000 |
17,123 |
1.618 |
17,052 |
2.618 |
16,937 |
4.250 |
16,749 |
|
|
Fisher Pivots for day following 14-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
17,334 |
17,294 |
PP |
17,315 |
17,235 |
S1 |
17,296 |
17,177 |
|