Trading Metrics calculated at close of trading on 17-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2015 |
17-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
17,253 |
17,365 |
112 |
0.6% |
17,218 |
High |
17,353 |
17,423 |
70 |
0.4% |
17,472 |
Low |
17,238 |
17,223 |
-15 |
-0.1% |
17,000 |
Close |
17,353 |
17,416 |
63 |
0.4% |
17,353 |
Range |
115 |
200 |
85 |
73.9% |
472 |
ATR |
171 |
173 |
2 |
1.2% |
0 |
Volume |
155 |
103 |
-52 |
-33.5% |
738 |
|
Daily Pivots for day following 17-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,954 |
17,885 |
17,526 |
|
R3 |
17,754 |
17,685 |
17,471 |
|
R2 |
17,554 |
17,554 |
17,453 |
|
R1 |
17,485 |
17,485 |
17,434 |
17,520 |
PP |
17,354 |
17,354 |
17,354 |
17,371 |
S1 |
17,285 |
17,285 |
17,398 |
17,320 |
S2 |
17,154 |
17,154 |
17,379 |
|
S3 |
16,954 |
17,085 |
17,361 |
|
S4 |
16,754 |
16,885 |
17,306 |
|
|
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 |
17,456 |
17,000 |
456 |
2.6% |
196 |
1.1% |
91% |
False |
False |
152 |
10 |
17,500 |
17,000 |
500 |
2.9% |
185 |
1.1% |
83% |
False |
False |
105 |
20 |
17,912 |
17,000 |
912 |
5.2% |
175 |
1.0% |
46% |
False |
False |
70 |
40 |
18,002 |
17,000 |
1,002 |
5.8% |
156 |
0.9% |
42% |
False |
False |
55 |
60 |
18,061 |
17,000 |
1,061 |
6.1% |
126 |
0.7% |
39% |
False |
False |
39 |
80 |
18,149 |
17,000 |
1,149 |
6.6% |
99 |
0.6% |
36% |
False |
False |
29 |
100 |
18,149 |
17,000 |
1,149 |
6.6% |
82 |
0.5% |
36% |
False |
False |
24 |
120 |
18,149 |
17,000 |
1,149 |
6.6% |
71 |
0.4% |
36% |
False |
False |
20 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,273 |
2.618 |
17,947 |
1.618 |
17,747 |
1.000 |
17,623 |
0.618 |
17,547 |
HIGH |
17,423 |
0.618 |
17,347 |
0.500 |
17,323 |
0.382 |
17,300 |
LOW |
17,223 |
0.618 |
17,100 |
1.000 |
17,023 |
1.618 |
16,900 |
2.618 |
16,700 |
4.250 |
16,373 |
|
|
Fisher Pivots for day following 17-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
17,385 |
17,384 |
PP |
17,354 |
17,352 |
S1 |
17,323 |
17,320 |
|