Trading Metrics calculated at close of trading on 18-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2015 |
18-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
17,365 |
17,405 |
40 |
0.2% |
17,218 |
High |
17,423 |
17,443 |
20 |
0.1% |
17,472 |
Low |
17,223 |
17,346 |
123 |
0.7% |
17,000 |
Close |
17,416 |
17,395 |
-21 |
-0.1% |
17,353 |
Range |
200 |
97 |
-103 |
-51.5% |
472 |
ATR |
173 |
167 |
-5 |
-3.1% |
0 |
Volume |
103 |
106 |
3 |
2.9% |
738 |
|
Daily Pivots for day following 18-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,686 |
17,637 |
17,448 |
|
R3 |
17,589 |
17,540 |
17,422 |
|
R2 |
17,492 |
17,492 |
17,413 |
|
R1 |
17,443 |
17,443 |
17,404 |
17,419 |
PP |
17,395 |
17,395 |
17,395 |
17,383 |
S1 |
17,346 |
17,346 |
17,386 |
17,322 |
S2 |
17,298 |
17,298 |
17,377 |
|
S3 |
17,201 |
17,249 |
17,368 |
|
S4 |
17,104 |
17,152 |
17,342 |
|
|
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 |
17,443 |
17,000 |
443 |
2.5% |
168 |
1.0% |
89% |
True |
False |
127 |
10 |
17,500 |
17,000 |
500 |
2.9% |
186 |
1.1% |
79% |
False |
False |
109 |
20 |
17,741 |
17,000 |
741 |
4.3% |
170 |
1.0% |
53% |
False |
False |
75 |
40 |
18,002 |
17,000 |
1,002 |
5.8% |
156 |
0.9% |
39% |
False |
False |
57 |
60 |
18,002 |
17,000 |
1,002 |
5.8% |
127 |
0.7% |
39% |
False |
False |
40 |
80 |
18,149 |
17,000 |
1,149 |
6.6% |
100 |
0.6% |
34% |
False |
False |
31 |
100 |
18,149 |
17,000 |
1,149 |
6.6% |
82 |
0.5% |
34% |
False |
False |
25 |
120 |
18,149 |
17,000 |
1,149 |
6.6% |
72 |
0.4% |
34% |
False |
False |
21 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,855 |
2.618 |
17,697 |
1.618 |
17,600 |
1.000 |
17,540 |
0.618 |
17,503 |
HIGH |
17,443 |
0.618 |
17,406 |
0.500 |
17,395 |
0.382 |
17,383 |
LOW |
17,346 |
0.618 |
17,286 |
1.000 |
17,249 |
1.618 |
17,189 |
2.618 |
17,092 |
4.250 |
16,934 |
|
|
Fisher Pivots for day following 18-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
17,395 |
17,374 |
PP |
17,395 |
17,354 |
S1 |
17,395 |
17,333 |
|