Trading Metrics calculated at close of trading on 19-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2015 |
19-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
17,405 |
17,399 |
-6 |
0.0% |
17,218 |
High |
17,443 |
17,402 |
-41 |
-0.2% |
17,472 |
Low |
17,346 |
17,166 |
-180 |
-1.0% |
17,000 |
Close |
17,395 |
17,198 |
-197 |
-1.1% |
17,353 |
Range |
97 |
236 |
139 |
143.3% |
472 |
ATR |
167 |
172 |
5 |
2.9% |
0 |
Volume |
106 |
348 |
242 |
228.3% |
738 |
|
Daily Pivots for day following 19-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,963 |
17,817 |
17,328 |
|
R3 |
17,727 |
17,581 |
17,263 |
|
R2 |
17,491 |
17,491 |
17,241 |
|
R1 |
17,345 |
17,345 |
17,220 |
17,300 |
PP |
17,255 |
17,255 |
17,255 |
17,233 |
S1 |
17,109 |
17,109 |
17,176 |
17,064 |
S2 |
17,019 |
17,019 |
17,155 |
|
S3 |
16,783 |
16,873 |
17,133 |
|
S4 |
16,547 |
16,637 |
17,068 |
|
|
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 |
17,166 |
277 |
1.6% |
155 |
0.9% |
12% |
False |
True |
179 |
10 |
17,472 |
17,000 |
472 |
2.7% |
193 |
1.1% |
42% |
False |
False |
137 |
20 |
17,741 |
17,000 |
741 |
4.3% |
178 |
1.0% |
27% |
False |
False |
90 |
40 |
17,979 |
17,000 |
979 |
5.7% |
161 |
0.9% |
20% |
False |
False |
63 |
60 |
18,002 |
17,000 |
1,002 |
5.8% |
128 |
0.7% |
20% |
False |
False |
46 |
80 |
18,149 |
17,000 |
1,149 |
6.7% |
103 |
0.6% |
17% |
False |
False |
35 |
100 |
18,149 |
17,000 |
1,149 |
6.7% |
85 |
0.5% |
17% |
False |
False |
28 |
120 |
18,149 |
17,000 |
1,149 |
6.7% |
74 |
0.4% |
17% |
False |
False |
24 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,405 |
2.618 |
18,020 |
1.618 |
17,784 |
1.000 |
17,638 |
0.618 |
17,548 |
HIGH |
17,402 |
0.618 |
17,312 |
0.500 |
17,284 |
0.382 |
17,256 |
LOW |
17,166 |
0.618 |
17,020 |
1.000 |
16,930 |
1.618 |
16,784 |
2.618 |
16,548 |
4.250 |
16,163 |
|
|
Fisher Pivots for day following 19-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
17,284 |
17,305 |
PP |
17,255 |
17,269 |
S1 |
17,227 |
17,234 |
|