Trading Metrics calculated at close of trading on 20-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2015 |
20-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
17,399 |
17,210 |
-189 |
-1.1% |
17,218 |
High |
17,402 |
17,220 |
-182 |
-1.0% |
17,472 |
Low |
17,166 |
16,828 |
-338 |
-2.0% |
17,000 |
Close |
17,198 |
16,828 |
-370 |
-2.2% |
17,353 |
Range |
236 |
392 |
156 |
66.1% |
472 |
ATR |
172 |
188 |
16 |
9.1% |
0 |
Volume |
348 |
164 |
-184 |
-52.9% |
738 |
|
Daily Pivots for day following 20-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,135 |
17,873 |
17,044 |
|
R3 |
17,743 |
17,481 |
16,936 |
|
R2 |
17,351 |
17,351 |
16,900 |
|
R1 |
17,089 |
17,089 |
16,864 |
17,024 |
PP |
16,959 |
16,959 |
16,959 |
16,926 |
S1 |
16,697 |
16,697 |
16,792 |
16,632 |
S2 |
16,567 |
16,567 |
16,756 |
|
S3 |
16,175 |
16,305 |
16,720 |
|
S4 |
15,783 |
15,913 |
16,613 |
|
|
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 |
16,828 |
615 |
3.7% |
208 |
1.2% |
0% |
False |
True |
175 |
10 |
17,472 |
16,828 |
644 |
3.8% |
214 |
1.3% |
0% |
False |
True |
149 |
20 |
17,635 |
16,828 |
807 |
4.8% |
189 |
1.1% |
0% |
False |
True |
97 |
40 |
17,979 |
16,828 |
1,151 |
6.8% |
167 |
1.0% |
0% |
False |
True |
65 |
60 |
18,002 |
16,828 |
1,174 |
7.0% |
134 |
0.8% |
0% |
False |
True |
48 |
80 |
18,149 |
16,828 |
1,321 |
7.9% |
108 |
0.6% |
0% |
False |
True |
37 |
100 |
18,149 |
16,828 |
1,321 |
7.9% |
88 |
0.5% |
0% |
False |
True |
30 |
120 |
18,149 |
16,828 |
1,321 |
7.9% |
77 |
0.5% |
0% |
False |
True |
25 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,886 |
2.618 |
18,246 |
1.618 |
17,854 |
1.000 |
17,612 |
0.618 |
17,462 |
HIGH |
17,220 |
0.618 |
17,070 |
0.500 |
17,024 |
0.382 |
16,978 |
LOW |
16,828 |
0.618 |
16,586 |
1.000 |
16,436 |
1.618 |
16,194 |
2.618 |
15,802 |
4.250 |
15,162 |
|
|
Fisher Pivots for day following 20-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
17,024 |
17,136 |
PP |
16,959 |
17,033 |
S1 |
16,893 |
16,931 |
|