Trading Metrics calculated at close of trading on 21-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2015 |
21-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
17,210 |
16,843 |
-367 |
-2.1% |
17,365 |
High |
17,220 |
16,845 |
-375 |
-2.2% |
17,443 |
Low |
16,828 |
16,342 |
-486 |
-2.9% |
16,342 |
Close |
16,828 |
16,378 |
-450 |
-2.7% |
16,378 |
Range |
392 |
503 |
111 |
28.3% |
1,101 |
ATR |
188 |
211 |
22 |
12.0% |
0 |
Volume |
164 |
807 |
643 |
392.1% |
1,528 |
|
Daily Pivots for day following 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,031 |
17,707 |
16,655 |
|
R3 |
17,528 |
17,204 |
16,516 |
|
R2 |
17,025 |
17,025 |
16,470 |
|
R1 |
16,701 |
16,701 |
16,424 |
16,612 |
PP |
16,522 |
16,522 |
16,522 |
16,477 |
S1 |
16,198 |
16,198 |
16,332 |
16,109 |
S2 |
16,019 |
16,019 |
16,286 |
|
S3 |
15,516 |
15,695 |
16,240 |
|
S4 |
15,013 |
15,192 |
16,101 |
|
|
Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,024 |
19,302 |
16,984 |
|
R3 |
18,923 |
18,201 |
16,681 |
|
R2 |
17,822 |
17,822 |
16,580 |
|
R1 |
17,100 |
17,100 |
16,479 |
16,911 |
PP |
16,721 |
16,721 |
16,721 |
16,626 |
S1 |
15,999 |
15,999 |
16,277 |
15,810 |
S2 |
15,620 |
15,620 |
16,176 |
|
S3 |
14,519 |
14,898 |
16,075 |
|
S4 |
13,418 |
13,797 |
15,773 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,443 |
16,342 |
1,101 |
6.7% |
286 |
1.7% |
3% |
False |
True |
305 |
10 |
17,472 |
16,342 |
1,130 |
6.9% |
246 |
1.5% |
3% |
False |
True |
226 |
20 |
17,635 |
16,342 |
1,293 |
7.9% |
203 |
1.2% |
3% |
False |
True |
136 |
40 |
17,979 |
16,342 |
1,637 |
10.0% |
175 |
1.1% |
2% |
False |
True |
84 |
60 |
18,002 |
16,342 |
1,660 |
10.1% |
142 |
0.9% |
2% |
False |
True |
62 |
80 |
18,149 |
16,342 |
1,807 |
11.0% |
115 |
0.7% |
2% |
False |
True |
47 |
100 |
18,149 |
16,342 |
1,807 |
11.0% |
93 |
0.6% |
2% |
False |
True |
38 |
120 |
18,149 |
16,342 |
1,807 |
11.0% |
81 |
0.5% |
2% |
False |
True |
32 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,983 |
2.618 |
18,162 |
1.618 |
17,659 |
1.000 |
17,348 |
0.618 |
17,156 |
HIGH |
16,845 |
0.618 |
16,653 |
0.500 |
16,594 |
0.382 |
16,534 |
LOW |
16,342 |
0.618 |
16,031 |
1.000 |
15,839 |
1.618 |
15,528 |
2.618 |
15,025 |
4.250 |
14,204 |
|
|
Fisher Pivots for day following 21-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
16,594 |
16,872 |
PP |
16,522 |
16,707 |
S1 |
16,450 |
16,543 |
|