Trading Metrics calculated at close of trading on 24-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2015 |
24-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
16,843 |
16,323 |
-520 |
-3.1% |
17,365 |
High |
16,845 |
16,323 |
-522 |
-3.1% |
17,443 |
Low |
16,342 |
15,256 |
-1,086 |
-6.6% |
16,342 |
Close |
16,378 |
15,620 |
-758 |
-4.6% |
16,378 |
Range |
503 |
1,067 |
564 |
112.1% |
1,101 |
ATR |
211 |
276 |
65 |
30.9% |
0 |
Volume |
807 |
525 |
-282 |
-34.9% |
1,528 |
|
Daily Pivots for day following 24-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,934 |
18,344 |
16,207 |
|
R3 |
17,867 |
17,277 |
15,914 |
|
R2 |
16,800 |
16,800 |
15,816 |
|
R1 |
16,210 |
16,210 |
15,718 |
15,972 |
PP |
15,733 |
15,733 |
15,733 |
15,614 |
S1 |
15,143 |
15,143 |
15,522 |
14,905 |
S2 |
14,666 |
14,666 |
15,425 |
|
S3 |
13,599 |
14,076 |
15,327 |
|
S4 |
12,532 |
13,009 |
15,033 |
|
|
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 |
15,256 |
2,187 |
14.0% |
459 |
2.9% |
17% |
False |
True |
390 |
10 |
17,456 |
15,256 |
2,200 |
14.1% |
328 |
2.1% |
17% |
False |
True |
271 |
20 |
17,635 |
15,256 |
2,379 |
15.2% |
247 |
1.6% |
15% |
False |
True |
161 |
40 |
17,979 |
15,256 |
2,723 |
17.4% |
198 |
1.3% |
13% |
False |
True |
97 |
60 |
18,002 |
15,256 |
2,746 |
17.6% |
158 |
1.0% |
13% |
False |
True |
71 |
80 |
18,149 |
15,256 |
2,893 |
18.5% |
127 |
0.8% |
13% |
False |
True |
54 |
100 |
18,149 |
15,256 |
2,893 |
18.5% |
104 |
0.7% |
13% |
False |
True |
43 |
120 |
18,149 |
15,256 |
2,893 |
18.5% |
90 |
0.6% |
13% |
False |
True |
36 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,858 |
2.618 |
19,117 |
1.618 |
18,050 |
1.000 |
17,390 |
0.618 |
16,983 |
HIGH |
16,323 |
0.618 |
15,916 |
0.500 |
15,790 |
0.382 |
15,664 |
LOW |
15,256 |
0.618 |
14,597 |
1.000 |
14,189 |
1.618 |
13,530 |
2.618 |
12,463 |
4.250 |
10,721 |
|
|
Fisher Pivots for day following 24-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
15,790 |
16,238 |
PP |
15,733 |
16,032 |
S1 |
15,677 |
15,826 |
|