Trading Metrics calculated at close of trading on 17-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2015 |
17-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
3,497.0 |
3,503.0 |
6.0 |
0.2% |
3,647.0 |
High |
3,529.0 |
3,527.0 |
-2.0 |
-0.1% |
3,669.0 |
Low |
3,466.0 |
3,448.0 |
-18.0 |
-0.5% |
3,466.0 |
Close |
3,484.0 |
3,492.0 |
8.0 |
0.2% |
3,484.0 |
Range |
63.0 |
79.0 |
16.0 |
25.4% |
203.0 |
ATR |
64.4 |
65.5 |
1.0 |
1.6% |
0.0 |
Volume |
166 |
745 |
579 |
348.8% |
2,058 |
|
Daily Pivots for day following 17-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,726.0 |
3,688.0 |
3,535.5 |
|
R3 |
3,647.0 |
3,609.0 |
3,513.7 |
|
R2 |
3,568.0 |
3,568.0 |
3,506.5 |
|
R1 |
3,530.0 |
3,530.0 |
3,499.2 |
3,509.5 |
PP |
3,489.0 |
3,489.0 |
3,489.0 |
3,478.8 |
S1 |
3,451.0 |
3,451.0 |
3,484.8 |
3,430.5 |
S2 |
3,410.0 |
3,410.0 |
3,477.5 |
|
S3 |
3,331.0 |
3,372.0 |
3,470.3 |
|
S4 |
3,252.0 |
3,293.0 |
3,448.6 |
|
|
Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,148.7 |
4,019.3 |
3,595.7 |
|
R3 |
3,945.7 |
3,816.3 |
3,539.8 |
|
R2 |
3,742.7 |
3,742.7 |
3,521.2 |
|
R1 |
3,613.3 |
3,613.3 |
3,502.6 |
3,576.5 |
PP |
3,539.7 |
3,539.7 |
3,539.7 |
3,521.3 |
S1 |
3,410.3 |
3,410.3 |
3,465.4 |
3,373.5 |
S2 |
3,336.7 |
3,336.7 |
3,446.8 |
|
S3 |
3,133.7 |
3,207.3 |
3,428.2 |
|
S4 |
2,930.7 |
3,004.3 |
3,372.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,656.0 |
3,448.0 |
208.0 |
6.0% |
78.8 |
2.3% |
21% |
False |
True |
514 |
10 |
3,677.0 |
3,448.0 |
229.0 |
6.6% |
59.9 |
1.7% |
19% |
False |
True |
341 |
20 |
3,683.0 |
3,448.0 |
235.0 |
6.7% |
56.9 |
1.6% |
19% |
False |
True |
1,000 |
40 |
3,699.0 |
3,272.0 |
427.0 |
12.2% |
63.1 |
1.8% |
52% |
False |
False |
2,768 |
60 |
3,699.0 |
3,272.0 |
427.0 |
12.2% |
62.3 |
1.8% |
52% |
False |
False |
2,075 |
80 |
3,706.0 |
3,272.0 |
434.0 |
12.4% |
58.8 |
1.7% |
51% |
False |
False |
1,622 |
100 |
3,740.0 |
3,272.0 |
468.0 |
13.4% |
51.7 |
1.5% |
47% |
False |
False |
1,306 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,862.8 |
2.618 |
3,733.8 |
1.618 |
3,654.8 |
1.000 |
3,606.0 |
0.618 |
3,575.8 |
HIGH |
3,527.0 |
0.618 |
3,496.8 |
0.500 |
3,487.5 |
0.382 |
3,478.2 |
LOW |
3,448.0 |
0.618 |
3,399.2 |
1.000 |
3,369.0 |
1.618 |
3,320.2 |
2.618 |
3,241.2 |
4.250 |
3,112.3 |
|
|
Fisher Pivots for day following 17-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
3,490.5 |
3,498.0 |
PP |
3,489.0 |
3,496.0 |
S1 |
3,487.5 |
3,494.0 |
|