Trading Metrics calculated at close of trading on 18-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2015 |
18-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
3,503.0 |
3,490.0 |
-13.0 |
-0.4% |
3,647.0 |
High |
3,527.0 |
3,501.0 |
-26.0 |
-0.7% |
3,669.0 |
Low |
3,448.0 |
3,469.0 |
21.0 |
0.6% |
3,466.0 |
Close |
3,492.0 |
3,487.0 |
-5.0 |
-0.1% |
3,484.0 |
Range |
79.0 |
32.0 |
-47.0 |
-59.5% |
203.0 |
ATR |
65.5 |
63.1 |
-2.4 |
-3.7% |
0.0 |
Volume |
745 |
141 |
-604 |
-81.1% |
2,058 |
|
Daily Pivots for day following 18-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,581.7 |
3,566.3 |
3,504.6 |
|
R3 |
3,549.7 |
3,534.3 |
3,495.8 |
|
R2 |
3,517.7 |
3,517.7 |
3,492.9 |
|
R1 |
3,502.3 |
3,502.3 |
3,489.9 |
3,494.0 |
PP |
3,485.7 |
3,485.7 |
3,485.7 |
3,481.5 |
S1 |
3,470.3 |
3,470.3 |
3,484.1 |
3,462.0 |
S2 |
3,453.7 |
3,453.7 |
3,481.1 |
|
S3 |
3,421.7 |
3,438.3 |
3,478.2 |
|
S4 |
3,389.7 |
3,406.3 |
3,469.4 |
|
|
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 |
3,601.0 |
3,448.0 |
153.0 |
4.4% |
71.8 |
2.1% |
25% |
False |
False |
471 |
10 |
3,677.0 |
3,448.0 |
229.0 |
6.6% |
60.3 |
1.7% |
17% |
False |
False |
343 |
20 |
3,677.0 |
3,448.0 |
229.0 |
6.6% |
55.8 |
1.6% |
17% |
False |
False |
994 |
40 |
3,699.0 |
3,272.0 |
427.0 |
12.2% |
62.7 |
1.8% |
50% |
False |
False |
1,496 |
60 |
3,699.0 |
3,272.0 |
427.0 |
12.2% |
62.4 |
1.8% |
50% |
False |
False |
2,068 |
80 |
3,706.0 |
3,272.0 |
434.0 |
12.4% |
59.0 |
1.7% |
50% |
False |
False |
1,620 |
100 |
3,740.0 |
3,272.0 |
468.0 |
13.4% |
52.0 |
1.5% |
46% |
False |
False |
1,307 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,637.0 |
2.618 |
3,584.8 |
1.618 |
3,552.8 |
1.000 |
3,533.0 |
0.618 |
3,520.8 |
HIGH |
3,501.0 |
0.618 |
3,488.8 |
0.500 |
3,485.0 |
0.382 |
3,481.2 |
LOW |
3,469.0 |
0.618 |
3,449.2 |
1.000 |
3,437.0 |
1.618 |
3,417.2 |
2.618 |
3,385.2 |
4.250 |
3,333.0 |
|
|
Fisher Pivots for day following 18-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
3,486.3 |
3,488.5 |
PP |
3,485.7 |
3,488.0 |
S1 |
3,485.0 |
3,487.5 |
|