Trading Metrics calculated at close of trading on 19-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2015 |
19-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
3,490.0 |
3,465.0 |
-25.0 |
-0.7% |
3,647.0 |
High |
3,501.0 |
3,469.0 |
-32.0 |
-0.9% |
3,669.0 |
Low |
3,469.0 |
3,415.0 |
-54.0 |
-1.6% |
3,466.0 |
Close |
3,487.0 |
3,423.0 |
-64.0 |
-1.8% |
3,484.0 |
Range |
32.0 |
54.0 |
22.0 |
68.8% |
203.0 |
ATR |
63.1 |
63.7 |
0.6 |
1.0% |
0.0 |
Volume |
141 |
1,151 |
1,010 |
716.3% |
2,058 |
|
Daily Pivots for day following 19-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,597.7 |
3,564.3 |
3,452.7 |
|
R3 |
3,543.7 |
3,510.3 |
3,437.9 |
|
R2 |
3,489.7 |
3,489.7 |
3,432.9 |
|
R1 |
3,456.3 |
3,456.3 |
3,428.0 |
3,446.0 |
PP |
3,435.7 |
3,435.7 |
3,435.7 |
3,430.5 |
S1 |
3,402.3 |
3,402.3 |
3,418.1 |
3,392.0 |
S2 |
3,381.7 |
3,381.7 |
3,413.1 |
|
S3 |
3,327.7 |
3,348.3 |
3,408.2 |
|
S4 |
3,273.7 |
3,294.3 |
3,393.3 |
|
|
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 |
3,548.0 |
3,415.0 |
133.0 |
3.9% |
55.6 |
1.6% |
6% |
False |
True |
497 |
10 |
3,677.0 |
3,415.0 |
262.0 |
7.7% |
60.1 |
1.8% |
3% |
False |
True |
439 |
20 |
3,677.0 |
3,415.0 |
262.0 |
7.7% |
56.9 |
1.7% |
3% |
False |
True |
698 |
40 |
3,699.0 |
3,272.0 |
427.0 |
12.5% |
62.6 |
1.8% |
35% |
False |
False |
1,499 |
60 |
3,699.0 |
3,272.0 |
427.0 |
12.5% |
62.2 |
1.8% |
35% |
False |
False |
2,086 |
80 |
3,699.0 |
3,272.0 |
427.0 |
12.5% |
59.5 |
1.7% |
35% |
False |
False |
1,634 |
100 |
3,740.0 |
3,272.0 |
468.0 |
13.7% |
51.9 |
1.5% |
32% |
False |
False |
1,318 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,698.5 |
2.618 |
3,610.4 |
1.618 |
3,556.4 |
1.000 |
3,523.0 |
0.618 |
3,502.4 |
HIGH |
3,469.0 |
0.618 |
3,448.4 |
0.500 |
3,442.0 |
0.382 |
3,435.6 |
LOW |
3,415.0 |
0.618 |
3,381.6 |
1.000 |
3,361.0 |
1.618 |
3,327.6 |
2.618 |
3,273.6 |
4.250 |
3,185.5 |
|
|
Fisher Pivots for day following 19-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
3,442.0 |
3,471.0 |
PP |
3,435.7 |
3,455.0 |
S1 |
3,429.3 |
3,439.0 |
|