Trading Metrics calculated at close of trading on 20-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2015 |
20-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
3,465.0 |
3,416.0 |
-49.0 |
-1.4% |
3,647.0 |
High |
3,469.0 |
3,416.0 |
-53.0 |
-1.5% |
3,669.0 |
Low |
3,415.0 |
3,311.0 |
-104.0 |
-3.0% |
3,466.0 |
Close |
3,423.0 |
3,346.0 |
-77.0 |
-2.2% |
3,484.0 |
Range |
54.0 |
105.0 |
51.0 |
94.4% |
203.0 |
ATR |
63.7 |
67.2 |
3.4 |
5.4% |
0.0 |
Volume |
1,151 |
1,280 |
129 |
11.2% |
2,058 |
|
Daily Pivots for day following 20-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,672.7 |
3,614.3 |
3,403.8 |
|
R3 |
3,567.7 |
3,509.3 |
3,374.9 |
|
R2 |
3,462.7 |
3,462.7 |
3,365.3 |
|
R1 |
3,404.3 |
3,404.3 |
3,355.6 |
3,381.0 |
PP |
3,357.7 |
3,357.7 |
3,357.7 |
3,346.0 |
S1 |
3,299.3 |
3,299.3 |
3,336.4 |
3,276.0 |
S2 |
3,252.7 |
3,252.7 |
3,326.8 |
|
S3 |
3,147.7 |
3,194.3 |
3,317.1 |
|
S4 |
3,042.7 |
3,089.3 |
3,288.3 |
|
|
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 |
3,529.0 |
3,311.0 |
218.0 |
6.5% |
66.6 |
2.0% |
16% |
False |
True |
696 |
10 |
3,669.0 |
3,311.0 |
358.0 |
10.7% |
67.3 |
2.0% |
10% |
False |
True |
553 |
20 |
3,677.0 |
3,311.0 |
366.0 |
10.9% |
59.3 |
1.8% |
10% |
False |
True |
505 |
40 |
3,699.0 |
3,272.0 |
427.0 |
12.8% |
63.2 |
1.9% |
17% |
False |
False |
1,517 |
60 |
3,699.0 |
3,272.0 |
427.0 |
12.8% |
63.2 |
1.9% |
17% |
False |
False |
2,107 |
80 |
3,699.0 |
3,272.0 |
427.0 |
12.8% |
60.1 |
1.8% |
17% |
False |
False |
1,650 |
100 |
3,740.0 |
3,272.0 |
468.0 |
14.0% |
52.8 |
1.6% |
16% |
False |
False |
1,331 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,862.3 |
2.618 |
3,690.9 |
1.618 |
3,585.9 |
1.000 |
3,521.0 |
0.618 |
3,480.9 |
HIGH |
3,416.0 |
0.618 |
3,375.9 |
0.500 |
3,363.5 |
0.382 |
3,351.1 |
LOW |
3,311.0 |
0.618 |
3,246.1 |
1.000 |
3,206.0 |
1.618 |
3,141.1 |
2.618 |
3,036.1 |
4.250 |
2,864.8 |
|
|
Fisher Pivots for day following 20-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
3,363.5 |
3,406.0 |
PP |
3,357.7 |
3,386.0 |
S1 |
3,351.8 |
3,366.0 |
|