Trading Metrics calculated at close of trading on 21-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2015 |
21-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
3,416.0 |
3,269.0 |
-147.0 |
-4.3% |
3,503.0 |
High |
3,416.0 |
3,340.0 |
-76.0 |
-2.2% |
3,527.0 |
Low |
3,311.0 |
3,200.0 |
-111.0 |
-3.4% |
3,200.0 |
Close |
3,346.0 |
3,245.0 |
-101.0 |
-3.0% |
3,245.0 |
Range |
105.0 |
140.0 |
35.0 |
33.3% |
327.0 |
ATR |
67.2 |
72.8 |
5.6 |
8.4% |
0.0 |
Volume |
1,280 |
3,343 |
2,063 |
161.2% |
6,660 |
|
Daily Pivots for day following 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,681.7 |
3,603.3 |
3,322.0 |
|
R3 |
3,541.7 |
3,463.3 |
3,283.5 |
|
R2 |
3,401.7 |
3,401.7 |
3,270.7 |
|
R1 |
3,323.3 |
3,323.3 |
3,257.8 |
3,292.5 |
PP |
3,261.7 |
3,261.7 |
3,261.7 |
3,246.3 |
S1 |
3,183.3 |
3,183.3 |
3,232.2 |
3,152.5 |
S2 |
3,121.7 |
3,121.7 |
3,219.3 |
|
S3 |
2,981.7 |
3,043.3 |
3,206.5 |
|
S4 |
2,841.7 |
2,903.3 |
3,168.0 |
|
|
Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,305.0 |
4,102.0 |
3,424.9 |
|
R3 |
3,978.0 |
3,775.0 |
3,334.9 |
|
R2 |
3,651.0 |
3,651.0 |
3,305.0 |
|
R1 |
3,448.0 |
3,448.0 |
3,275.0 |
3,386.0 |
PP |
3,324.0 |
3,324.0 |
3,324.0 |
3,293.0 |
S1 |
3,121.0 |
3,121.0 |
3,215.0 |
3,059.0 |
S2 |
2,997.0 |
2,997.0 |
3,185.1 |
|
S3 |
2,670.0 |
2,794.0 |
3,155.1 |
|
S4 |
2,343.0 |
2,467.0 |
3,065.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,527.0 |
3,200.0 |
327.0 |
10.1% |
82.0 |
2.5% |
14% |
False |
True |
1,332 |
10 |
3,669.0 |
3,200.0 |
469.0 |
14.5% |
77.9 |
2.4% |
10% |
False |
True |
871 |
20 |
3,677.0 |
3,200.0 |
477.0 |
14.7% |
62.6 |
1.9% |
9% |
False |
True |
638 |
40 |
3,699.0 |
3,200.0 |
499.0 |
15.4% |
65.0 |
2.0% |
9% |
False |
True |
1,583 |
60 |
3,699.0 |
3,200.0 |
499.0 |
15.4% |
64.3 |
2.0% |
9% |
False |
True |
2,160 |
80 |
3,699.0 |
3,200.0 |
499.0 |
15.4% |
60.5 |
1.9% |
9% |
False |
True |
1,691 |
100 |
3,740.0 |
3,200.0 |
540.0 |
16.6% |
54.0 |
1.7% |
8% |
False |
True |
1,364 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,935.0 |
2.618 |
3,706.5 |
1.618 |
3,566.5 |
1.000 |
3,480.0 |
0.618 |
3,426.5 |
HIGH |
3,340.0 |
0.618 |
3,286.5 |
0.500 |
3,270.0 |
0.382 |
3,253.5 |
LOW |
3,200.0 |
0.618 |
3,113.5 |
1.000 |
3,060.0 |
1.618 |
2,973.5 |
2.618 |
2,833.5 |
4.250 |
2,605.0 |
|
|
Fisher Pivots for day following 21-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
3,270.0 |
3,334.5 |
PP |
3,261.7 |
3,304.7 |
S1 |
3,253.3 |
3,274.8 |
|