| 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 |
17,356 |
17,439 |
83 |
0.5% |
17,310 |
| High |
17,449 |
17,513 |
64 |
0.4% |
17,573 |
| Low |
17,321 |
17,297 |
-24 |
-0.1% |
17,079 |
| Close |
17,439 |
17,504 |
65 |
0.4% |
17,439 |
| Range |
128 |
216 |
88 |
68.8% |
494 |
| ATR |
196 |
197 |
1 |
0.7% |
0 |
| Volume |
97,286 |
118,291 |
21,005 |
21.6% |
749,873 |
|
| Daily Pivots for day following 17-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,086 |
18,011 |
17,623 |
|
| R3 |
17,870 |
17,795 |
17,564 |
|
| R2 |
17,654 |
17,654 |
17,544 |
|
| R1 |
17,579 |
17,579 |
17,524 |
17,617 |
| PP |
17,438 |
17,438 |
17,438 |
17,457 |
| S1 |
17,363 |
17,363 |
17,484 |
17,401 |
| S2 |
17,222 |
17,222 |
17,465 |
|
| S3 |
17,006 |
17,147 |
17,445 |
|
| S4 |
16,790 |
16,931 |
17,385 |
|
|
| Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,846 |
18,636 |
17,711 |
|
| R3 |
18,352 |
18,142 |
17,575 |
|
| R2 |
17,858 |
17,858 |
17,530 |
|
| R1 |
17,648 |
17,648 |
17,484 |
17,753 |
| PP |
17,364 |
17,364 |
17,364 |
17,416 |
| S1 |
17,154 |
17,154 |
17,394 |
17,259 |
| S2 |
16,870 |
16,870 |
17,349 |
|
| S3 |
16,376 |
16,660 |
17,303 |
|
| S4 |
15,882 |
16,166 |
17,167 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,550 |
17,079 |
471 |
2.7% |
212 |
1.2% |
90% |
False |
False |
147,994 |
| 10 |
17,595 |
17,079 |
516 |
2.9% |
205 |
1.2% |
82% |
False |
False |
141,145 |
| 20 |
18,020 |
17,079 |
941 |
5.4% |
198 |
1.1% |
45% |
False |
False |
136,222 |
| 40 |
18,108 |
17,079 |
1,029 |
5.9% |
193 |
1.1% |
41% |
False |
False |
140,921 |
| 60 |
18,192 |
17,079 |
1,113 |
6.4% |
187 |
1.1% |
38% |
False |
False |
107,863 |
| 80 |
18,250 |
17,079 |
1,171 |
6.7% |
176 |
1.0% |
36% |
False |
False |
80,916 |
| 100 |
18,250 |
17,079 |
1,171 |
6.7% |
171 |
1.0% |
36% |
False |
False |
64,736 |
| 120 |
18,250 |
17,079 |
1,171 |
6.7% |
158 |
0.9% |
36% |
False |
False |
53,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,431 |
|
2.618 |
18,079 |
|
1.618 |
17,863 |
|
1.000 |
17,729 |
|
0.618 |
17,647 |
|
HIGH |
17,513 |
|
0.618 |
17,431 |
|
0.500 |
17,405 |
|
0.382 |
17,380 |
|
LOW |
17,297 |
|
0.618 |
17,164 |
|
1.000 |
17,081 |
|
1.618 |
16,948 |
|
2.618 |
16,732 |
|
4.250 |
16,379 |
|
|
| Fisher Pivots for day following 17-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,471 |
17,470 |
| PP |
17,438 |
17,436 |
| S1 |
17,405 |
17,402 |
|