| 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 |
17,290 |
16,917 |
-373 |
-2.2% |
17,439 |
| High |
17,320 |
16,940 |
-380 |
-2.2% |
17,535 |
| Low |
16,908 |
16,429 |
-479 |
-2.8% |
16,429 |
| Close |
16,917 |
16,467 |
-450 |
-2.7% |
16,467 |
| Range |
412 |
511 |
99 |
24.0% |
1,106 |
| ATR |
211 |
232 |
21 |
10.2% |
0 |
| Volume |
240,919 |
392,751 |
151,832 |
63.0% |
1,083,027 |
|
| Daily Pivots for day following 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,145 |
17,817 |
16,748 |
|
| R3 |
17,634 |
17,306 |
16,608 |
|
| R2 |
17,123 |
17,123 |
16,561 |
|
| R1 |
16,795 |
16,795 |
16,514 |
16,704 |
| PP |
16,612 |
16,612 |
16,612 |
16,566 |
| S1 |
16,284 |
16,284 |
16,420 |
16,193 |
| S2 |
16,101 |
16,101 |
16,373 |
|
| S3 |
15,590 |
15,773 |
16,327 |
|
| S4 |
15,079 |
15,262 |
16,186 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,128 |
19,404 |
17,075 |
|
| R3 |
19,022 |
18,298 |
16,771 |
|
| R2 |
17,916 |
17,916 |
16,670 |
|
| R1 |
17,192 |
17,192 |
16,569 |
17,001 |
| PP |
16,810 |
16,810 |
16,810 |
16,715 |
| S1 |
16,086 |
16,086 |
16,366 |
15,895 |
| S2 |
15,704 |
15,704 |
16,264 |
|
| S3 |
14,598 |
14,980 |
16,163 |
|
| S4 |
13,492 |
13,874 |
15,859 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,535 |
16,429 |
1,106 |
6.7% |
301 |
1.8% |
3% |
False |
True |
216,605 |
| 10 |
17,573 |
16,429 |
1,144 |
6.9% |
262 |
1.6% |
3% |
False |
True |
183,290 |
| 20 |
17,721 |
16,429 |
1,292 |
7.8% |
223 |
1.4% |
3% |
False |
True |
160,579 |
| 40 |
18,075 |
16,429 |
1,646 |
10.0% |
210 |
1.3% |
2% |
False |
True |
154,236 |
| 60 |
18,108 |
16,429 |
1,679 |
10.2% |
198 |
1.2% |
2% |
False |
True |
123,929 |
| 80 |
18,250 |
16,429 |
1,821 |
11.1% |
186 |
1.1% |
2% |
False |
True |
92,974 |
| 100 |
18,250 |
16,429 |
1,821 |
11.1% |
179 |
1.1% |
2% |
False |
True |
74,383 |
| 120 |
18,250 |
16,429 |
1,821 |
11.1% |
168 |
1.0% |
2% |
False |
True |
61,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,112 |
|
2.618 |
18,278 |
|
1.618 |
17,767 |
|
1.000 |
17,451 |
|
0.618 |
17,256 |
|
HIGH |
16,940 |
|
0.618 |
16,745 |
|
0.500 |
16,685 |
|
0.382 |
16,624 |
|
LOW |
16,429 |
|
0.618 |
16,113 |
|
1.000 |
15,918 |
|
1.618 |
15,602 |
|
2.618 |
15,091 |
|
4.250 |
14,257 |
|
|
| Fisher Pivots for day following 21-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
16,685 |
16,970 |
| PP |
16,612 |
16,802 |
| S1 |
16,540 |
16,635 |
|