Trading Metrics calculated at close of trading on 24-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2015 |
24-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
4,358.00 |
4,163.75 |
-194.25 |
-4.5% |
4,527.00 |
High |
4,358.50 |
4,187.50 |
-171.00 |
-3.9% |
4,565.00 |
Low |
4,181.75 |
3,901.00 |
-280.75 |
-6.7% |
4,181.75 |
Close |
4,193.00 |
3,995.75 |
-197.25 |
-4.7% |
4,193.00 |
Range |
176.75 |
286.50 |
109.75 |
62.1% |
383.25 |
ATR |
72.69 |
88.35 |
15.67 |
21.6% |
0.00 |
Volume |
702 |
3,007 |
2,305 |
328.3% |
2,285 |
|
Daily Pivots for day following 24-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,887.50 |
4,728.25 |
4,153.25 |
|
R3 |
4,601.00 |
4,441.75 |
4,074.50 |
|
R2 |
4,314.50 |
4,314.50 |
4,048.25 |
|
R1 |
4,155.25 |
4,155.25 |
4,022.00 |
4,091.50 |
PP |
4,028.00 |
4,028.00 |
4,028.00 |
3,996.25 |
S1 |
3,868.75 |
3,868.75 |
3,969.50 |
3,805.00 |
S2 |
3,741.50 |
3,741.50 |
3,943.25 |
|
S3 |
3,455.00 |
3,582.25 |
3,917.00 |
|
S4 |
3,168.50 |
3,295.75 |
3,838.25 |
|
|
Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,463.00 |
5,211.25 |
4,403.75 |
|
R3 |
5,079.75 |
4,828.00 |
4,298.50 |
|
R2 |
4,696.50 |
4,696.50 |
4,263.25 |
|
R1 |
4,444.75 |
4,444.75 |
4,228.25 |
4,379.00 |
PP |
4,313.25 |
4,313.25 |
4,313.25 |
4,280.50 |
S1 |
4,061.50 |
4,061.50 |
4,157.75 |
3,995.75 |
S2 |
3,930.00 |
3,930.00 |
4,122.75 |
|
S3 |
3,546.75 |
3,678.25 |
4,087.50 |
|
S4 |
3,163.50 |
3,295.00 |
3,982.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,565.00 |
3,901.00 |
664.00 |
16.6% |
142.00 |
3.6% |
14% |
False |
True |
959 |
10 |
4,577.00 |
3,901.00 |
676.00 |
16.9% |
104.50 |
2.6% |
14% |
False |
True |
731 |
20 |
4,620.00 |
3,901.00 |
719.00 |
18.0% |
79.75 |
2.0% |
13% |
False |
True |
450 |
40 |
4,677.25 |
3,901.00 |
776.25 |
19.4% |
68.00 |
1.7% |
12% |
False |
True |
267 |
60 |
4,677.25 |
3,901.00 |
776.25 |
19.4% |
55.75 |
1.4% |
12% |
False |
True |
183 |
80 |
4,677.25 |
3,901.00 |
776.25 |
19.4% |
43.25 |
1.1% |
12% |
False |
True |
138 |
100 |
4,677.25 |
3,901.00 |
776.25 |
19.4% |
35.25 |
0.9% |
12% |
False |
True |
111 |
120 |
4,677.25 |
3,901.00 |
776.25 |
19.4% |
30.75 |
0.8% |
12% |
False |
True |
93 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,405.00 |
2.618 |
4,937.50 |
1.618 |
4,651.00 |
1.000 |
4,474.00 |
0.618 |
4,364.50 |
HIGH |
4,187.50 |
0.618 |
4,078.00 |
0.500 |
4,044.25 |
0.382 |
4,010.50 |
LOW |
3,901.00 |
0.618 |
3,724.00 |
1.000 |
3,614.50 |
1.618 |
3,437.50 |
2.618 |
3,151.00 |
4.250 |
2,683.50 |
|
|
Fisher Pivots for day following 24-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
4,044.25 |
4,200.00 |
PP |
4,028.00 |
4,132.00 |
S1 |
4,012.00 |
4,063.75 |
|