Trading Metrics calculated at close of trading on 25-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2015 |
25-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
4,163.75 |
4,014.75 |
-149.00 |
-3.6% |
4,527.00 |
High |
4,187.50 |
4,195.00 |
7.50 |
0.2% |
4,565.00 |
Low |
3,901.00 |
3,999.75 |
98.75 |
2.5% |
4,181.75 |
Close |
3,995.75 |
4,019.75 |
24.00 |
0.6% |
4,193.00 |
Range |
286.50 |
195.25 |
-91.25 |
-31.8% |
383.25 |
ATR |
88.35 |
96.27 |
7.92 |
9.0% |
0.00 |
Volume |
3,007 |
6,228 |
3,221 |
107.1% |
2,285 |
|
Daily Pivots for day following 25-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,657.25 |
4,533.75 |
4,127.25 |
|
R3 |
4,462.00 |
4,338.50 |
4,073.50 |
|
R2 |
4,266.75 |
4,266.75 |
4,055.50 |
|
R1 |
4,143.25 |
4,143.25 |
4,037.75 |
4,205.00 |
PP |
4,071.50 |
4,071.50 |
4,071.50 |
4,102.50 |
S1 |
3,948.00 |
3,948.00 |
4,001.75 |
4,009.75 |
S2 |
3,876.25 |
3,876.25 |
3,984.00 |
|
S3 |
3,681.00 |
3,752.75 |
3,966.00 |
|
S4 |
3,485.75 |
3,557.50 |
3,912.25 |
|
|
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 |
4,543.25 |
3,901.00 |
642.25 |
16.0% |
173.75 |
4.3% |
18% |
False |
False |
2,157 |
10 |
4,565.00 |
3,901.00 |
664.00 |
16.5% |
114.50 |
2.8% |
18% |
False |
False |
1,335 |
20 |
4,620.00 |
3,901.00 |
719.00 |
17.9% |
86.50 |
2.2% |
17% |
False |
False |
756 |
40 |
4,677.25 |
3,901.00 |
776.25 |
19.3% |
70.75 |
1.8% |
15% |
False |
False |
421 |
60 |
4,677.25 |
3,901.00 |
776.25 |
19.3% |
58.75 |
1.5% |
15% |
False |
False |
287 |
80 |
4,677.25 |
3,901.00 |
776.25 |
19.3% |
45.75 |
1.1% |
15% |
False |
False |
216 |
100 |
4,677.25 |
3,901.00 |
776.25 |
19.3% |
37.25 |
0.9% |
15% |
False |
False |
173 |
120 |
4,677.25 |
3,901.00 |
776.25 |
19.3% |
32.25 |
0.8% |
15% |
False |
False |
144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,024.75 |
2.618 |
4,706.25 |
1.618 |
4,511.00 |
1.000 |
4,390.25 |
0.618 |
4,315.75 |
HIGH |
4,195.00 |
0.618 |
4,120.50 |
0.500 |
4,097.50 |
0.382 |
4,074.25 |
LOW |
3,999.75 |
0.618 |
3,879.00 |
1.000 |
3,804.50 |
1.618 |
3,683.75 |
2.618 |
3,488.50 |
4.250 |
3,170.00 |
|
|
Fisher Pivots for day following 25-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
4,097.50 |
4,129.75 |
PP |
4,071.50 |
4,093.00 |
S1 |
4,045.50 |
4,056.50 |
|