Trading Metrics calculated at close of trading on 26-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2015 |
26-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
4,014.75 |
4,022.75 |
8.00 |
0.2% |
4,527.00 |
High |
4,195.00 |
4,219.50 |
24.50 |
0.6% |
4,565.00 |
Low |
3,999.75 |
3,953.00 |
-46.75 |
-1.2% |
4,181.75 |
Close |
4,019.75 |
4,205.75 |
186.00 |
4.6% |
4,193.00 |
Range |
195.25 |
266.50 |
71.25 |
36.5% |
383.25 |
ATR |
96.27 |
108.43 |
12.16 |
12.6% |
0.00 |
Volume |
6,228 |
3,453 |
-2,775 |
-44.6% |
2,285 |
|
Daily Pivots for day following 26-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,925.50 |
4,832.25 |
4,352.25 |
|
R3 |
4,659.00 |
4,565.75 |
4,279.00 |
|
R2 |
4,392.50 |
4,392.50 |
4,254.50 |
|
R1 |
4,299.25 |
4,299.25 |
4,230.25 |
4,346.00 |
PP |
4,126.00 |
4,126.00 |
4,126.00 |
4,149.50 |
S1 |
4,032.75 |
4,032.75 |
4,181.25 |
4,079.50 |
S2 |
3,859.50 |
3,859.50 |
4,157.00 |
|
S3 |
3,593.00 |
3,766.25 |
4,132.50 |
|
S4 |
3,326.50 |
3,499.75 |
4,059.25 |
|
|
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 |
4,499.00 |
3,901.00 |
598.00 |
14.2% |
214.00 |
5.1% |
51% |
False |
False |
2,818 |
10 |
4,565.00 |
3,901.00 |
664.00 |
15.8% |
131.00 |
3.1% |
46% |
False |
False |
1,595 |
20 |
4,620.00 |
3,901.00 |
719.00 |
17.1% |
98.25 |
2.3% |
42% |
False |
False |
921 |
40 |
4,677.25 |
3,901.00 |
776.25 |
18.5% |
76.75 |
1.8% |
39% |
False |
False |
506 |
60 |
4,677.25 |
3,901.00 |
776.25 |
18.5% |
63.00 |
1.5% |
39% |
False |
False |
344 |
80 |
4,677.25 |
3,901.00 |
776.25 |
18.5% |
49.00 |
1.2% |
39% |
False |
False |
259 |
100 |
4,677.25 |
3,901.00 |
776.25 |
18.5% |
39.75 |
0.9% |
39% |
False |
False |
207 |
120 |
4,677.25 |
3,901.00 |
776.25 |
18.5% |
34.50 |
0.8% |
39% |
False |
False |
173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,352.00 |
2.618 |
4,917.25 |
1.618 |
4,650.75 |
1.000 |
4,486.00 |
0.618 |
4,384.25 |
HIGH |
4,219.50 |
0.618 |
4,117.75 |
0.500 |
4,086.25 |
0.382 |
4,054.75 |
LOW |
3,953.00 |
0.618 |
3,788.25 |
1.000 |
3,686.50 |
1.618 |
3,521.75 |
2.618 |
3,255.25 |
4.250 |
2,820.50 |
|
|
Fisher Pivots for day following 26-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
4,166.00 |
4,157.25 |
PP |
4,126.00 |
4,108.75 |
S1 |
4,086.25 |
4,060.25 |
|