Trading Metrics calculated at close of trading on 27-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2015 |
27-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
4,022.75 |
4,203.00 |
180.25 |
4.5% |
4,527.00 |
High |
4,219.50 |
4,323.00 |
103.50 |
2.5% |
4,565.00 |
Low |
3,953.00 |
4,197.00 |
244.00 |
6.2% |
4,181.75 |
Close |
4,205.75 |
4,319.75 |
114.00 |
2.7% |
4,193.00 |
Range |
266.50 |
126.00 |
-140.50 |
-52.7% |
383.25 |
ATR |
108.43 |
109.69 |
1.25 |
1.2% |
0.00 |
Volume |
3,453 |
1,562 |
-1,891 |
-54.8% |
2,285 |
|
Daily Pivots for day following 27-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,658.00 |
4,614.75 |
4,389.00 |
|
R3 |
4,532.00 |
4,488.75 |
4,354.50 |
|
R2 |
4,406.00 |
4,406.00 |
4,342.75 |
|
R1 |
4,362.75 |
4,362.75 |
4,331.25 |
4,384.50 |
PP |
4,280.00 |
4,280.00 |
4,280.00 |
4,290.75 |
S1 |
4,236.75 |
4,236.75 |
4,308.25 |
4,258.50 |
S2 |
4,154.00 |
4,154.00 |
4,296.75 |
|
S3 |
4,028.00 |
4,110.75 |
4,285.00 |
|
S4 |
3,902.00 |
3,984.75 |
4,250.50 |
|
|
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 |
4,358.50 |
3,901.00 |
457.50 |
10.6% |
210.25 |
4.9% |
92% |
False |
False |
2,990 |
10 |
4,565.00 |
3,901.00 |
664.00 |
15.4% |
139.50 |
3.2% |
63% |
False |
False |
1,699 |
20 |
4,620.00 |
3,901.00 |
719.00 |
16.6% |
101.50 |
2.3% |
58% |
False |
False |
995 |
40 |
4,677.25 |
3,901.00 |
776.25 |
18.0% |
79.00 |
1.8% |
54% |
False |
False |
544 |
60 |
4,677.25 |
3,901.00 |
776.25 |
18.0% |
65.00 |
1.5% |
54% |
False |
False |
370 |
80 |
4,677.25 |
3,901.00 |
776.25 |
18.0% |
50.75 |
1.2% |
54% |
False |
False |
278 |
100 |
4,677.25 |
3,901.00 |
776.25 |
18.0% |
41.25 |
1.0% |
54% |
False |
False |
223 |
120 |
4,677.25 |
3,901.00 |
776.25 |
18.0% |
35.25 |
0.8% |
54% |
False |
False |
186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,858.50 |
2.618 |
4,652.75 |
1.618 |
4,526.75 |
1.000 |
4,449.00 |
0.618 |
4,400.75 |
HIGH |
4,323.00 |
0.618 |
4,274.75 |
0.500 |
4,260.00 |
0.382 |
4,245.25 |
LOW |
4,197.00 |
0.618 |
4,119.25 |
1.000 |
4,071.00 |
1.618 |
3,993.25 |
2.618 |
3,867.25 |
4.250 |
3,661.50 |
|
|
Fisher Pivots for day following 27-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
4,299.75 |
4,259.25 |
PP |
4,280.00 |
4,198.50 |
S1 |
4,260.00 |
4,138.00 |
|