Trading Metrics calculated at close of trading on 28-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2015 |
28-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
4,203.00 |
4,324.50 |
121.50 |
2.9% |
4,163.75 |
High |
4,323.00 |
4,331.25 |
8.25 |
0.2% |
4,331.25 |
Low |
4,197.00 |
4,275.25 |
78.25 |
1.9% |
3,901.00 |
Close |
4,319.75 |
4,324.75 |
5.00 |
0.1% |
4,324.75 |
Range |
126.00 |
56.00 |
-70.00 |
-55.6% |
430.25 |
ATR |
109.69 |
105.85 |
-3.83 |
-3.5% |
0.00 |
Volume |
1,562 |
1,497 |
-65 |
-4.2% |
15,747 |
|
Daily Pivots for day following 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,478.50 |
4,457.50 |
4,355.50 |
|
R3 |
4,422.50 |
4,401.50 |
4,340.25 |
|
R2 |
4,366.50 |
4,366.50 |
4,335.00 |
|
R1 |
4,345.50 |
4,345.50 |
4,330.00 |
4,356.00 |
PP |
4,310.50 |
4,310.50 |
4,310.50 |
4,315.50 |
S1 |
4,289.50 |
4,289.50 |
4,319.50 |
4,300.00 |
S2 |
4,254.50 |
4,254.50 |
4,314.50 |
|
S3 |
4,198.50 |
4,233.50 |
4,309.25 |
|
S4 |
4,142.50 |
4,177.50 |
4,294.00 |
|
|
Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,476.50 |
5,330.75 |
4,561.50 |
|
R3 |
5,046.25 |
4,900.50 |
4,443.00 |
|
R2 |
4,616.00 |
4,616.00 |
4,403.75 |
|
R1 |
4,470.25 |
4,470.25 |
4,364.25 |
4,543.00 |
PP |
4,185.75 |
4,185.75 |
4,185.75 |
4,222.00 |
S1 |
4,040.00 |
4,040.00 |
4,285.25 |
4,113.00 |
S2 |
3,755.50 |
3,755.50 |
4,245.75 |
|
S3 |
3,325.25 |
3,609.75 |
4,206.50 |
|
S4 |
2,895.00 |
3,179.50 |
4,088.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,331.25 |
3,901.00 |
430.25 |
9.9% |
186.00 |
4.3% |
98% |
True |
False |
3,149 |
10 |
4,565.00 |
3,901.00 |
664.00 |
15.4% |
141.50 |
3.3% |
64% |
False |
False |
1,803 |
20 |
4,620.00 |
3,901.00 |
719.00 |
16.6% |
102.75 |
2.4% |
59% |
False |
False |
1,061 |
40 |
4,677.25 |
3,901.00 |
776.25 |
17.9% |
79.75 |
1.8% |
55% |
False |
False |
578 |
60 |
4,677.25 |
3,901.00 |
776.25 |
17.9% |
66.00 |
1.5% |
55% |
False |
False |
395 |
80 |
4,677.25 |
3,901.00 |
776.25 |
17.9% |
51.00 |
1.2% |
55% |
False |
False |
297 |
100 |
4,677.25 |
3,901.00 |
776.25 |
17.9% |
41.25 |
1.0% |
55% |
False |
False |
238 |
120 |
4,677.25 |
3,901.00 |
776.25 |
17.9% |
35.75 |
0.8% |
55% |
False |
False |
199 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,569.25 |
2.618 |
4,477.75 |
1.618 |
4,421.75 |
1.000 |
4,387.25 |
0.618 |
4,365.75 |
HIGH |
4,331.25 |
0.618 |
4,309.75 |
0.500 |
4,303.25 |
0.382 |
4,296.75 |
LOW |
4,275.25 |
0.618 |
4,240.75 |
1.000 |
4,219.25 |
1.618 |
4,184.75 |
2.618 |
4,128.75 |
4.250 |
4,037.25 |
|
|
Fisher Pivots for day following 28-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
4,317.50 |
4,264.00 |
PP |
4,310.50 |
4,203.00 |
S1 |
4,303.25 |
4,142.00 |
|