Trading Metrics calculated at close of trading on 31-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2015 |
31-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
4,324.50 |
4,321.00 |
-3.50 |
-0.1% |
4,163.75 |
High |
4,331.25 |
4,321.00 |
-10.25 |
-0.2% |
4,331.25 |
Low |
4,275.25 |
4,251.00 |
-24.25 |
-0.6% |
3,901.00 |
Close |
4,324.75 |
4,263.75 |
-61.00 |
-1.4% |
4,324.75 |
Range |
56.00 |
70.00 |
14.00 |
25.0% |
430.25 |
ATR |
105.85 |
103.56 |
-2.29 |
-2.2% |
0.00 |
Volume |
1,497 |
1,985 |
488 |
32.6% |
15,747 |
|
Daily Pivots for day following 31-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,488.50 |
4,446.25 |
4,302.25 |
|
R3 |
4,418.50 |
4,376.25 |
4,283.00 |
|
R2 |
4,348.50 |
4,348.50 |
4,276.50 |
|
R1 |
4,306.25 |
4,306.25 |
4,270.25 |
4,292.50 |
PP |
4,278.50 |
4,278.50 |
4,278.50 |
4,271.75 |
S1 |
4,236.25 |
4,236.25 |
4,257.25 |
4,222.50 |
S2 |
4,208.50 |
4,208.50 |
4,251.00 |
|
S3 |
4,138.50 |
4,166.25 |
4,244.50 |
|
S4 |
4,068.50 |
4,096.25 |
4,225.25 |
|
|
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 |
3,953.00 |
378.25 |
8.9% |
142.75 |
3.3% |
82% |
False |
False |
2,945 |
10 |
4,565.00 |
3,901.00 |
664.00 |
15.6% |
142.50 |
3.3% |
55% |
False |
False |
1,952 |
20 |
4,620.00 |
3,901.00 |
719.00 |
16.9% |
103.50 |
2.4% |
50% |
False |
False |
1,158 |
40 |
4,677.25 |
3,901.00 |
776.25 |
18.2% |
80.00 |
1.9% |
47% |
False |
False |
627 |
60 |
4,677.25 |
3,901.00 |
776.25 |
18.2% |
67.00 |
1.6% |
47% |
False |
False |
428 |
80 |
4,677.25 |
3,901.00 |
776.25 |
18.2% |
52.00 |
1.2% |
47% |
False |
False |
322 |
100 |
4,677.25 |
3,901.00 |
776.25 |
18.2% |
42.00 |
1.0% |
47% |
False |
False |
258 |
120 |
4,677.25 |
3,901.00 |
776.25 |
18.2% |
36.25 |
0.9% |
47% |
False |
False |
215 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,618.50 |
2.618 |
4,504.25 |
1.618 |
4,434.25 |
1.000 |
4,391.00 |
0.618 |
4,364.25 |
HIGH |
4,321.00 |
0.618 |
4,294.25 |
0.500 |
4,286.00 |
0.382 |
4,277.75 |
LOW |
4,251.00 |
0.618 |
4,207.75 |
1.000 |
4,181.00 |
1.618 |
4,137.75 |
2.618 |
4,067.75 |
4.250 |
3,953.50 |
|
|
Fisher Pivots for day following 31-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
4,286.00 |
4,264.00 |
PP |
4,278.50 |
4,264.00 |
S1 |
4,271.25 |
4,264.00 |
|