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 |
15,936.89 |
15,676.26 |
-260.63 |
-1.6% |
17,472.66 |
High |
16,312.94 |
16,303.75 |
-9.19 |
-0.1% |
17,568.40 |
Low |
15,651.24 |
15,676.26 |
25.02 |
0.2% |
16,459.55 |
Close |
15,666.44 |
16,285.51 |
619.07 |
4.0% |
16,459.75 |
Range |
661.70 |
627.49 |
-34.21 |
-5.2% |
1,108.85 |
ATR |
303.57 |
327.41 |
23.84 |
7.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,970.98 |
17,755.73 |
16,630.63 |
|
R3 |
17,343.49 |
17,128.24 |
16,458.07 |
|
R2 |
16,716.00 |
16,716.00 |
16,400.55 |
|
R1 |
16,500.75 |
16,500.75 |
16,343.03 |
16,608.38 |
PP |
16,088.51 |
16,088.51 |
16,088.51 |
16,142.32 |
S1 |
15,873.26 |
15,873.26 |
16,227.99 |
15,980.89 |
S2 |
15,461.02 |
15,461.02 |
16,170.47 |
|
S3 |
14,833.53 |
15,245.77 |
16,112.95 |
|
S4 |
14,206.04 |
14,618.28 |
15,940.39 |
|
|
Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,155.78 |
19,416.62 |
17,069.62 |
|
R3 |
19,046.93 |
18,307.77 |
16,764.68 |
|
R2 |
17,938.08 |
17,938.08 |
16,663.04 |
|
R1 |
17,198.92 |
17,198.92 |
16,561.39 |
17,014.08 |
PP |
16,829.23 |
16,829.23 |
16,829.23 |
16,736.81 |
S1 |
16,090.07 |
16,090.07 |
16,358.11 |
15,905.23 |
S2 |
15,720.38 |
15,720.38 |
16,256.46 |
|
S3 |
14,611.53 |
14,981.22 |
16,154.82 |
|
S4 |
13,502.68 |
13,872.37 |
15,849.88 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,345.32 |
15,370.33 |
1,974.99 |
12.1% |
652.88 |
4.0% |
46% |
False |
False |
|
10 |
17,568.40 |
15,370.33 |
2,198.07 |
13.5% |
403.01 |
2.5% |
42% |
False |
False |
|
20 |
17,783.59 |
15,370.33 |
2,413.26 |
14.8% |
295.37 |
1.8% |
38% |
False |
False |
|
40 |
18,137.12 |
15,370.33 |
2,766.79 |
17.0% |
231.88 |
1.4% |
33% |
False |
False |
|
60 |
18,188.81 |
15,370.33 |
2,818.48 |
17.3% |
208.58 |
1.3% |
32% |
False |
False |
|
80 |
18,351.36 |
15,370.33 |
2,981.03 |
18.3% |
192.32 |
1.2% |
31% |
False |
False |
|
100 |
18,351.36 |
15,370.33 |
2,981.03 |
18.3% |
187.08 |
1.1% |
31% |
False |
False |
|
120 |
18,351.36 |
15,370.33 |
2,981.03 |
18.3% |
191.55 |
1.2% |
31% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,970.58 |
2.618 |
17,946.52 |
1.618 |
17,319.03 |
1.000 |
16,931.24 |
0.618 |
16,691.54 |
HIGH |
16,303.75 |
0.618 |
16,064.05 |
0.500 |
15,990.01 |
0.382 |
15,915.96 |
LOW |
15,676.26 |
0.618 |
15,288.47 |
1.000 |
15,048.77 |
1.618 |
14,660.98 |
2.618 |
14,033.49 |
4.250 |
13,009.43 |
|
|
Fisher Pivots for day following 26-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
16,187.01 |
16,162.02 |
PP |
16,088.51 |
16,038.53 |
S1 |
15,990.01 |
15,915.04 |
|