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 |
15,676.26 |
16,285.51 |
609.25 |
3.9% |
17,472.66 |
High |
16,303.75 |
16,666.69 |
362.94 |
2.2% |
17,568.40 |
Low |
15,676.26 |
16,285.51 |
609.25 |
3.9% |
16,459.55 |
Close |
16,285.51 |
16,654.77 |
369.26 |
2.3% |
16,459.75 |
Range |
627.49 |
381.18 |
-246.31 |
-39.3% |
1,108.85 |
ATR |
327.41 |
331.25 |
3.84 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,679.20 |
17,548.16 |
16,864.42 |
|
R3 |
17,298.02 |
17,166.98 |
16,759.59 |
|
R2 |
16,916.84 |
16,916.84 |
16,724.65 |
|
R1 |
16,785.80 |
16,785.80 |
16,689.71 |
16,851.32 |
PP |
16,535.66 |
16,535.66 |
16,535.66 |
16,568.42 |
S1 |
16,404.62 |
16,404.62 |
16,619.83 |
16,470.14 |
S2 |
16,154.48 |
16,154.48 |
16,584.89 |
|
S3 |
15,773.30 |
16,023.44 |
16,549.95 |
|
S4 |
15,392.12 |
15,642.26 |
16,445.12 |
|
|
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 |
16,990.69 |
15,370.33 |
1,620.36 |
9.7% |
658.19 |
4.0% |
79% |
False |
False |
|
10 |
17,568.40 |
15,370.33 |
2,198.07 |
13.2% |
427.08 |
2.6% |
58% |
False |
False |
|
20 |
17,783.59 |
15,370.33 |
2,413.26 |
14.5% |
308.41 |
1.9% |
53% |
False |
False |
|
40 |
18,137.12 |
15,370.33 |
2,766.79 |
16.6% |
237.31 |
1.4% |
46% |
False |
False |
|
60 |
18,188.81 |
15,370.33 |
2,818.48 |
16.9% |
212.31 |
1.3% |
46% |
False |
False |
|
80 |
18,351.36 |
15,370.33 |
2,981.03 |
17.9% |
194.83 |
1.2% |
43% |
False |
False |
|
100 |
18,351.36 |
15,370.33 |
2,981.03 |
17.9% |
189.78 |
1.1% |
43% |
False |
False |
|
120 |
18,351.36 |
15,370.33 |
2,981.03 |
17.9% |
193.27 |
1.2% |
43% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,286.71 |
2.618 |
17,664.62 |
1.618 |
17,283.44 |
1.000 |
17,047.87 |
0.618 |
16,902.26 |
HIGH |
16,666.69 |
0.618 |
16,521.08 |
0.500 |
16,476.10 |
0.382 |
16,431.12 |
LOW |
16,285.51 |
0.618 |
16,049.94 |
1.000 |
15,904.33 |
1.618 |
15,668.76 |
2.618 |
15,287.58 |
4.250 |
14,665.50 |
|
|
Fisher Pivots for day following 27-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
16,595.21 |
16,489.50 |
PP |
16,535.66 |
16,324.23 |
S1 |
16,476.10 |
16,158.97 |
|