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 |
16,285.51 |
16,649.42 |
363.91 |
2.2% |
16,438.57 |
High |
16,666.69 |
16,669.97 |
3.28 |
0.0% |
16,669.97 |
Low |
16,285.51 |
16,535.18 |
249.67 |
1.5% |
15,370.33 |
Close |
16,654.77 |
16,643.01 |
-11.76 |
-0.1% |
16,643.01 |
Range |
381.18 |
134.79 |
-246.39 |
-64.6% |
1,299.64 |
ATR |
331.25 |
317.22 |
-14.03 |
-4.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,020.42 |
16,966.51 |
16,717.14 |
|
R3 |
16,885.63 |
16,831.72 |
16,680.08 |
|
R2 |
16,750.84 |
16,750.84 |
16,667.72 |
|
R1 |
16,696.93 |
16,696.93 |
16,655.37 |
16,656.49 |
PP |
16,616.05 |
16,616.05 |
16,616.05 |
16,595.84 |
S1 |
16,562.14 |
16,562.14 |
16,630.65 |
16,521.70 |
S2 |
16,481.26 |
16,481.26 |
16,618.30 |
|
S3 |
16,346.47 |
16,427.35 |
16,605.94 |
|
S4 |
16,211.68 |
16,292.56 |
16,568.88 |
|
|
Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,126.69 |
19,684.49 |
17,357.81 |
|
R3 |
18,827.05 |
18,384.85 |
17,000.41 |
|
R2 |
17,527.41 |
17,527.41 |
16,881.28 |
|
R1 |
17,085.21 |
17,085.21 |
16,762.14 |
17,306.31 |
PP |
16,227.77 |
16,227.77 |
16,227.77 |
16,338.32 |
S1 |
15,785.57 |
15,785.57 |
16,523.88 |
16,006.67 |
S2 |
14,928.13 |
14,928.13 |
16,404.74 |
|
S3 |
13,628.49 |
14,485.93 |
16,285.61 |
|
S4 |
12,328.85 |
13,186.29 |
15,928.21 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,669.97 |
15,370.33 |
1,299.64 |
7.8% |
578.92 |
3.5% |
98% |
True |
False |
|
10 |
17,568.40 |
15,370.33 |
2,198.07 |
13.2% |
430.68 |
2.6% |
58% |
False |
False |
|
20 |
17,704.76 |
15,370.33 |
2,334.43 |
14.0% |
309.55 |
1.9% |
55% |
False |
False |
|
40 |
18,137.12 |
15,370.33 |
2,766.79 |
16.6% |
237.24 |
1.4% |
46% |
False |
False |
|
60 |
18,188.81 |
15,370.33 |
2,818.48 |
16.9% |
211.05 |
1.3% |
45% |
False |
False |
|
80 |
18,351.36 |
15,370.33 |
2,981.03 |
17.9% |
192.93 |
1.2% |
43% |
False |
False |
|
100 |
18,351.36 |
15,370.33 |
2,981.03 |
17.9% |
189.58 |
1.1% |
43% |
False |
False |
|
120 |
18,351.36 |
15,370.33 |
2,981.03 |
17.9% |
191.67 |
1.2% |
43% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,242.83 |
2.618 |
17,022.85 |
1.618 |
16,888.06 |
1.000 |
16,804.76 |
0.618 |
16,753.27 |
HIGH |
16,669.97 |
0.618 |
16,618.48 |
0.500 |
16,602.58 |
0.382 |
16,586.67 |
LOW |
16,535.18 |
0.618 |
16,451.88 |
1.000 |
16,400.39 |
1.618 |
16,317.09 |
2.618 |
16,182.30 |
4.250 |
15,962.32 |
|
|
Fisher Pivots for day following 28-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
16,629.53 |
16,486.38 |
PP |
16,616.05 |
16,329.75 |
S1 |
16,602.58 |
16,173.12 |
|