Trading Metrics calculated at close of trading on 24-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2015 |
24-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
1,154.1 |
1,164.0 |
9.9 |
0.9% |
1,113.8 |
High |
1,166.5 |
1,169.0 |
2.5 |
0.2% |
1,166.5 |
Low |
1,150.5 |
1,147.5 |
-3.0 |
-0.3% |
1,110.0 |
Close |
1,159.6 |
1,153.4 |
-6.2 |
-0.5% |
1,159.6 |
Range |
16.0 |
21.5 |
5.5 |
34.4% |
56.5 |
ATR |
15.5 |
15.9 |
0.4 |
2.8% |
0.0 |
Volume |
261 |
299 |
38 |
14.6% |
1,892 |
|
Daily Pivots for day following 24-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,221.1 |
1,208.8 |
1,165.2 |
|
R3 |
1,199.6 |
1,187.3 |
1,159.3 |
|
R2 |
1,178.1 |
1,178.1 |
1,157.3 |
|
R1 |
1,165.8 |
1,165.8 |
1,155.4 |
1,161.2 |
PP |
1,156.6 |
1,156.6 |
1,156.6 |
1,154.4 |
S1 |
1,144.3 |
1,144.3 |
1,151.4 |
1,139.7 |
S2 |
1,135.1 |
1,135.1 |
1,149.5 |
|
S3 |
1,113.6 |
1,122.8 |
1,147.5 |
|
S4 |
1,092.1 |
1,101.3 |
1,141.6 |
|
|
Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,314.9 |
1,293.7 |
1,190.7 |
|
R3 |
1,258.4 |
1,237.2 |
1,175.1 |
|
R2 |
1,201.9 |
1,201.9 |
1,170.0 |
|
R1 |
1,180.7 |
1,180.7 |
1,164.8 |
1,191.3 |
PP |
1,145.4 |
1,145.4 |
1,145.4 |
1,150.7 |
S1 |
1,124.2 |
1,124.2 |
1,154.4 |
1,134.8 |
S2 |
1,088.9 |
1,088.9 |
1,149.2 |
|
S3 |
1,032.4 |
1,067.7 |
1,144.1 |
|
S4 |
975.9 |
1,011.2 |
1,128.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,169.0 |
1,110.0 |
59.0 |
5.1% |
16.8 |
1.5% |
74% |
True |
False |
358 |
10 |
1,169.0 |
1,094.0 |
75.0 |
6.5% |
15.6 |
1.4% |
79% |
True |
False |
533 |
20 |
1,169.0 |
1,079.1 |
89.9 |
7.8% |
14.7 |
1.3% |
83% |
True |
False |
20,104 |
40 |
1,187.6 |
1,072.3 |
115.3 |
10.0% |
15.5 |
1.3% |
70% |
False |
False |
90,531 |
60 |
1,205.7 |
1,072.3 |
133.4 |
11.6% |
14.8 |
1.3% |
61% |
False |
False |
100,532 |
80 |
1,232.8 |
1,072.3 |
160.5 |
13.9% |
14.6 |
1.3% |
51% |
False |
False |
85,543 |
100 |
1,232.8 |
1,072.3 |
160.5 |
13.9% |
14.7 |
1.3% |
51% |
False |
False |
68,982 |
120 |
1,232.8 |
1,072.3 |
160.5 |
13.9% |
15.0 |
1.3% |
51% |
False |
False |
58,085 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,260.4 |
2.618 |
1,225.3 |
1.618 |
1,203.8 |
1.000 |
1,190.5 |
0.618 |
1,182.3 |
HIGH |
1,169.0 |
0.618 |
1,160.8 |
0.500 |
1,158.3 |
0.382 |
1,155.7 |
LOW |
1,147.5 |
0.618 |
1,134.2 |
1.000 |
1,126.0 |
1.618 |
1,112.7 |
2.618 |
1,091.2 |
4.250 |
1,056.1 |
|
|
Fisher Pivots for day following 24-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1,158.3 |
1,152.6 |
PP |
1,156.6 |
1,151.7 |
S1 |
1,155.0 |
1,150.9 |
|