Trading Metrics calculated at close of trading on 25-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2015 |
25-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
1,164.0 |
1,151.5 |
-12.5 |
-1.1% |
1,113.8 |
High |
1,169.0 |
1,155.5 |
-13.5 |
-1.2% |
1,166.5 |
Low |
1,147.5 |
1,134.0 |
-13.5 |
-1.2% |
1,110.0 |
Close |
1,153.4 |
1,138.2 |
-15.2 |
-1.3% |
1,159.6 |
Range |
21.5 |
21.5 |
0.0 |
0.0% |
56.5 |
ATR |
15.9 |
16.3 |
0.4 |
2.5% |
0.0 |
Volume |
299 |
217 |
-82 |
-27.4% |
1,892 |
|
Daily Pivots for day following 25-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,207.1 |
1,194.1 |
1,150.0 |
|
R3 |
1,185.6 |
1,172.6 |
1,144.1 |
|
R2 |
1,164.1 |
1,164.1 |
1,142.1 |
|
R1 |
1,151.1 |
1,151.1 |
1,140.2 |
1,146.9 |
PP |
1,142.6 |
1,142.6 |
1,142.6 |
1,140.4 |
S1 |
1,129.6 |
1,129.6 |
1,136.2 |
1,125.4 |
S2 |
1,121.1 |
1,121.1 |
1,134.3 |
|
S3 |
1,099.6 |
1,108.1 |
1,132.3 |
|
S4 |
1,078.1 |
1,086.6 |
1,126.4 |
|
|
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 |
1,116.8 |
52.2 |
4.6% |
19.4 |
1.7% |
41% |
False |
False |
306 |
10 |
1,169.0 |
1,101.5 |
67.5 |
5.9% |
15.5 |
1.4% |
54% |
False |
False |
455 |
20 |
1,169.0 |
1,079.1 |
89.9 |
7.9% |
15.4 |
1.3% |
66% |
False |
False |
11,311 |
40 |
1,180.0 |
1,072.3 |
107.7 |
9.5% |
15.7 |
1.4% |
61% |
False |
False |
86,894 |
60 |
1,205.7 |
1,072.3 |
133.4 |
11.7% |
14.8 |
1.3% |
49% |
False |
False |
97,681 |
80 |
1,232.8 |
1,072.3 |
160.5 |
14.1% |
14.7 |
1.3% |
41% |
False |
False |
85,495 |
100 |
1,232.8 |
1,072.3 |
160.5 |
14.1% |
14.8 |
1.3% |
41% |
False |
False |
68,970 |
120 |
1,232.8 |
1,072.3 |
160.5 |
14.1% |
15.0 |
1.3% |
41% |
False |
False |
58,074 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,246.9 |
2.618 |
1,211.8 |
1.618 |
1,190.3 |
1.000 |
1,177.0 |
0.618 |
1,168.8 |
HIGH |
1,155.5 |
0.618 |
1,147.3 |
0.500 |
1,144.8 |
0.382 |
1,142.2 |
LOW |
1,134.0 |
0.618 |
1,120.7 |
1.000 |
1,112.5 |
1.618 |
1,099.2 |
2.618 |
1,077.7 |
4.250 |
1,042.6 |
|
|
Fisher Pivots for day following 25-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1,144.8 |
1,151.5 |
PP |
1,142.6 |
1,147.1 |
S1 |
1,140.4 |
1,142.6 |
|