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 |
1,151.5 |
1,139.2 |
-12.3 |
-1.1% |
1,113.8 |
High |
1,155.5 |
1,143.0 |
-12.5 |
-1.1% |
1,166.5 |
Low |
1,134.0 |
1,119.6 |
-14.4 |
-1.3% |
1,110.0 |
Close |
1,138.2 |
1,124.6 |
-13.6 |
-1.2% |
1,159.6 |
Range |
21.5 |
23.4 |
1.9 |
8.8% |
56.5 |
ATR |
16.3 |
16.8 |
0.5 |
3.1% |
0.0 |
Volume |
217 |
116 |
-101 |
-46.5% |
1,892 |
|
Daily Pivots for day following 26-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,199.3 |
1,185.3 |
1,137.5 |
|
R3 |
1,175.9 |
1,161.9 |
1,131.0 |
|
R2 |
1,152.5 |
1,152.5 |
1,128.9 |
|
R1 |
1,138.5 |
1,138.5 |
1,126.7 |
1,133.8 |
PP |
1,129.1 |
1,129.1 |
1,129.1 |
1,126.7 |
S1 |
1,115.1 |
1,115.1 |
1,122.5 |
1,110.4 |
S2 |
1,105.7 |
1,105.7 |
1,120.3 |
|
S3 |
1,082.3 |
1,091.7 |
1,118.2 |
|
S4 |
1,058.9 |
1,068.3 |
1,111.7 |
|
|
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 |
1,119.6 |
49.4 |
4.4% |
20.6 |
1.8% |
10% |
False |
True |
260 |
10 |
1,169.0 |
1,110.0 |
59.0 |
5.2% |
15.5 |
1.4% |
25% |
False |
False |
387 |
20 |
1,169.0 |
1,079.1 |
89.9 |
8.0% |
15.9 |
1.4% |
51% |
False |
False |
3,360 |
40 |
1,174.4 |
1,072.3 |
102.1 |
9.1% |
15.9 |
1.4% |
51% |
False |
False |
83,192 |
60 |
1,205.7 |
1,072.3 |
133.4 |
11.9% |
15.1 |
1.3% |
39% |
False |
False |
95,825 |
80 |
1,232.8 |
1,072.3 |
160.5 |
14.3% |
14.8 |
1.3% |
33% |
False |
False |
85,388 |
100 |
1,232.8 |
1,072.3 |
160.5 |
14.3% |
14.9 |
1.3% |
33% |
False |
False |
68,963 |
120 |
1,232.8 |
1,072.3 |
160.5 |
14.3% |
14.9 |
1.3% |
33% |
False |
False |
58,066 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,242.5 |
2.618 |
1,204.3 |
1.618 |
1,180.9 |
1.000 |
1,166.4 |
0.618 |
1,157.5 |
HIGH |
1,143.0 |
0.618 |
1,134.1 |
0.500 |
1,131.3 |
0.382 |
1,128.5 |
LOW |
1,119.6 |
0.618 |
1,105.1 |
1.000 |
1,096.2 |
1.618 |
1,081.7 |
2.618 |
1,058.3 |
4.250 |
1,020.2 |
|
|
Fisher Pivots for day following 26-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1,131.3 |
1,144.3 |
PP |
1,129.1 |
1,137.7 |
S1 |
1,126.8 |
1,131.2 |
|