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 |
1,139.2 |
1,127.2 |
-12.0 |
-1.1% |
1,113.8 |
High |
1,143.0 |
1,127.4 |
-15.6 |
-1.4% |
1,166.5 |
Low |
1,119.6 |
1,118.4 |
-1.2 |
-0.1% |
1,110.0 |
Close |
1,124.6 |
1,122.4 |
-2.2 |
-0.2% |
1,159.6 |
Range |
23.4 |
9.0 |
-14.4 |
-61.5% |
56.5 |
ATR |
16.8 |
16.3 |
-0.6 |
-3.3% |
0.0 |
Volume |
116 |
132 |
16 |
13.8% |
1,892 |
|
Daily Pivots for day following 27-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,149.7 |
1,145.1 |
1,127.4 |
|
R3 |
1,140.7 |
1,136.1 |
1,124.9 |
|
R2 |
1,131.7 |
1,131.7 |
1,124.1 |
|
R1 |
1,127.1 |
1,127.1 |
1,123.2 |
1,124.9 |
PP |
1,122.7 |
1,122.7 |
1,122.7 |
1,121.7 |
S1 |
1,118.1 |
1,118.1 |
1,121.6 |
1,115.9 |
S2 |
1,113.7 |
1,113.7 |
1,120.8 |
|
S3 |
1,104.7 |
1,109.1 |
1,119.9 |
|
S4 |
1,095.7 |
1,100.1 |
1,117.5 |
|
|
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 |
1,118.4 |
50.6 |
4.5% |
18.3 |
1.6% |
8% |
False |
True |
205 |
10 |
1,169.0 |
1,110.0 |
59.0 |
5.3% |
15.3 |
1.4% |
21% |
False |
False |
356 |
20 |
1,169.0 |
1,079.1 |
89.9 |
8.0% |
15.5 |
1.4% |
48% |
False |
False |
902 |
40 |
1,174.4 |
1,072.3 |
102.1 |
9.1% |
15.9 |
1.4% |
49% |
False |
False |
80,816 |
60 |
1,205.7 |
1,072.3 |
133.4 |
11.9% |
14.9 |
1.3% |
38% |
False |
False |
93,758 |
80 |
1,232.8 |
1,072.3 |
160.5 |
14.3% |
14.8 |
1.3% |
31% |
False |
False |
85,287 |
100 |
1,232.8 |
1,072.3 |
160.5 |
14.3% |
15.0 |
1.3% |
31% |
False |
False |
68,951 |
120 |
1,232.8 |
1,072.3 |
160.5 |
14.3% |
14.9 |
1.3% |
31% |
False |
False |
58,035 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,165.7 |
2.618 |
1,151.0 |
1.618 |
1,142.0 |
1.000 |
1,136.4 |
0.618 |
1,133.0 |
HIGH |
1,127.4 |
0.618 |
1,124.0 |
0.500 |
1,122.9 |
0.382 |
1,121.8 |
LOW |
1,118.4 |
0.618 |
1,112.8 |
1.000 |
1,109.4 |
1.618 |
1,103.8 |
2.618 |
1,094.8 |
4.250 |
1,080.2 |
|
|
Fisher Pivots for day following 27-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1,122.9 |
1,137.0 |
PP |
1,122.7 |
1,132.1 |
S1 |
1,122.6 |
1,127.3 |
|