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 |
2,026.25 |
1,964.50 |
-61.75 |
-3.0% |
2,089.50 |
High |
2,029.00 |
1,964.75 |
-64.25 |
-3.2% |
2,103.75 |
Low |
1,967.25 |
1,831.00 |
-136.25 |
-6.9% |
1,967.25 |
Close |
1,971.50 |
1,871.25 |
-100.25 |
-5.1% |
1,971.50 |
Range |
61.75 |
133.75 |
72.00 |
116.6% |
136.50 |
ATR |
28.17 |
36.20 |
8.02 |
28.5% |
0.00 |
Volume |
4,168,331 |
5,258,752 |
1,090,421 |
26.2% |
11,468,526 |
|
Daily Pivots for day following 24-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,290.25 |
2,214.50 |
1,944.75 |
|
R3 |
2,156.50 |
2,080.75 |
1,908.00 |
|
R2 |
2,022.75 |
2,022.75 |
1,895.75 |
|
R1 |
1,947.00 |
1,947.00 |
1,883.50 |
1,918.00 |
PP |
1,889.00 |
1,889.00 |
1,889.00 |
1,874.50 |
S1 |
1,813.25 |
1,813.25 |
1,859.00 |
1,784.25 |
S2 |
1,755.25 |
1,755.25 |
1,846.75 |
|
S3 |
1,621.50 |
1,679.50 |
1,834.50 |
|
S4 |
1,487.75 |
1,545.75 |
1,797.75 |
|
|
Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,423.75 |
2,334.00 |
2,046.50 |
|
R3 |
2,287.25 |
2,197.50 |
2,009.00 |
|
R2 |
2,150.75 |
2,150.75 |
1,996.50 |
|
R1 |
2,061.00 |
2,061.00 |
1,984.00 |
2,037.50 |
PP |
2,014.25 |
2,014.25 |
2,014.25 |
2,002.50 |
S1 |
1,924.50 |
1,924.50 |
1,959.00 |
1,901.00 |
S2 |
1,877.75 |
1,877.75 |
1,946.50 |
|
S3 |
1,741.25 |
1,788.00 |
1,934.00 |
|
S4 |
1,604.75 |
1,651.50 |
1,896.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,103.75 |
1,831.00 |
272.75 |
14.6% |
58.75 |
3.1% |
15% |
False |
True |
3,086,968 |
10 |
2,103.75 |
1,831.00 |
272.75 |
14.6% |
42.50 |
2.3% |
15% |
False |
True |
2,344,047 |
20 |
2,109.25 |
1,831.00 |
278.25 |
14.9% |
32.25 |
1.7% |
14% |
False |
True |
1,904,043 |
40 |
2,126.25 |
1,831.00 |
295.25 |
15.8% |
28.25 |
1.5% |
14% |
False |
True |
1,741,638 |
60 |
2,126.25 |
1,831.00 |
295.25 |
15.8% |
25.50 |
1.4% |
14% |
False |
True |
1,446,498 |
80 |
2,126.25 |
1,831.00 |
295.25 |
15.8% |
24.00 |
1.3% |
14% |
False |
True |
1,085,808 |
100 |
2,126.25 |
1,831.00 |
295.25 |
15.8% |
23.50 |
1.2% |
14% |
False |
True |
869,149 |
120 |
2,126.25 |
1,831.00 |
295.25 |
15.8% |
23.50 |
1.3% |
14% |
False |
True |
724,481 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,533.25 |
2.618 |
2,315.00 |
1.618 |
2,181.25 |
1.000 |
2,098.50 |
0.618 |
2,047.50 |
HIGH |
1,964.75 |
0.618 |
1,913.75 |
0.500 |
1,898.00 |
0.382 |
1,882.00 |
LOW |
1,831.00 |
0.618 |
1,748.25 |
1.000 |
1,697.25 |
1.618 |
1,614.50 |
2.618 |
1,480.75 |
4.250 |
1,262.50 |
|
|
Fisher Pivots for day following 24-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1,898.00 |
1,954.50 |
PP |
1,889.00 |
1,926.75 |
S1 |
1,880.00 |
1,899.00 |
|