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 |
1,872.75 |
1,876.00 |
3.25 |
0.2% |
2,089.50 |
High |
1,948.50 |
1,943.00 |
-5.50 |
-0.3% |
2,103.75 |
Low |
1,860.00 |
1,850.50 |
-9.50 |
-0.5% |
1,967.25 |
Close |
1,872.75 |
1,938.00 |
65.25 |
3.5% |
1,971.50 |
Range |
88.50 |
92.50 |
4.00 |
4.5% |
136.50 |
ATR |
39.93 |
43.69 |
3.75 |
9.4% |
0.00 |
Volume |
3,658,827 |
3,527,300 |
-131,527 |
-3.6% |
11,468,526 |
|
Daily Pivots for day following 26-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,188.00 |
2,155.50 |
1,989.00 |
|
R3 |
2,095.50 |
2,063.00 |
1,963.50 |
|
R2 |
2,003.00 |
2,003.00 |
1,955.00 |
|
R1 |
1,970.50 |
1,970.50 |
1,946.50 |
1,986.75 |
PP |
1,910.50 |
1,910.50 |
1,910.50 |
1,918.50 |
S1 |
1,878.00 |
1,878.00 |
1,929.50 |
1,894.25 |
S2 |
1,818.00 |
1,818.00 |
1,921.00 |
|
S3 |
1,725.50 |
1,785.50 |
1,912.50 |
|
S4 |
1,633.00 |
1,693.00 |
1,887.00 |
|
|
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 |
2,077.75 |
1,831.00 |
246.75 |
12.7% |
86.00 |
4.4% |
43% |
False |
False |
3,839,270 |
10 |
2,103.75 |
1,831.00 |
272.75 |
14.1% |
53.75 |
2.8% |
39% |
False |
False |
2,647,893 |
20 |
2,109.25 |
1,831.00 |
278.25 |
14.4% |
39.00 |
2.0% |
38% |
False |
False |
2,107,198 |
40 |
2,126.25 |
1,831.00 |
295.25 |
15.2% |
31.50 |
1.6% |
36% |
False |
False |
1,804,444 |
60 |
2,126.25 |
1,831.00 |
295.25 |
15.2% |
27.75 |
1.4% |
36% |
False |
False |
1,565,703 |
80 |
2,126.25 |
1,831.00 |
295.25 |
15.2% |
25.75 |
1.3% |
36% |
False |
False |
1,175,580 |
100 |
2,126.25 |
1,831.00 |
295.25 |
15.2% |
24.50 |
1.3% |
36% |
False |
False |
940,993 |
120 |
2,126.25 |
1,831.00 |
295.25 |
15.2% |
24.75 |
1.3% |
36% |
False |
False |
784,363 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,336.00 |
2.618 |
2,185.25 |
1.618 |
2,092.75 |
1.000 |
2,035.50 |
0.618 |
2,000.25 |
HIGH |
1,943.00 |
0.618 |
1,907.75 |
0.500 |
1,896.75 |
0.382 |
1,885.75 |
LOW |
1,850.50 |
0.618 |
1,793.25 |
1.000 |
1,758.00 |
1.618 |
1,700.75 |
2.618 |
1,608.25 |
4.250 |
1,457.50 |
|
|
Fisher Pivots for day following 26-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1,924.25 |
1,924.50 |
PP |
1,910.50 |
1,911.25 |
S1 |
1,896.75 |
1,898.00 |
|