Trading Metrics calculated at close of trading on 28-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2015 |
28-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
1,941.25 |
1,988.25 |
47.00 |
2.4% |
1,964.50 |
High |
1,990.25 |
1,992.75 |
2.50 |
0.1% |
1,992.75 |
Low |
1,934.50 |
1,967.25 |
32.75 |
1.7% |
1,831.00 |
Close |
1,989.25 |
1,989.75 |
0.50 |
0.0% |
1,989.75 |
Range |
55.75 |
25.50 |
-30.25 |
-54.3% |
161.75 |
ATR |
44.55 |
43.19 |
-1.36 |
-3.1% |
0.00 |
Volume |
2,940,255 |
1,968,514 |
-971,741 |
-33.0% |
17,353,648 |
|
Daily Pivots for day following 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,059.75 |
2,050.25 |
2,003.75 |
|
R3 |
2,034.25 |
2,024.75 |
1,996.75 |
|
R2 |
2,008.75 |
2,008.75 |
1,994.50 |
|
R1 |
1,999.25 |
1,999.25 |
1,992.00 |
2,004.00 |
PP |
1,983.25 |
1,983.25 |
1,983.25 |
1,985.50 |
S1 |
1,973.75 |
1,973.75 |
1,987.50 |
1,978.50 |
S2 |
1,957.75 |
1,957.75 |
1,985.00 |
|
S3 |
1,932.25 |
1,948.25 |
1,982.75 |
|
S4 |
1,906.75 |
1,922.75 |
1,975.75 |
|
|
Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,423.00 |
2,368.25 |
2,078.75 |
|
R3 |
2,261.25 |
2,206.50 |
2,034.25 |
|
R2 |
2,099.50 |
2,099.50 |
2,019.50 |
|
R1 |
2,044.75 |
2,044.75 |
2,004.50 |
2,072.00 |
PP |
1,937.75 |
1,937.75 |
1,937.75 |
1,951.50 |
S1 |
1,883.00 |
1,883.00 |
1,975.00 |
1,910.50 |
S2 |
1,776.00 |
1,776.00 |
1,960.00 |
|
S3 |
1,614.25 |
1,721.25 |
1,945.25 |
|
S4 |
1,452.50 |
1,559.50 |
1,900.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,992.75 |
1,831.00 |
161.75 |
8.1% |
79.25 |
4.0% |
98% |
True |
False |
3,470,729 |
10 |
2,103.75 |
1,831.00 |
272.75 |
13.7% |
58.25 |
2.9% |
58% |
False |
False |
2,882,217 |
20 |
2,107.00 |
1,831.00 |
276.00 |
13.9% |
41.50 |
2.1% |
58% |
False |
False |
2,208,188 |
40 |
2,126.25 |
1,831.00 |
295.25 |
14.8% |
32.50 |
1.6% |
54% |
False |
False |
1,858,435 |
60 |
2,126.25 |
1,831.00 |
295.25 |
14.8% |
28.50 |
1.4% |
54% |
False |
False |
1,646,535 |
80 |
2,126.25 |
1,831.00 |
295.25 |
14.8% |
26.00 |
1.3% |
54% |
False |
False |
1,236,895 |
100 |
2,126.25 |
1,831.00 |
295.25 |
14.8% |
25.00 |
1.3% |
54% |
False |
False |
990,040 |
120 |
2,126.25 |
1,831.00 |
295.25 |
14.8% |
25.00 |
1.3% |
54% |
False |
False |
825,261 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,101.00 |
2.618 |
2,059.50 |
1.618 |
2,034.00 |
1.000 |
2,018.25 |
0.618 |
2,008.50 |
HIGH |
1,992.75 |
0.618 |
1,983.00 |
0.500 |
1,980.00 |
0.382 |
1,977.00 |
LOW |
1,967.25 |
0.618 |
1,951.50 |
1.000 |
1,941.75 |
1.618 |
1,926.00 |
2.618 |
1,900.50 |
4.250 |
1,859.00 |
|
|
Fisher Pivots for day following 28-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1,986.50 |
1,967.00 |
PP |
1,983.25 |
1,944.25 |
S1 |
1,980.00 |
1,921.50 |
|