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 |
4,367.75 |
4,183.75 |
-184.00 |
-4.2% |
4,532.50 |
High |
4,368.25 |
4,196.25 |
-172.00 |
-3.9% |
4,573.50 |
Low |
4,189.00 |
3,908.25 |
-280.75 |
-6.7% |
4,189.00 |
Close |
4,200.75 |
4,003.25 |
-197.50 |
-4.7% |
4,200.75 |
Range |
179.25 |
288.00 |
108.75 |
60.7% |
384.50 |
ATR |
77.82 |
93.15 |
15.33 |
19.7% |
0.00 |
Volume |
614,566 |
746,533 |
131,967 |
21.5% |
1,752,500 |
|
Daily Pivots for day following 24-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,900.00 |
4,739.50 |
4,161.75 |
|
R3 |
4,612.00 |
4,451.50 |
4,082.50 |
|
R2 |
4,324.00 |
4,324.00 |
4,056.00 |
|
R1 |
4,163.50 |
4,163.50 |
4,029.75 |
4,099.75 |
PP |
4,036.00 |
4,036.00 |
4,036.00 |
4,004.00 |
S1 |
3,875.50 |
3,875.50 |
3,976.75 |
3,811.75 |
S2 |
3,748.00 |
3,748.00 |
3,950.50 |
|
S3 |
3,460.00 |
3,587.50 |
3,924.00 |
|
S4 |
3,172.00 |
3,299.50 |
3,844.75 |
|
|
Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,474.50 |
5,222.25 |
4,412.25 |
|
R3 |
5,090.00 |
4,837.75 |
4,306.50 |
|
R2 |
4,705.50 |
4,705.50 |
4,271.25 |
|
R1 |
4,453.25 |
4,453.25 |
4,236.00 |
4,387.00 |
PP |
4,321.00 |
4,321.00 |
4,321.00 |
4,288.00 |
S1 |
4,068.75 |
4,068.75 |
4,165.50 |
4,002.50 |
S2 |
3,936.50 |
3,936.50 |
4,130.25 |
|
S3 |
3,552.00 |
3,684.25 |
4,095.00 |
|
S4 |
3,167.50 |
3,299.75 |
3,989.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,573.50 |
3,908.25 |
665.25 |
16.6% |
145.75 |
3.6% |
14% |
False |
True |
461,410 |
10 |
4,584.75 |
3,908.25 |
676.50 |
16.9% |
108.00 |
2.7% |
14% |
False |
True |
356,185 |
20 |
4,629.00 |
3,908.25 |
720.75 |
18.0% |
84.00 |
2.1% |
13% |
False |
True |
298,953 |
40 |
4,686.00 |
3,908.25 |
777.75 |
19.4% |
75.75 |
1.9% |
12% |
False |
True |
269,323 |
60 |
4,686.00 |
3,908.25 |
777.75 |
19.4% |
67.25 |
1.7% |
12% |
False |
True |
218,262 |
80 |
4,686.00 |
3,908.25 |
777.75 |
19.4% |
62.50 |
1.6% |
12% |
False |
True |
163,728 |
100 |
4,686.00 |
3,908.25 |
777.75 |
19.4% |
59.50 |
1.5% |
12% |
False |
True |
130,995 |
120 |
4,686.00 |
3,908.25 |
777.75 |
19.4% |
55.25 |
1.4% |
12% |
False |
True |
109,166 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,420.25 |
2.618 |
4,950.25 |
1.618 |
4,662.25 |
1.000 |
4,484.25 |
0.618 |
4,374.25 |
HIGH |
4,196.25 |
0.618 |
4,086.25 |
0.500 |
4,052.25 |
0.382 |
4,018.25 |
LOW |
3,908.25 |
0.618 |
3,730.25 |
1.000 |
3,620.25 |
1.618 |
3,442.25 |
2.618 |
3,154.25 |
4.250 |
2,684.25 |
|
|
Fisher Pivots for day following 24-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
4,052.25 |
4,210.50 |
PP |
4,036.00 |
4,141.50 |
S1 |
4,019.50 |
4,072.50 |
|