Trading Metrics calculated at close of trading on 25-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2015 |
25-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
4,183.75 |
3,998.00 |
-185.75 |
-4.4% |
4,532.50 |
High |
4,196.25 |
4,204.25 |
8.00 |
0.2% |
4,573.50 |
Low |
3,908.25 |
3,997.75 |
89.50 |
2.3% |
4,189.00 |
Close |
4,003.25 |
4,028.50 |
25.25 |
0.6% |
4,200.75 |
Range |
288.00 |
206.50 |
-81.50 |
-28.3% |
384.50 |
ATR |
93.15 |
101.25 |
8.10 |
8.7% |
0.00 |
Volume |
746,533 |
630,057 |
-116,476 |
-15.6% |
1,752,500 |
|
Daily Pivots for day following 25-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,696.25 |
4,569.00 |
4,142.00 |
|
R3 |
4,489.75 |
4,362.50 |
4,085.25 |
|
R2 |
4,283.25 |
4,283.25 |
4,066.25 |
|
R1 |
4,156.00 |
4,156.00 |
4,047.50 |
4,219.50 |
PP |
4,076.75 |
4,076.75 |
4,076.75 |
4,108.75 |
S1 |
3,949.50 |
3,949.50 |
4,009.50 |
4,013.00 |
S2 |
3,870.25 |
3,870.25 |
3,990.75 |
|
S3 |
3,663.75 |
3,743.00 |
3,971.75 |
|
S4 |
3,457.25 |
3,536.50 |
3,915.00 |
|
|
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 |
4,552.25 |
3,908.25 |
644.00 |
16.0% |
179.25 |
4.4% |
19% |
False |
False |
554,471 |
10 |
4,573.50 |
3,908.25 |
665.25 |
16.5% |
118.75 |
2.9% |
18% |
False |
False |
389,008 |
20 |
4,629.00 |
3,908.25 |
720.75 |
17.9% |
91.25 |
2.3% |
17% |
False |
False |
316,422 |
40 |
4,686.00 |
3,908.25 |
777.75 |
19.3% |
78.75 |
2.0% |
15% |
False |
False |
276,700 |
60 |
4,686.00 |
3,908.25 |
777.75 |
19.3% |
70.00 |
1.7% |
15% |
False |
False |
228,753 |
80 |
4,686.00 |
3,908.25 |
777.75 |
19.3% |
64.25 |
1.6% |
15% |
False |
False |
171,602 |
100 |
4,686.00 |
3,908.25 |
777.75 |
19.3% |
61.00 |
1.5% |
15% |
False |
False |
137,296 |
120 |
4,686.00 |
3,908.25 |
777.75 |
19.3% |
57.00 |
1.4% |
15% |
False |
False |
114,416 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,082.00 |
2.618 |
4,744.75 |
1.618 |
4,538.25 |
1.000 |
4,410.75 |
0.618 |
4,331.75 |
HIGH |
4,204.25 |
0.618 |
4,125.25 |
0.500 |
4,101.00 |
0.382 |
4,076.75 |
LOW |
3,997.75 |
0.618 |
3,870.25 |
1.000 |
3,791.25 |
1.618 |
3,663.75 |
2.618 |
3,457.25 |
4.250 |
3,120.00 |
|
|
Fisher Pivots for day following 25-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
4,101.00 |
4,138.25 |
PP |
4,076.75 |
4,101.75 |
S1 |
4,052.75 |
4,065.00 |
|