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 |
3,998.00 |
4,036.75 |
38.75 |
1.0% |
4,532.50 |
High |
4,204.25 |
4,229.50 |
25.25 |
0.6% |
4,573.50 |
Low |
3,997.75 |
3,958.75 |
-39.00 |
-1.0% |
4,189.00 |
Close |
4,028.50 |
4,214.50 |
186.00 |
4.6% |
4,200.75 |
Range |
206.50 |
270.75 |
64.25 |
31.1% |
384.50 |
ATR |
101.25 |
113.36 |
12.11 |
12.0% |
0.00 |
Volume |
630,057 |
637,925 |
7,868 |
1.2% |
1,752,500 |
|
Daily Pivots for day following 26-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,946.50 |
4,851.25 |
4,363.50 |
|
R3 |
4,675.75 |
4,580.50 |
4,289.00 |
|
R2 |
4,405.00 |
4,405.00 |
4,264.25 |
|
R1 |
4,309.75 |
4,309.75 |
4,239.25 |
4,357.50 |
PP |
4,134.25 |
4,134.25 |
4,134.25 |
4,158.00 |
S1 |
4,039.00 |
4,039.00 |
4,189.75 |
4,086.50 |
S2 |
3,863.50 |
3,863.50 |
4,164.75 |
|
S3 |
3,592.75 |
3,768.25 |
4,140.00 |
|
S4 |
3,322.00 |
3,497.50 |
4,065.50 |
|
|
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 |
4,513.00 |
3,908.25 |
604.75 |
14.3% |
219.50 |
5.2% |
51% |
False |
False |
615,761 |
10 |
4,573.50 |
3,908.25 |
665.25 |
15.8% |
135.50 |
3.2% |
46% |
False |
False |
416,955 |
20 |
4,629.00 |
3,908.25 |
720.75 |
17.1% |
103.00 |
2.4% |
42% |
False |
False |
337,190 |
40 |
4,686.00 |
3,908.25 |
777.75 |
18.5% |
84.50 |
2.0% |
39% |
False |
False |
285,036 |
60 |
4,686.00 |
3,908.25 |
777.75 |
18.5% |
73.50 |
1.7% |
39% |
False |
False |
239,361 |
80 |
4,686.00 |
3,908.25 |
777.75 |
18.5% |
67.25 |
1.6% |
39% |
False |
False |
179,575 |
100 |
4,686.00 |
3,908.25 |
777.75 |
18.5% |
63.00 |
1.5% |
39% |
False |
False |
143,675 |
120 |
4,686.00 |
3,908.25 |
777.75 |
18.5% |
59.25 |
1.4% |
39% |
False |
False |
119,732 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,380.25 |
2.618 |
4,938.25 |
1.618 |
4,667.50 |
1.000 |
4,500.25 |
0.618 |
4,396.75 |
HIGH |
4,229.50 |
0.618 |
4,126.00 |
0.500 |
4,094.00 |
0.382 |
4,062.25 |
LOW |
3,958.75 |
0.618 |
3,791.50 |
1.000 |
3,688.00 |
1.618 |
3,520.75 |
2.618 |
3,250.00 |
4.250 |
2,808.00 |
|
|
Fisher Pivots for day following 26-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
4,174.50 |
4,166.00 |
PP |
4,134.25 |
4,117.50 |
S1 |
4,094.00 |
4,069.00 |
|