Trading Metrics calculated at close of trading on 27-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2015 |
27-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
4,036.75 |
4,222.75 |
186.00 |
4.6% |
4,532.50 |
High |
4,229.50 |
4,332.75 |
103.25 |
2.4% |
4,573.50 |
Low |
3,958.75 |
4,205.25 |
246.50 |
6.2% |
4,189.00 |
Close |
4,214.50 |
4,328.00 |
113.50 |
2.7% |
4,200.75 |
Range |
270.75 |
127.50 |
-143.25 |
-52.9% |
384.50 |
ATR |
113.36 |
114.37 |
1.01 |
0.9% |
0.00 |
Volume |
637,925 |
475,384 |
-162,541 |
-25.5% |
1,752,500 |
|
Daily Pivots for day following 27-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,671.25 |
4,627.00 |
4,398.00 |
|
R3 |
4,543.75 |
4,499.50 |
4,363.00 |
|
R2 |
4,416.25 |
4,416.25 |
4,351.50 |
|
R1 |
4,372.00 |
4,372.00 |
4,339.75 |
4,394.00 |
PP |
4,288.75 |
4,288.75 |
4,288.75 |
4,299.75 |
S1 |
4,244.50 |
4,244.50 |
4,316.25 |
4,266.50 |
S2 |
4,161.25 |
4,161.25 |
4,304.50 |
|
S3 |
4,033.75 |
4,117.00 |
4,293.00 |
|
S4 |
3,906.25 |
3,989.50 |
4,258.00 |
|
|
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 |
4,368.25 |
3,908.25 |
460.00 |
10.6% |
214.50 |
5.0% |
91% |
False |
False |
620,893 |
10 |
4,573.50 |
3,908.25 |
665.25 |
15.4% |
143.25 |
3.3% |
63% |
False |
False |
441,011 |
20 |
4,629.00 |
3,908.25 |
720.75 |
16.7% |
106.00 |
2.4% |
58% |
False |
False |
349,645 |
40 |
4,686.00 |
3,908.25 |
777.75 |
18.0% |
86.50 |
2.0% |
54% |
False |
False |
292,141 |
60 |
4,686.00 |
3,908.25 |
777.75 |
18.0% |
75.00 |
1.7% |
54% |
False |
False |
247,263 |
80 |
4,686.00 |
3,908.25 |
777.75 |
18.0% |
68.00 |
1.6% |
54% |
False |
False |
185,516 |
100 |
4,686.00 |
3,908.25 |
777.75 |
18.0% |
64.00 |
1.5% |
54% |
False |
False |
148,428 |
120 |
4,686.00 |
3,908.25 |
777.75 |
18.0% |
60.25 |
1.4% |
54% |
False |
False |
123,694 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,874.50 |
2.618 |
4,666.50 |
1.618 |
4,539.00 |
1.000 |
4,460.25 |
0.618 |
4,411.50 |
HIGH |
4,332.75 |
0.618 |
4,284.00 |
0.500 |
4,269.00 |
0.382 |
4,254.00 |
LOW |
4,205.25 |
0.618 |
4,126.50 |
1.000 |
4,077.75 |
1.618 |
3,999.00 |
2.618 |
3,871.50 |
4.250 |
3,663.50 |
|
|
Fisher Pivots for day following 27-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
4,308.25 |
4,267.25 |
PP |
4,288.75 |
4,206.50 |
S1 |
4,269.00 |
4,145.75 |
|