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 |
4,222.75 |
4,327.00 |
104.25 |
2.5% |
4,183.75 |
High |
4,332.75 |
4,340.75 |
8.00 |
0.2% |
4,340.75 |
Low |
4,205.25 |
4,281.75 |
76.50 |
1.8% |
3,908.25 |
Close |
4,328.00 |
4,333.00 |
5.00 |
0.1% |
4,333.00 |
Range |
127.50 |
59.00 |
-68.50 |
-53.7% |
432.50 |
ATR |
114.37 |
110.41 |
-3.95 |
-3.5% |
0.00 |
Volume |
475,384 |
322,070 |
-153,314 |
-32.3% |
2,811,969 |
|
Daily Pivots for day following 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,495.50 |
4,473.25 |
4,365.50 |
|
R3 |
4,436.50 |
4,414.25 |
4,349.25 |
|
R2 |
4,377.50 |
4,377.50 |
4,343.75 |
|
R1 |
4,355.25 |
4,355.25 |
4,338.50 |
4,366.50 |
PP |
4,318.50 |
4,318.50 |
4,318.50 |
4,324.00 |
S1 |
4,296.25 |
4,296.25 |
4,327.50 |
4,307.50 |
S2 |
4,259.50 |
4,259.50 |
4,322.25 |
|
S3 |
4,200.50 |
4,237.25 |
4,316.75 |
|
S4 |
4,141.50 |
4,178.25 |
4,300.50 |
|
|
Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,491.50 |
5,344.75 |
4,571.00 |
|
R3 |
5,059.00 |
4,912.25 |
4,452.00 |
|
R2 |
4,626.50 |
4,626.50 |
4,412.25 |
|
R1 |
4,479.75 |
4,479.75 |
4,372.75 |
4,553.00 |
PP |
4,194.00 |
4,194.00 |
4,194.00 |
4,230.75 |
S1 |
4,047.25 |
4,047.25 |
4,293.25 |
4,120.50 |
S2 |
3,761.50 |
3,761.50 |
4,253.75 |
|
S3 |
3,329.00 |
3,614.75 |
4,214.00 |
|
S4 |
2,896.50 |
3,182.25 |
4,095.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,340.75 |
3,908.25 |
432.50 |
10.0% |
190.25 |
4.4% |
98% |
True |
False |
562,393 |
10 |
4,573.50 |
3,908.25 |
665.25 |
15.4% |
145.75 |
3.4% |
64% |
False |
False |
456,446 |
20 |
4,629.00 |
3,908.25 |
720.75 |
16.6% |
107.25 |
2.5% |
59% |
False |
False |
355,015 |
40 |
4,686.00 |
3,908.25 |
777.75 |
17.9% |
87.25 |
2.0% |
55% |
False |
False |
296,312 |
60 |
4,686.00 |
3,908.25 |
777.75 |
17.9% |
75.25 |
1.7% |
55% |
False |
False |
252,591 |
80 |
4,686.00 |
3,908.25 |
777.75 |
17.9% |
67.75 |
1.6% |
55% |
False |
False |
189,541 |
100 |
4,686.00 |
3,908.25 |
777.75 |
17.9% |
64.00 |
1.5% |
55% |
False |
False |
151,648 |
120 |
4,686.00 |
3,908.25 |
777.75 |
17.9% |
60.75 |
1.4% |
55% |
False |
False |
126,377 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,591.50 |
2.618 |
4,495.25 |
1.618 |
4,436.25 |
1.000 |
4,399.75 |
0.618 |
4,377.25 |
HIGH |
4,340.75 |
0.618 |
4,318.25 |
0.500 |
4,311.25 |
0.382 |
4,304.25 |
LOW |
4,281.75 |
0.618 |
4,245.25 |
1.000 |
4,222.75 |
1.618 |
4,186.25 |
2.618 |
4,127.25 |
4.250 |
4,031.00 |
|
|
Fisher Pivots for day following 28-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
4,325.75 |
4,272.00 |
PP |
4,318.50 |
4,210.75 |
S1 |
4,311.25 |
4,149.75 |
|