Trading Metrics calculated at close of trading on 31-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2015 |
31-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
4,327.00 |
4,324.00 |
-3.00 |
-0.1% |
4,183.75 |
High |
4,340.75 |
4,330.25 |
-10.50 |
-0.2% |
4,340.75 |
Low |
4,281.75 |
4,258.50 |
-23.25 |
-0.5% |
3,908.25 |
Close |
4,333.00 |
4,271.75 |
-61.25 |
-1.4% |
4,333.00 |
Range |
59.00 |
71.75 |
12.75 |
21.6% |
432.50 |
ATR |
110.41 |
107.85 |
-2.57 |
-2.3% |
0.00 |
Volume |
322,070 |
303,204 |
-18,866 |
-5.9% |
2,811,969 |
|
Daily Pivots for day following 31-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,502.00 |
4,458.75 |
4,311.25 |
|
R3 |
4,430.25 |
4,387.00 |
4,291.50 |
|
R2 |
4,358.50 |
4,358.50 |
4,285.00 |
|
R1 |
4,315.25 |
4,315.25 |
4,278.25 |
4,301.00 |
PP |
4,286.75 |
4,286.75 |
4,286.75 |
4,279.75 |
S1 |
4,243.50 |
4,243.50 |
4,265.25 |
4,229.25 |
S2 |
4,215.00 |
4,215.00 |
4,258.50 |
|
S3 |
4,143.25 |
4,171.75 |
4,252.00 |
|
S4 |
4,071.50 |
4,100.00 |
4,232.25 |
|
|
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 |
3,958.75 |
382.00 |
8.9% |
147.00 |
3.4% |
82% |
False |
False |
473,728 |
10 |
4,573.50 |
3,908.25 |
665.25 |
15.6% |
146.50 |
3.4% |
55% |
False |
False |
467,569 |
20 |
4,629.00 |
3,908.25 |
720.75 |
16.9% |
108.00 |
2.5% |
50% |
False |
False |
357,597 |
40 |
4,686.00 |
3,908.25 |
777.75 |
18.2% |
86.50 |
2.0% |
47% |
False |
False |
296,748 |
60 |
4,686.00 |
3,908.25 |
777.75 |
18.2% |
75.50 |
1.8% |
47% |
False |
False |
257,564 |
80 |
4,686.00 |
3,908.25 |
777.75 |
18.2% |
68.00 |
1.6% |
47% |
False |
False |
193,330 |
100 |
4,686.00 |
3,908.25 |
777.75 |
18.2% |
64.50 |
1.5% |
47% |
False |
False |
154,680 |
120 |
4,686.00 |
3,908.25 |
777.75 |
18.2% |
61.25 |
1.4% |
47% |
False |
False |
128,904 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,635.25 |
2.618 |
4,518.00 |
1.618 |
4,446.25 |
1.000 |
4,402.00 |
0.618 |
4,374.50 |
HIGH |
4,330.25 |
0.618 |
4,302.75 |
0.500 |
4,294.50 |
0.382 |
4,286.00 |
LOW |
4,258.50 |
0.618 |
4,214.25 |
1.000 |
4,186.75 |
1.618 |
4,142.50 |
2.618 |
4,070.75 |
4.250 |
3,953.50 |
|
|
Fisher Pivots for day following 31-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
4,294.50 |
4,273.00 |
PP |
4,286.75 |
4,272.50 |
S1 |
4,279.25 |
4,272.25 |
|