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 |
15,732 |
15,771 |
39 |
0.2% |
17,439 |
High |
16,341 |
16,297 |
-44 |
-0.3% |
17,535 |
Low |
15,613 |
15,541 |
-72 |
-0.5% |
16,429 |
Close |
15,719 |
16,249 |
530 |
3.4% |
16,467 |
Range |
728 |
756 |
28 |
3.8% |
1,106 |
ATR |
331 |
361 |
30 |
9.2% |
0 |
Volume |
425,744 |
432,478 |
6,734 |
1.6% |
1,083,027 |
|
Daily Pivots for day following 26-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,297 |
18,029 |
16,665 |
|
R3 |
17,541 |
17,273 |
16,457 |
|
R2 |
16,785 |
16,785 |
16,388 |
|
R1 |
16,517 |
16,517 |
16,318 |
16,651 |
PP |
16,029 |
16,029 |
16,029 |
16,096 |
S1 |
15,761 |
15,761 |
16,180 |
15,895 |
S2 |
15,273 |
15,273 |
16,111 |
|
S3 |
14,517 |
15,005 |
16,041 |
|
S4 |
13,761 |
14,249 |
15,833 |
|
|
Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,128 |
19,404 |
17,075 |
|
R3 |
19,022 |
18,298 |
16,771 |
|
R2 |
17,916 |
17,916 |
16,670 |
|
R1 |
17,192 |
17,192 |
16,569 |
17,001 |
PP |
16,810 |
16,810 |
16,810 |
16,715 |
S1 |
16,086 |
16,086 |
16,366 |
15,895 |
S2 |
15,704 |
15,704 |
16,264 |
|
S3 |
14,598 |
14,980 |
16,163 |
|
S4 |
13,492 |
13,874 |
15,859 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,320 |
15,285 |
2,035 |
12.5% |
707 |
4.3% |
47% |
False |
False |
409,579 |
10 |
17,535 |
15,285 |
2,250 |
13.8% |
439 |
2.7% |
43% |
False |
False |
274,284 |
20 |
17,721 |
15,285 |
2,436 |
15.0% |
323 |
2.0% |
40% |
False |
False |
208,416 |
40 |
18,075 |
15,285 |
2,790 |
17.2% |
261 |
1.6% |
35% |
False |
False |
174,884 |
60 |
18,108 |
15,285 |
2,823 |
17.4% |
234 |
1.4% |
34% |
False |
False |
147,447 |
80 |
18,250 |
15,285 |
2,965 |
18.2% |
212 |
1.3% |
33% |
False |
False |
110,651 |
100 |
18,250 |
15,285 |
2,965 |
18.2% |
199 |
1.2% |
33% |
False |
False |
88,525 |
120 |
18,250 |
15,285 |
2,965 |
18.2% |
190 |
1.2% |
33% |
False |
False |
73,772 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,510 |
2.618 |
18,276 |
1.618 |
17,520 |
1.000 |
17,053 |
0.618 |
16,764 |
HIGH |
16,297 |
0.618 |
16,008 |
0.500 |
15,919 |
0.382 |
15,830 |
LOW |
15,541 |
0.618 |
15,074 |
1.000 |
14,785 |
1.618 |
14,318 |
2.618 |
13,562 |
4.250 |
12,328 |
|
|
Fisher Pivots for day following 26-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
16,139 |
16,116 |
PP |
16,029 |
15,982 |
S1 |
15,919 |
15,849 |
|