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 |
15,771 |
16,272 |
501 |
3.2% |
17,439 |
High |
16,297 |
16,661 |
364 |
2.2% |
17,535 |
Low |
15,541 |
16,218 |
677 |
4.4% |
16,429 |
Close |
16,249 |
16,650 |
401 |
2.5% |
16,467 |
Range |
756 |
443 |
-313 |
-41.4% |
1,106 |
ATR |
361 |
367 |
6 |
1.6% |
0 |
Volume |
432,478 |
319,709 |
-112,769 |
-26.1% |
1,083,027 |
|
Daily Pivots for day following 27-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,839 |
17,687 |
16,894 |
|
R3 |
17,396 |
17,244 |
16,772 |
|
R2 |
16,953 |
16,953 |
16,731 |
|
R1 |
16,801 |
16,801 |
16,691 |
16,877 |
PP |
16,510 |
16,510 |
16,510 |
16,548 |
S1 |
16,358 |
16,358 |
16,610 |
16,434 |
S2 |
16,067 |
16,067 |
16,569 |
|
S3 |
15,624 |
15,915 |
16,528 |
|
S4 |
15,181 |
15,472 |
16,406 |
|
|
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 |
16,940 |
15,285 |
1,655 |
9.9% |
713 |
4.3% |
82% |
False |
False |
425,337 |
10 |
17,535 |
15,285 |
2,250 |
13.5% |
469 |
2.8% |
61% |
False |
False |
291,425 |
20 |
17,721 |
15,285 |
2,436 |
14.6% |
338 |
2.0% |
56% |
False |
False |
218,606 |
40 |
18,075 |
15,285 |
2,790 |
16.8% |
267 |
1.6% |
49% |
False |
False |
179,038 |
60 |
18,108 |
15,285 |
2,823 |
17.0% |
238 |
1.4% |
48% |
False |
False |
152,743 |
80 |
18,250 |
15,285 |
2,965 |
17.8% |
216 |
1.3% |
46% |
False |
False |
114,647 |
100 |
18,250 |
15,285 |
2,965 |
17.8% |
203 |
1.2% |
46% |
False |
False |
91,722 |
120 |
18,250 |
15,285 |
2,965 |
17.8% |
192 |
1.2% |
46% |
False |
False |
76,436 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,544 |
2.618 |
17,821 |
1.618 |
17,378 |
1.000 |
17,104 |
0.618 |
16,935 |
HIGH |
16,661 |
0.618 |
16,492 |
0.500 |
16,440 |
0.382 |
16,387 |
LOW |
16,218 |
0.618 |
15,944 |
1.000 |
15,775 |
1.618 |
15,501 |
2.618 |
15,058 |
4.250 |
14,335 |
|
|
Fisher Pivots for day following 27-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
16,580 |
16,467 |
PP |
16,510 |
16,284 |
S1 |
16,440 |
16,101 |
|