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 |
16,272 |
16,646 |
374 |
2.3% |
16,405 |
High |
16,661 |
16,684 |
23 |
0.1% |
16,684 |
Low |
16,218 |
16,465 |
247 |
1.5% |
15,285 |
Close |
16,650 |
16,659 |
9 |
0.1% |
16,659 |
Range |
443 |
219 |
-224 |
-50.6% |
1,399 |
ATR |
367 |
356 |
-11 |
-2.9% |
0 |
Volume |
319,709 |
202,342 |
-117,367 |
-36.7% |
1,936,279 |
|
Daily Pivots for day following 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,260 |
17,178 |
16,780 |
|
R3 |
17,041 |
16,959 |
16,719 |
|
R2 |
16,822 |
16,822 |
16,699 |
|
R1 |
16,740 |
16,740 |
16,679 |
16,781 |
PP |
16,603 |
16,603 |
16,603 |
16,623 |
S1 |
16,521 |
16,521 |
16,639 |
16,562 |
S2 |
16,384 |
16,384 |
16,619 |
|
S3 |
16,165 |
16,302 |
16,599 |
|
S4 |
15,946 |
16,083 |
16,539 |
|
|
Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,406 |
19,932 |
17,429 |
|
R3 |
19,007 |
18,533 |
17,044 |
|
R2 |
17,608 |
17,608 |
16,916 |
|
R1 |
17,134 |
17,134 |
16,787 |
17,371 |
PP |
16,209 |
16,209 |
16,209 |
16,328 |
S1 |
15,735 |
15,735 |
16,531 |
15,972 |
S2 |
14,810 |
14,810 |
16,403 |
|
S3 |
13,411 |
14,336 |
16,274 |
|
S4 |
12,012 |
12,937 |
15,890 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,684 |
15,285 |
1,399 |
8.4% |
655 |
3.9% |
98% |
True |
False |
387,255 |
10 |
17,535 |
15,285 |
2,250 |
13.5% |
478 |
2.9% |
61% |
False |
False |
301,930 |
20 |
17,658 |
15,285 |
2,373 |
14.2% |
343 |
2.1% |
58% |
False |
False |
222,726 |
40 |
18,075 |
15,285 |
2,790 |
16.7% |
269 |
1.6% |
49% |
False |
False |
181,439 |
60 |
18,108 |
15,285 |
2,823 |
16.9% |
238 |
1.4% |
49% |
False |
False |
156,054 |
80 |
18,250 |
15,285 |
2,965 |
17.8% |
215 |
1.3% |
46% |
False |
False |
117,175 |
100 |
18,250 |
15,285 |
2,965 |
17.8% |
204 |
1.2% |
46% |
False |
False |
93,745 |
120 |
18,250 |
15,285 |
2,965 |
17.8% |
194 |
1.2% |
46% |
False |
False |
78,122 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,615 |
2.618 |
17,257 |
1.618 |
17,038 |
1.000 |
16,903 |
0.618 |
16,819 |
HIGH |
16,684 |
0.618 |
16,600 |
0.500 |
16,575 |
0.382 |
16,549 |
LOW |
16,465 |
0.618 |
16,330 |
1.000 |
16,246 |
1.618 |
16,111 |
2.618 |
15,892 |
4.250 |
15,534 |
|
|
Fisher Pivots for day following 28-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
16,631 |
16,477 |
PP |
16,603 |
16,295 |
S1 |
16,575 |
16,113 |
|