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 |
16,646 |
16,635 |
-11 |
-0.1% |
16,405 |
High |
16,684 |
16,635 |
-49 |
-0.3% |
16,684 |
Low |
16,465 |
16,418 |
-47 |
-0.3% |
15,285 |
Close |
16,659 |
16,508 |
-151 |
-0.9% |
16,659 |
Range |
219 |
217 |
-2 |
-0.9% |
1,399 |
ATR |
356 |
348 |
-8 |
-2.3% |
0 |
Volume |
202,342 |
186,864 |
-15,478 |
-7.6% |
1,936,279 |
|
Daily Pivots for day following 31-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,171 |
17,057 |
16,627 |
|
R3 |
16,954 |
16,840 |
16,568 |
|
R2 |
16,737 |
16,737 |
16,548 |
|
R1 |
16,623 |
16,623 |
16,528 |
16,572 |
PP |
16,520 |
16,520 |
16,520 |
16,495 |
S1 |
16,406 |
16,406 |
16,488 |
16,355 |
S2 |
16,303 |
16,303 |
16,468 |
|
S3 |
16,086 |
16,189 |
16,448 |
|
S4 |
15,869 |
15,972 |
16,389 |
|
|
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 |
15,541 |
1,143 |
6.9% |
473 |
2.9% |
85% |
False |
False |
313,427 |
10 |
17,535 |
15,285 |
2,250 |
13.6% |
478 |
2.9% |
54% |
False |
False |
308,787 |
20 |
17,595 |
15,285 |
2,310 |
14.0% |
341 |
2.1% |
53% |
False |
False |
224,966 |
40 |
18,075 |
15,285 |
2,790 |
16.9% |
267 |
1.6% |
44% |
False |
False |
181,362 |
60 |
18,108 |
15,285 |
2,823 |
17.1% |
240 |
1.5% |
43% |
False |
False |
159,101 |
80 |
18,250 |
15,285 |
2,965 |
18.0% |
215 |
1.3% |
41% |
False |
False |
119,511 |
100 |
18,250 |
15,285 |
2,965 |
18.0% |
205 |
1.2% |
41% |
False |
False |
95,613 |
120 |
18,250 |
15,285 |
2,965 |
18.0% |
195 |
1.2% |
41% |
False |
False |
79,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,557 |
2.618 |
17,203 |
1.618 |
16,986 |
1.000 |
16,852 |
0.618 |
16,769 |
HIGH |
16,635 |
0.618 |
16,552 |
0.500 |
16,527 |
0.382 |
16,501 |
LOW |
16,418 |
0.618 |
16,284 |
1.000 |
16,201 |
1.618 |
16,067 |
2.618 |
15,850 |
4.250 |
15,496 |
|
|
Fisher Pivots for day following 31-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
16,527 |
16,489 |
PP |
16,520 |
16,470 |
S1 |
16,514 |
16,451 |
|