Trading Metrics calculated at close of trading on 25-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2015 |
25-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
5,050.0 |
4,813.0 |
-237.0 |
-4.7% |
5,296.0 |
High |
5,078.0 |
5,129.0 |
51.0 |
1.0% |
5,354.0 |
Low |
4,944.0 |
4,805.0 |
-139.0 |
-2.8% |
5,122.0 |
Close |
4,951.0 |
5,127.0 |
176.0 |
3.6% |
5,168.0 |
Range |
134.0 |
324.0 |
190.0 |
141.8% |
232.0 |
ATR |
95.5 |
111.8 |
16.3 |
17.1% |
0.0 |
Volume |
66,652 |
95,150 |
28,498 |
42.8% |
178,034 |
|
Daily Pivots for day following 25-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,992.3 |
5,883.7 |
5,305.2 |
|
R3 |
5,668.3 |
5,559.7 |
5,216.1 |
|
R2 |
5,344.3 |
5,344.3 |
5,186.4 |
|
R1 |
5,235.7 |
5,235.7 |
5,156.7 |
5,290.0 |
PP |
5,020.3 |
5,020.3 |
5,020.3 |
5,047.5 |
S1 |
4,911.7 |
4,911.7 |
5,097.3 |
4,966.0 |
S2 |
4,696.3 |
4,696.3 |
5,067.6 |
|
S3 |
4,372.3 |
4,587.7 |
5,037.9 |
|
S4 |
4,048.3 |
4,263.7 |
4,948.8 |
|
|
Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,910.7 |
5,771.3 |
5,295.6 |
|
R3 |
5,678.7 |
5,539.3 |
5,231.8 |
|
R2 |
5,446.7 |
5,446.7 |
5,210.5 |
|
R1 |
5,307.3 |
5,307.3 |
5,189.3 |
5,261.0 |
PP |
5,214.7 |
5,214.7 |
5,214.7 |
5,191.5 |
S1 |
5,075.3 |
5,075.3 |
5,146.7 |
5,029.0 |
S2 |
4,982.7 |
4,982.7 |
5,125.5 |
|
S3 |
4,750.7 |
4,843.3 |
5,104.2 |
|
S4 |
4,518.7 |
4,611.3 |
5,040.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,354.0 |
4,805.0 |
549.0 |
10.7% |
139.4 |
2.7% |
59% |
False |
True |
54,047 |
10 |
5,437.0 |
4,805.0 |
632.0 |
12.3% |
114.1 |
2.2% |
51% |
False |
True |
43,271 |
20 |
5,671.0 |
4,805.0 |
866.0 |
16.9% |
87.9 |
1.7% |
37% |
False |
True |
34,350 |
40 |
5,671.0 |
4,805.0 |
866.0 |
16.9% |
81.4 |
1.6% |
37% |
False |
True |
29,567 |
60 |
5,718.0 |
4,805.0 |
913.0 |
17.8% |
75.3 |
1.5% |
35% |
False |
True |
28,972 |
80 |
5,756.0 |
4,805.0 |
951.0 |
18.5% |
62.0 |
1.2% |
34% |
False |
True |
21,742 |
100 |
5,923.0 |
4,805.0 |
1,118.0 |
21.8% |
50.3 |
1.0% |
29% |
False |
True |
17,403 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,506.0 |
2.618 |
5,977.2 |
1.618 |
5,653.2 |
1.000 |
5,453.0 |
0.618 |
5,329.2 |
HIGH |
5,129.0 |
0.618 |
5,005.2 |
0.500 |
4,967.0 |
0.382 |
4,928.8 |
LOW |
4,805.0 |
0.618 |
4,604.8 |
1.000 |
4,481.0 |
1.618 |
4,280.8 |
2.618 |
3,956.8 |
4.250 |
3,428.0 |
|
|
Fisher Pivots for day following 25-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
5,073.7 |
5,086.7 |
PP |
5,020.3 |
5,046.3 |
S1 |
4,967.0 |
5,006.0 |
|