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 |
4,813.0 |
5,030.0 |
217.0 |
4.5% |
5,296.0 |
High |
5,129.0 |
5,155.0 |
26.0 |
0.5% |
5,354.0 |
Low |
4,805.0 |
4,980.0 |
175.0 |
3.6% |
5,122.0 |
Close |
5,127.0 |
5,125.0 |
-2.0 |
0.0% |
5,168.0 |
Range |
324.0 |
175.0 |
-149.0 |
-46.0% |
232.0 |
ATR |
111.8 |
116.3 |
4.5 |
4.0% |
0.0 |
Volume |
95,150 |
56,021 |
-39,129 |
-41.1% |
178,034 |
|
Daily Pivots for day following 26-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,611.7 |
5,543.3 |
5,221.3 |
|
R3 |
5,436.7 |
5,368.3 |
5,173.1 |
|
R2 |
5,261.7 |
5,261.7 |
5,157.1 |
|
R1 |
5,193.3 |
5,193.3 |
5,141.0 |
5,227.5 |
PP |
5,086.7 |
5,086.7 |
5,086.7 |
5,103.8 |
S1 |
5,018.3 |
5,018.3 |
5,109.0 |
5,052.5 |
S2 |
4,911.7 |
4,911.7 |
5,092.9 |
|
S3 |
4,736.7 |
4,843.3 |
5,076.9 |
|
S4 |
4,561.7 |
4,668.3 |
5,028.8 |
|
|
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 |
5,298.0 |
4,805.0 |
493.0 |
9.6% |
157.8 |
3.1% |
65% |
False |
False |
58,844 |
10 |
5,370.0 |
4,805.0 |
565.0 |
11.0% |
116.2 |
2.3% |
57% |
False |
False |
45,192 |
20 |
5,671.0 |
4,805.0 |
866.0 |
16.9% |
94.9 |
1.9% |
37% |
False |
False |
36,119 |
40 |
5,671.0 |
4,805.0 |
866.0 |
16.9% |
82.8 |
1.6% |
37% |
False |
False |
30,258 |
60 |
5,671.0 |
4,805.0 |
866.0 |
16.9% |
76.2 |
1.5% |
37% |
False |
False |
29,902 |
80 |
5,756.0 |
4,805.0 |
951.0 |
18.6% |
64.2 |
1.3% |
34% |
False |
False |
22,442 |
100 |
5,923.0 |
4,805.0 |
1,118.0 |
21.8% |
52.1 |
1.0% |
29% |
False |
False |
17,963 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,898.8 |
2.618 |
5,613.2 |
1.618 |
5,438.2 |
1.000 |
5,330.0 |
0.618 |
5,263.2 |
HIGH |
5,155.0 |
0.618 |
5,088.2 |
0.500 |
5,067.5 |
0.382 |
5,046.9 |
LOW |
4,980.0 |
0.618 |
4,871.9 |
1.000 |
4,805.0 |
1.618 |
4,696.9 |
2.618 |
4,521.9 |
4.250 |
4,236.3 |
|
|
Fisher Pivots for day following 26-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
5,105.8 |
5,076.7 |
PP |
5,086.7 |
5,028.3 |
S1 |
5,067.5 |
4,980.0 |
|