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 |
5,030.0 |
5,200.0 |
170.0 |
3.4% |
5,296.0 |
High |
5,155.0 |
5,245.0 |
90.0 |
1.7% |
5,354.0 |
Low |
4,980.0 |
5,183.0 |
203.0 |
4.1% |
5,122.0 |
Close |
5,125.0 |
5,186.0 |
61.0 |
1.2% |
5,168.0 |
Range |
175.0 |
62.0 |
-113.0 |
-64.6% |
232.0 |
ATR |
116.3 |
116.6 |
0.3 |
0.2% |
0.0 |
Volume |
56,021 |
37,763 |
-18,258 |
-32.6% |
178,034 |
|
Daily Pivots for day following 27-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,390.7 |
5,350.3 |
5,220.1 |
|
R3 |
5,328.7 |
5,288.3 |
5,203.1 |
|
R2 |
5,266.7 |
5,266.7 |
5,197.4 |
|
R1 |
5,226.3 |
5,226.3 |
5,191.7 |
5,215.5 |
PP |
5,204.7 |
5,204.7 |
5,204.7 |
5,199.3 |
S1 |
5,164.3 |
5,164.3 |
5,180.3 |
5,153.5 |
S2 |
5,142.7 |
5,142.7 |
5,174.6 |
|
S3 |
5,080.7 |
5,102.3 |
5,169.0 |
|
S4 |
5,018.7 |
5,040.3 |
5,151.9 |
|
|
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 |
5,245.0 |
4,805.0 |
440.0 |
8.5% |
156.0 |
3.0% |
87% |
True |
False |
59,074 |
10 |
5,354.0 |
4,805.0 |
549.0 |
10.6% |
115.7 |
2.2% |
69% |
False |
False |
45,747 |
20 |
5,671.0 |
4,805.0 |
866.0 |
16.7% |
96.5 |
1.9% |
44% |
False |
False |
37,093 |
40 |
5,671.0 |
4,805.0 |
866.0 |
16.7% |
81.8 |
1.6% |
44% |
False |
False |
30,494 |
60 |
5,671.0 |
4,805.0 |
866.0 |
16.7% |
76.6 |
1.5% |
44% |
False |
False |
30,529 |
80 |
5,756.0 |
4,805.0 |
951.0 |
18.3% |
64.3 |
1.2% |
40% |
False |
False |
22,914 |
100 |
5,923.0 |
4,805.0 |
1,118.0 |
21.6% |
52.7 |
1.0% |
34% |
False |
False |
18,340 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,508.5 |
2.618 |
5,407.3 |
1.618 |
5,345.3 |
1.000 |
5,307.0 |
0.618 |
5,283.3 |
HIGH |
5,245.0 |
0.618 |
5,221.3 |
0.500 |
5,214.0 |
0.382 |
5,206.7 |
LOW |
5,183.0 |
0.618 |
5,144.7 |
1.000 |
5,121.0 |
1.618 |
5,082.7 |
2.618 |
5,020.7 |
4.250 |
4,919.5 |
|
|
Fisher Pivots for day following 27-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
5,214.0 |
5,132.3 |
PP |
5,204.7 |
5,078.7 |
S1 |
5,195.3 |
5,025.0 |
|