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 |
5,200.0 |
5,289.0 |
89.0 |
1.7% |
5,050.0 |
High |
5,245.0 |
5,289.0 |
44.0 |
0.8% |
5,289.0 |
Low |
5,183.0 |
5,201.0 |
18.0 |
0.3% |
4,805.0 |
Close |
5,186.0 |
5,234.0 |
48.0 |
0.9% |
5,234.0 |
Range |
62.0 |
88.0 |
26.0 |
41.9% |
484.0 |
ATR |
116.6 |
115.6 |
-1.0 |
-0.8% |
0.0 |
Volume |
37,763 |
26,798 |
-10,965 |
-29.0% |
282,384 |
|
Daily Pivots for day following 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,505.3 |
5,457.7 |
5,282.4 |
|
R3 |
5,417.3 |
5,369.7 |
5,258.2 |
|
R2 |
5,329.3 |
5,329.3 |
5,250.1 |
|
R1 |
5,281.7 |
5,281.7 |
5,242.1 |
5,261.5 |
PP |
5,241.3 |
5,241.3 |
5,241.3 |
5,231.3 |
S1 |
5,193.7 |
5,193.7 |
5,225.9 |
5,173.5 |
S2 |
5,153.3 |
5,153.3 |
5,217.9 |
|
S3 |
5,065.3 |
5,105.7 |
5,209.8 |
|
S4 |
4,977.3 |
5,017.7 |
5,185.6 |
|
|
Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,561.3 |
6,381.7 |
5,500.2 |
|
R3 |
6,077.3 |
5,897.7 |
5,367.1 |
|
R2 |
5,593.3 |
5,593.3 |
5,322.7 |
|
R1 |
5,413.7 |
5,413.7 |
5,278.4 |
5,503.5 |
PP |
5,109.3 |
5,109.3 |
5,109.3 |
5,154.3 |
S1 |
4,929.7 |
4,929.7 |
5,189.6 |
5,019.5 |
S2 |
4,625.3 |
4,625.3 |
5,145.3 |
|
S3 |
4,141.3 |
4,445.7 |
5,100.9 |
|
S4 |
3,657.3 |
3,961.7 |
4,967.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,289.0 |
4,805.0 |
484.0 |
9.2% |
156.6 |
3.0% |
89% |
True |
False |
56,476 |
10 |
5,354.0 |
4,805.0 |
549.0 |
10.5% |
118.0 |
2.3% |
78% |
False |
False |
46,041 |
20 |
5,671.0 |
4,805.0 |
866.0 |
16.5% |
98.4 |
1.9% |
50% |
False |
False |
37,492 |
40 |
5,671.0 |
4,805.0 |
866.0 |
16.5% |
81.4 |
1.6% |
50% |
False |
False |
30,526 |
60 |
5,671.0 |
4,805.0 |
866.0 |
16.5% |
76.2 |
1.5% |
50% |
False |
False |
30,963 |
80 |
5,756.0 |
4,805.0 |
951.0 |
18.2% |
65.4 |
1.2% |
45% |
False |
False |
23,249 |
100 |
5,923.0 |
4,805.0 |
1,118.0 |
21.4% |
53.6 |
1.0% |
38% |
False |
False |
18,608 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,663.0 |
2.618 |
5,519.4 |
1.618 |
5,431.4 |
1.000 |
5,377.0 |
0.618 |
5,343.4 |
HIGH |
5,289.0 |
0.618 |
5,255.4 |
0.500 |
5,245.0 |
0.382 |
5,234.6 |
LOW |
5,201.0 |
0.618 |
5,146.6 |
1.000 |
5,113.0 |
1.618 |
5,058.6 |
2.618 |
4,970.6 |
4.250 |
4,827.0 |
|
|
Fisher Pivots for day following 28-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
5,245.0 |
5,200.8 |
PP |
5,241.3 |
5,167.7 |
S1 |
5,237.7 |
5,134.5 |
|