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 |
5,289.0 |
5,220.0 |
-69.0 |
-1.3% |
5,050.0 |
High |
5,289.0 |
5,220.0 |
-69.0 |
-1.3% |
5,289.0 |
Low |
5,201.0 |
5,129.0 |
-72.0 |
-1.4% |
4,805.0 |
Close |
5,234.0 |
5,167.0 |
-67.0 |
-1.3% |
5,234.0 |
Range |
88.0 |
91.0 |
3.0 |
3.4% |
484.0 |
ATR |
115.6 |
114.9 |
-0.8 |
-0.7% |
0.0 |
Volume |
26,798 |
34,345 |
7,547 |
28.2% |
282,384 |
|
Daily Pivots for day following 31-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,445.0 |
5,397.0 |
5,217.1 |
|
R3 |
5,354.0 |
5,306.0 |
5,192.0 |
|
R2 |
5,263.0 |
5,263.0 |
5,183.7 |
|
R1 |
5,215.0 |
5,215.0 |
5,175.3 |
5,193.5 |
PP |
5,172.0 |
5,172.0 |
5,172.0 |
5,161.3 |
S1 |
5,124.0 |
5,124.0 |
5,158.7 |
5,102.5 |
S2 |
5,081.0 |
5,081.0 |
5,150.3 |
|
S3 |
4,990.0 |
5,033.0 |
5,142.0 |
|
S4 |
4,899.0 |
4,942.0 |
5,117.0 |
|
|
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 |
9.4% |
148.0 |
2.9% |
75% |
False |
False |
50,015 |
10 |
5,354.0 |
4,805.0 |
549.0 |
10.6% |
121.2 |
2.3% |
66% |
False |
False |
46,450 |
20 |
5,671.0 |
4,805.0 |
866.0 |
16.8% |
100.8 |
1.9% |
42% |
False |
False |
38,476 |
40 |
5,671.0 |
4,805.0 |
866.0 |
16.8% |
82.0 |
1.6% |
42% |
False |
False |
30,798 |
60 |
5,671.0 |
4,805.0 |
866.0 |
16.8% |
77.0 |
1.5% |
42% |
False |
False |
31,535 |
80 |
5,756.0 |
4,805.0 |
951.0 |
18.4% |
66.5 |
1.3% |
38% |
False |
False |
23,678 |
100 |
5,923.0 |
4,805.0 |
1,118.0 |
21.6% |
54.5 |
1.1% |
32% |
False |
False |
18,952 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,606.8 |
2.618 |
5,458.2 |
1.618 |
5,367.2 |
1.000 |
5,311.0 |
0.618 |
5,276.2 |
HIGH |
5,220.0 |
0.618 |
5,185.2 |
0.500 |
5,174.5 |
0.382 |
5,163.8 |
LOW |
5,129.0 |
0.618 |
5,072.8 |
1.000 |
5,038.0 |
1.618 |
4,981.8 |
2.618 |
4,890.8 |
4.250 |
4,742.3 |
|
|
Fisher Pivots for day following 31-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
5,174.5 |
5,209.0 |
PP |
5,172.0 |
5,195.0 |
S1 |
5,169.5 |
5,181.0 |
|