Trading Metrics calculated at close of trading on 24-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2015 |
24-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
3,276.0 |
3,137.0 |
-139.0 |
-4.2% |
3,511.0 |
High |
3,354.0 |
3,188.0 |
-166.0 |
-4.9% |
3,540.0 |
Low |
3,208.0 |
2,951.0 |
-257.0 |
-8.0% |
3,208.0 |
Close |
3,256.0 |
3,067.0 |
-189.0 |
-5.8% |
3,256.0 |
Range |
146.0 |
237.0 |
91.0 |
62.3% |
332.0 |
ATR |
76.4 |
92.7 |
16.3 |
21.4% |
0.0 |
Volume |
3,389,491 |
2,611,673 |
-777,818 |
-22.9% |
8,922,207 |
|
Daily Pivots for day following 24-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,779.7 |
3,660.3 |
3,197.4 |
|
R3 |
3,542.7 |
3,423.3 |
3,132.2 |
|
R2 |
3,305.7 |
3,305.7 |
3,110.5 |
|
R1 |
3,186.3 |
3,186.3 |
3,088.7 |
3,127.5 |
PP |
3,068.7 |
3,068.7 |
3,068.7 |
3,039.3 |
S1 |
2,949.3 |
2,949.3 |
3,045.3 |
2,890.5 |
S2 |
2,831.7 |
2,831.7 |
3,023.6 |
|
S3 |
2,594.7 |
2,712.3 |
3,001.8 |
|
S4 |
2,357.7 |
2,475.3 |
2,936.7 |
|
|
Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,330.7 |
4,125.3 |
3,438.6 |
|
R3 |
3,998.7 |
3,793.3 |
3,347.3 |
|
R2 |
3,666.7 |
3,666.7 |
3,316.9 |
|
R1 |
3,461.3 |
3,461.3 |
3,286.4 |
3,398.0 |
PP |
3,334.7 |
3,334.7 |
3,334.7 |
3,303.0 |
S1 |
3,129.3 |
3,129.3 |
3,225.6 |
3,066.0 |
S2 |
3,002.7 |
3,002.7 |
3,195.1 |
|
S3 |
2,670.7 |
2,797.3 |
3,164.7 |
|
S4 |
2,338.7 |
2,465.3 |
3,073.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,512.0 |
2,951.0 |
561.0 |
18.3% |
116.8 |
3.8% |
21% |
False |
True |
2,165,266 |
10 |
3,670.0 |
2,951.0 |
719.0 |
23.4% |
97.2 |
3.2% |
16% |
False |
True |
1,544,033 |
20 |
3,688.0 |
2,951.0 |
737.0 |
24.0% |
72.8 |
2.4% |
16% |
False |
True |
1,161,348 |
40 |
3,714.0 |
2,951.0 |
763.0 |
24.9% |
73.7 |
2.4% |
15% |
False |
True |
1,166,428 |
60 |
3,714.0 |
2,951.0 |
763.0 |
24.9% |
74.9 |
2.4% |
15% |
False |
True |
1,045,169 |
80 |
3,714.0 |
2,951.0 |
763.0 |
24.9% |
73.2 |
2.4% |
15% |
False |
True |
786,521 |
100 |
3,761.0 |
2,951.0 |
810.0 |
26.4% |
69.9 |
2.3% |
14% |
False |
True |
629,736 |
120 |
3,761.0 |
2,951.0 |
810.0 |
26.4% |
63.5 |
2.1% |
14% |
False |
True |
525,070 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,195.3 |
2.618 |
3,808.5 |
1.618 |
3,571.5 |
1.000 |
3,425.0 |
0.618 |
3,334.5 |
HIGH |
3,188.0 |
0.618 |
3,097.5 |
0.500 |
3,069.5 |
0.382 |
3,041.5 |
LOW |
2,951.0 |
0.618 |
2,804.5 |
1.000 |
2,714.0 |
1.618 |
2,567.5 |
2.618 |
2,330.5 |
4.250 |
1,943.8 |
|
|
Fisher Pivots for day following 24-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
3,069.5 |
3,189.5 |
PP |
3,068.7 |
3,148.7 |
S1 |
3,067.8 |
3,107.8 |
|