Trading Metrics calculated at close of trading on 25-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2015 |
25-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
3,137.0 |
3,088.0 |
-49.0 |
-1.6% |
3,511.0 |
High |
3,188.0 |
3,239.0 |
51.0 |
1.6% |
3,540.0 |
Low |
2,951.0 |
3,088.0 |
137.0 |
4.6% |
3,208.0 |
Close |
3,067.0 |
3,228.0 |
161.0 |
5.2% |
3,256.0 |
Range |
237.0 |
151.0 |
-86.0 |
-36.3% |
332.0 |
ATR |
92.7 |
98.4 |
5.7 |
6.1% |
0.0 |
Volume |
2,611,673 |
2,142,886 |
-468,787 |
-17.9% |
8,922,207 |
|
Daily Pivots for day following 25-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,638.0 |
3,584.0 |
3,311.1 |
|
R3 |
3,487.0 |
3,433.0 |
3,269.5 |
|
R2 |
3,336.0 |
3,336.0 |
3,255.7 |
|
R1 |
3,282.0 |
3,282.0 |
3,241.8 |
3,309.0 |
PP |
3,185.0 |
3,185.0 |
3,185.0 |
3,198.5 |
S1 |
3,131.0 |
3,131.0 |
3,214.2 |
3,158.0 |
S2 |
3,034.0 |
3,034.0 |
3,200.3 |
|
S3 |
2,883.0 |
2,980.0 |
3,186.5 |
|
S4 |
2,732.0 |
2,829.0 |
3,145.0 |
|
|
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 |
3,481.0 |
2,951.0 |
530.0 |
16.4% |
140.4 |
4.3% |
52% |
False |
False |
2,373,293 |
10 |
3,585.0 |
2,951.0 |
634.0 |
19.6% |
105.2 |
3.3% |
44% |
False |
False |
1,658,902 |
20 |
3,688.0 |
2,951.0 |
737.0 |
22.8% |
77.9 |
2.4% |
38% |
False |
False |
1,229,823 |
40 |
3,714.0 |
2,951.0 |
763.0 |
23.6% |
73.6 |
2.3% |
36% |
False |
False |
1,165,364 |
60 |
3,714.0 |
2,951.0 |
763.0 |
23.6% |
76.6 |
2.4% |
36% |
False |
False |
1,080,734 |
80 |
3,714.0 |
2,951.0 |
763.0 |
23.6% |
74.3 |
2.3% |
36% |
False |
False |
813,169 |
100 |
3,761.0 |
2,951.0 |
810.0 |
25.1% |
70.9 |
2.2% |
34% |
False |
False |
651,131 |
120 |
3,761.0 |
2,951.0 |
810.0 |
25.1% |
64.5 |
2.0% |
34% |
False |
False |
542,926 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,880.8 |
2.618 |
3,634.3 |
1.618 |
3,483.3 |
1.000 |
3,390.0 |
0.618 |
3,332.3 |
HIGH |
3,239.0 |
0.618 |
3,181.3 |
0.500 |
3,163.5 |
0.382 |
3,145.7 |
LOW |
3,088.0 |
0.618 |
2,994.7 |
1.000 |
2,937.0 |
1.618 |
2,843.7 |
2.618 |
2,692.7 |
4.250 |
2,446.3 |
|
|
Fisher Pivots for day following 25-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
3,206.5 |
3,202.8 |
PP |
3,185.0 |
3,177.7 |
S1 |
3,163.5 |
3,152.5 |
|