Trading Metrics calculated at close of trading on 26-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2015 |
26-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
17,815 |
17,765 |
-50 |
-0.3% |
20,590 |
High |
18,860 |
18,800 |
-60 |
-0.3% |
20,685 |
Low |
17,660 |
17,640 |
-20 |
-0.1% |
18,915 |
Close |
17,765 |
18,720 |
955 |
5.4% |
18,975 |
Range |
1,200 |
1,160 |
-40 |
-3.3% |
1,770 |
ATR |
527 |
572 |
45 |
8.6% |
0 |
Volume |
56,970 |
41,956 |
-15,014 |
-26.4% |
89,390 |
|
Daily Pivots for day following 26-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,867 |
21,453 |
19,358 |
|
R3 |
20,707 |
20,293 |
19,039 |
|
R2 |
19,547 |
19,547 |
18,933 |
|
R1 |
19,133 |
19,133 |
18,826 |
19,340 |
PP |
18,387 |
18,387 |
18,387 |
18,490 |
S1 |
17,973 |
17,973 |
18,614 |
18,180 |
S2 |
17,227 |
17,227 |
18,507 |
|
S3 |
16,067 |
16,813 |
18,401 |
|
S4 |
14,907 |
15,653 |
18,082 |
|
|
Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,835 |
23,675 |
19,949 |
|
R3 |
23,065 |
21,905 |
19,462 |
|
R2 |
21,295 |
21,295 |
19,300 |
|
R1 |
20,135 |
20,135 |
19,137 |
19,830 |
PP |
19,525 |
19,525 |
19,525 |
19,373 |
S1 |
18,365 |
18,365 |
18,813 |
18,060 |
S2 |
17,755 |
17,755 |
18,651 |
|
S3 |
15,985 |
16,595 |
18,488 |
|
S4 |
14,215 |
14,825 |
18,002 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,250 |
17,170 |
3,080 |
16.5% |
1,149 |
6.1% |
50% |
False |
False |
46,316 |
10 |
20,685 |
17,170 |
3,515 |
18.8% |
714 |
3.8% |
44% |
False |
False |
28,778 |
20 |
20,945 |
17,170 |
3,775 |
20.2% |
494 |
2.6% |
41% |
False |
False |
20,314 |
40 |
20,945 |
17,170 |
3,775 |
20.2% |
430 |
2.3% |
41% |
False |
False |
17,827 |
60 |
20,990 |
17,170 |
3,820 |
20.4% |
381 |
2.0% |
41% |
False |
False |
16,457 |
80 |
20,990 |
17,170 |
3,820 |
20.4% |
332 |
1.8% |
41% |
False |
False |
12,369 |
100 |
20,990 |
17,170 |
3,820 |
20.4% |
281 |
1.5% |
41% |
False |
False |
9,898 |
120 |
20,990 |
17,170 |
3,820 |
20.4% |
239 |
1.3% |
41% |
False |
False |
8,249 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,730 |
2.618 |
21,837 |
1.618 |
20,677 |
1.000 |
19,960 |
0.618 |
19,517 |
HIGH |
18,800 |
0.618 |
18,357 |
0.500 |
18,220 |
0.382 |
18,083 |
LOW |
17,640 |
0.618 |
16,923 |
1.000 |
16,480 |
1.618 |
15,763 |
2.618 |
14,603 |
4.250 |
12,710 |
|
|
Fisher Pivots for day following 26-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
18,553 |
18,526 |
PP |
18,387 |
18,332 |
S1 |
18,220 |
18,138 |
|