Trading Metrics calculated at close of trading on 27-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2015 |
27-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
17,765 |
18,700 |
935 |
5.3% |
20,590 |
High |
18,800 |
19,080 |
280 |
1.5% |
20,685 |
Low |
17,640 |
18,490 |
850 |
4.8% |
18,915 |
Close |
18,720 |
19,025 |
305 |
1.6% |
18,975 |
Range |
1,160 |
590 |
-570 |
-49.1% |
1,770 |
ATR |
572 |
573 |
1 |
0.2% |
0 |
Volume |
41,956 |
25,434 |
-16,522 |
-39.4% |
89,390 |
|
Daily Pivots for day following 27-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,635 |
20,420 |
19,350 |
|
R3 |
20,045 |
19,830 |
19,187 |
|
R2 |
19,455 |
19,455 |
19,133 |
|
R1 |
19,240 |
19,240 |
19,079 |
19,348 |
PP |
18,865 |
18,865 |
18,865 |
18,919 |
S1 |
18,650 |
18,650 |
18,971 |
18,758 |
S2 |
18,275 |
18,275 |
18,917 |
|
S3 |
17,685 |
18,060 |
18,863 |
|
S4 |
17,095 |
17,470 |
18,701 |
|
|
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 |
19,705 |
17,170 |
2,535 |
13.3% |
1,135 |
6.0% |
73% |
False |
False |
46,947 |
10 |
20,685 |
17,170 |
3,515 |
18.5% |
736 |
3.9% |
53% |
False |
False |
29,674 |
20 |
20,945 |
17,170 |
3,775 |
19.8% |
516 |
2.7% |
49% |
False |
False |
21,156 |
40 |
20,945 |
17,170 |
3,775 |
19.8% |
435 |
2.3% |
49% |
False |
False |
18,115 |
60 |
20,990 |
17,170 |
3,820 |
20.1% |
388 |
2.0% |
49% |
False |
False |
16,871 |
80 |
20,990 |
17,170 |
3,820 |
20.1% |
336 |
1.8% |
49% |
False |
False |
12,687 |
100 |
20,990 |
17,170 |
3,820 |
20.1% |
287 |
1.5% |
49% |
False |
False |
10,153 |
120 |
20,990 |
17,170 |
3,820 |
20.1% |
244 |
1.3% |
49% |
False |
False |
8,461 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,588 |
2.618 |
20,625 |
1.618 |
20,035 |
1.000 |
19,670 |
0.618 |
19,445 |
HIGH |
19,080 |
0.618 |
18,855 |
0.500 |
18,785 |
0.382 |
18,716 |
LOW |
18,490 |
0.618 |
18,126 |
1.000 |
17,900 |
1.618 |
17,536 |
2.618 |
16,946 |
4.250 |
15,983 |
|
|
Fisher Pivots for day following 27-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
18,945 |
18,803 |
PP |
18,865 |
18,582 |
S1 |
18,785 |
18,360 |
|