Trading Metrics calculated at close of trading on 28-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2015 |
28-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
18,700 |
19,010 |
310 |
1.7% |
18,940 |
High |
19,080 |
19,215 |
135 |
0.7% |
19,215 |
Low |
18,490 |
18,950 |
460 |
2.5% |
17,170 |
Close |
19,025 |
19,175 |
150 |
0.8% |
19,175 |
Range |
590 |
265 |
-325 |
-55.1% |
2,045 |
ATR |
573 |
551 |
-22 |
-3.8% |
0 |
Volume |
25,434 |
14,922 |
-10,512 |
-41.3% |
213,399 |
|
Daily Pivots for day following 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,908 |
19,807 |
19,321 |
|
R3 |
19,643 |
19,542 |
19,248 |
|
R2 |
19,378 |
19,378 |
19,224 |
|
R1 |
19,277 |
19,277 |
19,199 |
19,328 |
PP |
19,113 |
19,113 |
19,113 |
19,139 |
S1 |
19,012 |
19,012 |
19,151 |
19,063 |
S2 |
18,848 |
18,848 |
19,127 |
|
S3 |
18,583 |
18,747 |
19,102 |
|
S4 |
18,318 |
18,482 |
19,029 |
|
|
Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,655 |
23,960 |
20,300 |
|
R3 |
22,610 |
21,915 |
19,738 |
|
R2 |
20,565 |
20,565 |
19,550 |
|
R1 |
19,870 |
19,870 |
19,363 |
20,218 |
PP |
18,520 |
18,520 |
18,520 |
18,694 |
S1 |
17,825 |
17,825 |
18,988 |
18,173 |
S2 |
16,475 |
16,475 |
18,800 |
|
S3 |
14,430 |
15,780 |
18,613 |
|
S4 |
12,385 |
13,735 |
18,050 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,215 |
17,170 |
2,045 |
10.7% |
1,030 |
5.4% |
98% |
True |
False |
42,679 |
10 |
20,685 |
17,170 |
3,515 |
18.3% |
748 |
3.9% |
57% |
False |
False |
30,278 |
20 |
20,945 |
17,170 |
3,775 |
19.7% |
522 |
2.7% |
53% |
False |
False |
21,410 |
40 |
20,945 |
17,170 |
3,775 |
19.7% |
438 |
2.3% |
53% |
False |
False |
18,278 |
60 |
20,990 |
17,170 |
3,820 |
19.9% |
389 |
2.0% |
52% |
False |
False |
17,045 |
80 |
20,990 |
17,170 |
3,820 |
19.9% |
337 |
1.8% |
52% |
False |
False |
12,873 |
100 |
20,990 |
17,170 |
3,820 |
19.9% |
289 |
1.5% |
52% |
False |
False |
10,302 |
120 |
20,990 |
17,170 |
3,820 |
19.9% |
246 |
1.3% |
52% |
False |
False |
8,585 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,341 |
2.618 |
19,909 |
1.618 |
19,644 |
1.000 |
19,480 |
0.618 |
19,379 |
HIGH |
19,215 |
0.618 |
19,114 |
0.500 |
19,083 |
0.382 |
19,051 |
LOW |
18,950 |
0.618 |
18,786 |
1.000 |
18,685 |
1.618 |
18,521 |
2.618 |
18,256 |
4.250 |
17,824 |
|
|
Fisher Pivots for day following 28-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
19,144 |
18,926 |
PP |
19,113 |
18,677 |
S1 |
19,083 |
18,428 |
|