Trading Metrics calculated at close of trading on 31-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2015 |
31-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
19,010 |
19,155 |
145 |
0.8% |
18,940 |
High |
19,215 |
19,155 |
-60 |
-0.3% |
19,215 |
Low |
18,950 |
18,750 |
-200 |
-1.1% |
17,170 |
Close |
19,175 |
18,810 |
-365 |
-1.9% |
19,175 |
Range |
265 |
405 |
140 |
52.8% |
2,045 |
ATR |
551 |
542 |
-9 |
-1.6% |
0 |
Volume |
14,922 |
14,522 |
-400 |
-2.7% |
213,399 |
|
Daily Pivots for day following 31-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,120 |
19,870 |
19,033 |
|
R3 |
19,715 |
19,465 |
18,922 |
|
R2 |
19,310 |
19,310 |
18,884 |
|
R1 |
19,060 |
19,060 |
18,847 |
18,983 |
PP |
18,905 |
18,905 |
18,905 |
18,866 |
S1 |
18,655 |
18,655 |
18,773 |
18,578 |
S2 |
18,500 |
18,500 |
18,736 |
|
S3 |
18,095 |
18,250 |
18,699 |
|
S4 |
17,690 |
17,845 |
18,587 |
|
|
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 |
17,640 |
1,575 |
8.4% |
724 |
3.8% |
74% |
False |
False |
30,760 |
10 |
20,685 |
17,170 |
3,515 |
18.7% |
773 |
4.1% |
47% |
False |
False |
30,985 |
20 |
20,945 |
17,170 |
3,775 |
20.1% |
533 |
2.8% |
43% |
False |
False |
21,733 |
40 |
20,945 |
17,170 |
3,775 |
20.1% |
434 |
2.3% |
43% |
False |
False |
18,034 |
60 |
20,990 |
17,170 |
3,820 |
20.3% |
392 |
2.1% |
43% |
False |
False |
17,132 |
80 |
20,990 |
17,170 |
3,820 |
20.3% |
339 |
1.8% |
43% |
False |
False |
13,054 |
100 |
20,990 |
17,170 |
3,820 |
20.3% |
291 |
1.5% |
43% |
False |
False |
10,447 |
120 |
20,990 |
17,170 |
3,820 |
20.3% |
250 |
1.3% |
43% |
False |
False |
8,706 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,876 |
2.618 |
20,215 |
1.618 |
19,810 |
1.000 |
19,560 |
0.618 |
19,405 |
HIGH |
19,155 |
0.618 |
19,000 |
0.500 |
18,953 |
0.382 |
18,905 |
LOW |
18,750 |
0.618 |
18,500 |
1.000 |
18,345 |
1.618 |
18,095 |
2.618 |
17,690 |
4.250 |
17,029 |
|
|
Fisher Pivots for day following 31-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
18,953 |
18,853 |
PP |
18,905 |
18,838 |
S1 |
18,858 |
18,824 |
|