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 |
1,160.2 |
1,155.7 |
-4.5 |
-0.4% |
1,113.5 |
High |
1,169.8 |
1,156.3 |
-13.5 |
-1.2% |
1,167.9 |
Low |
1,145.1 |
1,134.0 |
-11.1 |
-1.0% |
1,108.5 |
Close |
1,153.6 |
1,138.3 |
-15.3 |
-1.3% |
1,159.6 |
Range |
24.7 |
22.3 |
-2.4 |
-9.7% |
59.4 |
ATR |
17.2 |
17.5 |
0.4 |
2.1% |
0.0 |
Volume |
264,142 |
199,685 |
-64,457 |
-24.4% |
750,117 |
|
Daily Pivots for day following 25-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,209.8 |
1,196.3 |
1,150.6 |
|
R3 |
1,187.5 |
1,174.0 |
1,144.4 |
|
R2 |
1,165.2 |
1,165.2 |
1,142.4 |
|
R1 |
1,151.7 |
1,151.7 |
1,140.3 |
1,147.3 |
PP |
1,142.9 |
1,142.9 |
1,142.9 |
1,140.7 |
S1 |
1,129.4 |
1,129.4 |
1,136.3 |
1,125.0 |
S2 |
1,120.6 |
1,120.6 |
1,134.2 |
|
S3 |
1,098.3 |
1,107.1 |
1,132.2 |
|
S4 |
1,076.0 |
1,084.8 |
1,126.0 |
|
|
Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,323.5 |
1,301.0 |
1,192.3 |
|
R3 |
1,264.1 |
1,241.6 |
1,175.9 |
|
R2 |
1,204.7 |
1,204.7 |
1,170.5 |
|
R1 |
1,182.2 |
1,182.2 |
1,165.0 |
1,193.5 |
PP |
1,145.3 |
1,145.3 |
1,145.3 |
1,151.0 |
S1 |
1,122.8 |
1,122.8 |
1,154.2 |
1,134.1 |
S2 |
1,085.9 |
1,085.9 |
1,148.7 |
|
S3 |
1,026.5 |
1,063.4 |
1,143.3 |
|
S4 |
967.1 |
1,004.0 |
1,126.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,169.8 |
1,115.5 |
54.3 |
4.8% |
21.4 |
1.9% |
42% |
False |
False |
200,283 |
10 |
1,169.8 |
1,101.1 |
68.7 |
6.0% |
17.5 |
1.5% |
54% |
False |
False |
163,908 |
20 |
1,169.8 |
1,079.2 |
90.6 |
8.0% |
16.9 |
1.5% |
65% |
False |
False |
151,990 |
40 |
1,182.2 |
1,073.7 |
108.5 |
9.5% |
16.2 |
1.4% |
60% |
False |
False |
89,542 |
60 |
1,207.3 |
1,073.7 |
133.6 |
11.7% |
14.9 |
1.3% |
48% |
False |
False |
60,675 |
80 |
1,234.0 |
1,073.7 |
160.3 |
14.1% |
14.5 |
1.3% |
40% |
False |
False |
46,438 |
100 |
1,234.0 |
1,073.7 |
160.3 |
14.1% |
14.6 |
1.3% |
40% |
False |
False |
37,636 |
120 |
1,234.0 |
1,073.7 |
160.3 |
14.1% |
14.7 |
1.3% |
40% |
False |
False |
31,800 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,251.1 |
2.618 |
1,214.7 |
1.618 |
1,192.4 |
1.000 |
1,178.6 |
0.618 |
1,170.1 |
HIGH |
1,156.3 |
0.618 |
1,147.8 |
0.500 |
1,145.2 |
0.382 |
1,142.5 |
LOW |
1,134.0 |
0.618 |
1,120.2 |
1.000 |
1,111.7 |
1.618 |
1,097.9 |
2.618 |
1,075.6 |
4.250 |
1,039.2 |
|
|
Fisher Pivots for day following 25-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1,145.2 |
1,151.9 |
PP |
1,142.9 |
1,147.4 |
S1 |
1,140.6 |
1,142.8 |
|