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 |
1,155.7 |
1,139.9 |
-15.8 |
-1.4% |
1,113.5 |
High |
1,156.3 |
1,146.0 |
-10.3 |
-0.9% |
1,167.9 |
Low |
1,134.0 |
1,116.9 |
-17.1 |
-1.5% |
1,108.5 |
Close |
1,138.3 |
1,124.6 |
-13.7 |
-1.2% |
1,159.6 |
Range |
22.3 |
29.1 |
6.8 |
30.5% |
59.4 |
ATR |
17.5 |
18.4 |
0.8 |
4.7% |
0.0 |
Volume |
199,685 |
207,120 |
7,435 |
3.7% |
750,117 |
|
Daily Pivots for day following 26-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,216.5 |
1,199.6 |
1,140.6 |
|
R3 |
1,187.4 |
1,170.5 |
1,132.6 |
|
R2 |
1,158.3 |
1,158.3 |
1,129.9 |
|
R1 |
1,141.4 |
1,141.4 |
1,127.3 |
1,135.3 |
PP |
1,129.2 |
1,129.2 |
1,129.2 |
1,126.1 |
S1 |
1,112.3 |
1,112.3 |
1,121.9 |
1,106.2 |
S2 |
1,100.1 |
1,100.1 |
1,119.3 |
|
S3 |
1,071.0 |
1,083.2 |
1,116.6 |
|
S4 |
1,041.9 |
1,054.1 |
1,108.6 |
|
|
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 |
1,116.9 |
52.9 |
4.7% |
23.4 |
2.1% |
15% |
False |
True |
210,837 |
10 |
1,169.8 |
1,108.5 |
61.3 |
5.5% |
18.0 |
1.6% |
26% |
False |
False |
165,250 |
20 |
1,169.8 |
1,079.2 |
90.6 |
8.1% |
17.8 |
1.6% |
50% |
False |
False |
156,667 |
40 |
1,176.5 |
1,073.7 |
102.8 |
9.1% |
16.6 |
1.5% |
50% |
False |
False |
94,633 |
60 |
1,207.3 |
1,073.7 |
133.6 |
11.9% |
15.2 |
1.4% |
38% |
False |
False |
64,108 |
80 |
1,234.0 |
1,073.7 |
160.3 |
14.3% |
14.7 |
1.3% |
32% |
False |
False |
48,984 |
100 |
1,234.0 |
1,073.7 |
160.3 |
14.3% |
14.7 |
1.3% |
32% |
False |
False |
39,690 |
120 |
1,234.0 |
1,073.7 |
160.3 |
14.3% |
14.7 |
1.3% |
32% |
False |
False |
33,492 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,269.7 |
2.618 |
1,222.2 |
1.618 |
1,193.1 |
1.000 |
1,175.1 |
0.618 |
1,164.0 |
HIGH |
1,146.0 |
0.618 |
1,134.9 |
0.500 |
1,131.5 |
0.382 |
1,128.0 |
LOW |
1,116.9 |
0.618 |
1,098.9 |
1.000 |
1,087.8 |
1.618 |
1,069.8 |
2.618 |
1,040.7 |
4.250 |
993.2 |
|
|
Fisher Pivots for day following 26-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1,131.5 |
1,143.4 |
PP |
1,129.2 |
1,137.1 |
S1 |
1,126.9 |
1,130.9 |
|