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 |
1,124.4 |
1,132.7 |
8.3 |
0.7% |
1,160.2 |
High |
1,140.3 |
1,136.3 |
-4.0 |
-0.4% |
1,169.8 |
Low |
1,123.1 |
1,125.0 |
1.9 |
0.2% |
1,116.9 |
Close |
1,134.0 |
1,132.5 |
-1.5 |
-0.1% |
1,134.0 |
Range |
17.2 |
11.3 |
-5.9 |
-34.3% |
52.9 |
ATR |
17.9 |
17.4 |
-0.5 |
-2.6% |
0.0 |
Volume |
152,105 |
98,950 |
-53,155 |
-34.9% |
966,100 |
|
Daily Pivots for day following 31-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,165.2 |
1,160.1 |
1,138.7 |
|
R3 |
1,153.9 |
1,148.8 |
1,135.6 |
|
R2 |
1,142.6 |
1,142.6 |
1,134.6 |
|
R1 |
1,137.5 |
1,137.5 |
1,133.5 |
1,134.4 |
PP |
1,131.3 |
1,131.3 |
1,131.3 |
1,129.7 |
S1 |
1,126.2 |
1,126.2 |
1,131.5 |
1,123.1 |
S2 |
1,120.0 |
1,120.0 |
1,130.4 |
|
S3 |
1,108.7 |
1,114.9 |
1,129.4 |
|
S4 |
1,097.4 |
1,103.6 |
1,126.3 |
|
|
Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,298.9 |
1,269.4 |
1,163.1 |
|
R3 |
1,246.0 |
1,216.5 |
1,148.5 |
|
R2 |
1,193.1 |
1,193.1 |
1,143.7 |
|
R1 |
1,163.6 |
1,163.6 |
1,138.8 |
1,151.9 |
PP |
1,140.2 |
1,140.2 |
1,140.2 |
1,134.4 |
S1 |
1,110.7 |
1,110.7 |
1,129.2 |
1,099.0 |
S2 |
1,087.3 |
1,087.3 |
1,124.3 |
|
S3 |
1,034.4 |
1,057.8 |
1,119.5 |
|
S4 |
981.5 |
1,004.9 |
1,104.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,156.3 |
1,116.9 |
39.4 |
3.5% |
18.3 |
1.6% |
40% |
False |
False |
160,181 |
10 |
1,169.8 |
1,108.5 |
61.3 |
5.4% |
18.8 |
1.7% |
39% |
False |
False |
172,258 |
20 |
1,169.8 |
1,080.2 |
89.6 |
7.9% |
17.1 |
1.5% |
58% |
False |
False |
153,915 |
40 |
1,171.5 |
1,073.7 |
97.8 |
8.6% |
16.8 |
1.5% |
60% |
False |
False |
103,971 |
60 |
1,207.3 |
1,073.7 |
133.6 |
11.8% |
15.1 |
1.3% |
44% |
False |
False |
70,540 |
80 |
1,234.0 |
1,073.7 |
160.3 |
14.2% |
14.8 |
1.3% |
37% |
False |
False |
53,833 |
100 |
1,234.0 |
1,073.7 |
160.3 |
14.2% |
14.8 |
1.3% |
37% |
False |
False |
43,561 |
120 |
1,234.0 |
1,073.7 |
160.3 |
14.2% |
14.7 |
1.3% |
37% |
False |
False |
36,701 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,184.3 |
2.618 |
1,165.9 |
1.618 |
1,154.6 |
1.000 |
1,147.6 |
0.618 |
1,143.3 |
HIGH |
1,136.3 |
0.618 |
1,132.0 |
0.500 |
1,130.7 |
0.382 |
1,129.3 |
LOW |
1,125.0 |
0.618 |
1,118.0 |
1.000 |
1,113.7 |
1.618 |
1,106.7 |
2.618 |
1,095.4 |
4.250 |
1,077.0 |
|
|
Fisher Pivots for day following 31-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1,131.9 |
1,131.2 |
PP |
1,131.3 |
1,129.9 |
S1 |
1,130.7 |
1,128.7 |
|