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 |
15,620 |
15,602 |
-18 |
-0.1% |
17,365 |
High |
16,242 |
16,197 |
-45 |
-0.3% |
17,443 |
Low |
15,530 |
15,460 |
-70 |
-0.5% |
16,342 |
Close |
15,629 |
16,154 |
525 |
3.4% |
16,378 |
Range |
712 |
737 |
25 |
3.5% |
1,101 |
ATR |
307 |
338 |
31 |
10.0% |
0 |
Volume |
3,025 |
908 |
-2,117 |
-70.0% |
1,528 |
|
Daily Pivots for day following 26-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,148 |
17,888 |
16,559 |
|
R3 |
17,411 |
17,151 |
16,357 |
|
R2 |
16,674 |
16,674 |
16,289 |
|
R1 |
16,414 |
16,414 |
16,222 |
16,544 |
PP |
15,937 |
15,937 |
15,937 |
16,002 |
S1 |
15,677 |
15,677 |
16,087 |
15,807 |
S2 |
15,200 |
15,200 |
16,019 |
|
S3 |
14,463 |
14,940 |
15,951 |
|
S4 |
13,726 |
14,203 |
15,749 |
|
|
Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,024 |
19,302 |
16,984 |
|
R3 |
18,923 |
18,201 |
16,681 |
|
R2 |
17,822 |
17,822 |
16,580 |
|
R1 |
17,100 |
17,100 |
16,479 |
16,911 |
PP |
16,721 |
16,721 |
16,721 |
16,626 |
S1 |
15,999 |
15,999 |
16,277 |
15,810 |
S2 |
15,620 |
15,620 |
16,176 |
|
S3 |
14,519 |
14,898 |
16,075 |
|
S4 |
13,418 |
13,797 |
15,773 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,220 |
15,256 |
1,964 |
12.2% |
682 |
4.2% |
46% |
False |
False |
1,085 |
10 |
17,443 |
15,256 |
2,187 |
13.5% |
418 |
2.6% |
41% |
False |
False |
632 |
20 |
17,635 |
15,256 |
2,379 |
14.7% |
302 |
1.9% |
38% |
False |
False |
352 |
40 |
17,979 |
15,256 |
2,723 |
16.9% |
226 |
1.4% |
33% |
False |
False |
193 |
60 |
18,002 |
15,256 |
2,746 |
17.0% |
182 |
1.1% |
33% |
False |
False |
136 |
80 |
18,149 |
15,256 |
2,893 |
17.9% |
145 |
0.9% |
31% |
False |
False |
103 |
100 |
18,149 |
15,256 |
2,893 |
17.9% |
118 |
0.7% |
31% |
False |
False |
82 |
120 |
18,149 |
15,256 |
2,893 |
17.9% |
102 |
0.6% |
31% |
False |
False |
69 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,329 |
2.618 |
18,127 |
1.618 |
17,390 |
1.000 |
16,934 |
0.618 |
16,653 |
HIGH |
16,197 |
0.618 |
15,916 |
0.500 |
15,829 |
0.382 |
15,742 |
LOW |
15,460 |
0.618 |
15,005 |
1.000 |
14,723 |
1.618 |
14,268 |
2.618 |
13,531 |
4.250 |
12,328 |
|
|
Fisher Pivots for day following 26-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
16,046 |
16,033 |
PP |
15,937 |
15,911 |
S1 |
15,829 |
15,790 |
|