Trading Metrics calculated at close of trading on 27-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2015 |
27-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
15,602 |
16,165 |
563 |
3.6% |
17,365 |
High |
16,197 |
16,570 |
373 |
2.3% |
17,443 |
Low |
15,460 |
16,130 |
670 |
4.3% |
16,342 |
Close |
16,154 |
16,555 |
401 |
2.5% |
16,378 |
Range |
737 |
440 |
-297 |
-40.3% |
1,101 |
ATR |
338 |
345 |
7 |
2.2% |
0 |
Volume |
908 |
858 |
-50 |
-5.5% |
1,528 |
|
Daily Pivots for day following 27-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,738 |
17,587 |
16,797 |
|
R3 |
17,298 |
17,147 |
16,676 |
|
R2 |
16,858 |
16,858 |
16,636 |
|
R1 |
16,707 |
16,707 |
16,595 |
16,783 |
PP |
16,418 |
16,418 |
16,418 |
16,456 |
S1 |
16,267 |
16,267 |
16,515 |
16,343 |
S2 |
15,978 |
15,978 |
16,474 |
|
S3 |
15,538 |
15,827 |
16,434 |
|
S4 |
15,098 |
15,387 |
16,313 |
|
|
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 |
16,845 |
15,256 |
1,589 |
9.6% |
692 |
4.2% |
82% |
False |
False |
1,224 |
10 |
17,443 |
15,256 |
2,187 |
13.2% |
450 |
2.7% |
59% |
False |
False |
699 |
20 |
17,635 |
15,256 |
2,379 |
14.4% |
317 |
1.9% |
55% |
False |
False |
392 |
40 |
17,979 |
15,256 |
2,723 |
16.4% |
233 |
1.4% |
48% |
False |
False |
214 |
60 |
18,002 |
15,256 |
2,746 |
16.6% |
190 |
1.1% |
47% |
False |
False |
150 |
80 |
18,149 |
15,256 |
2,893 |
17.5% |
149 |
0.9% |
45% |
False |
False |
114 |
100 |
18,149 |
15,256 |
2,893 |
17.5% |
123 |
0.7% |
45% |
False |
False |
91 |
120 |
18,149 |
15,256 |
2,893 |
17.5% |
105 |
0.6% |
45% |
False |
False |
76 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,440 |
2.618 |
17,722 |
1.618 |
17,282 |
1.000 |
17,010 |
0.618 |
16,842 |
HIGH |
16,570 |
0.618 |
16,402 |
0.500 |
16,350 |
0.382 |
16,298 |
LOW |
16,130 |
0.618 |
15,858 |
1.000 |
15,690 |
1.618 |
15,418 |
2.618 |
14,978 |
4.250 |
14,260 |
|
|
Fisher Pivots for day following 27-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
16,487 |
16,375 |
PP |
16,418 |
16,195 |
S1 |
16,350 |
16,015 |
|