Trading Metrics calculated at close of trading on 28-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2015 |
28-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
16,165 |
16,526 |
361 |
2.2% |
16,323 |
High |
16,570 |
16,580 |
10 |
0.1% |
16,580 |
Low |
16,130 |
16,375 |
245 |
1.5% |
15,256 |
Close |
16,555 |
16,564 |
9 |
0.1% |
16,564 |
Range |
440 |
205 |
-235 |
-53.4% |
1,324 |
ATR |
345 |
335 |
-10 |
-2.9% |
0 |
Volume |
858 |
498 |
-360 |
-42.0% |
5,814 |
|
Daily Pivots for day following 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,121 |
17,048 |
16,677 |
|
R3 |
16,916 |
16,843 |
16,621 |
|
R2 |
16,711 |
16,711 |
16,602 |
|
R1 |
16,638 |
16,638 |
16,583 |
16,675 |
PP |
16,506 |
16,506 |
16,506 |
16,525 |
S1 |
16,433 |
16,433 |
16,545 |
16,470 |
S2 |
16,301 |
16,301 |
16,527 |
|
S3 |
16,096 |
16,228 |
16,508 |
|
S4 |
15,891 |
16,023 |
16,451 |
|
|
Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,105 |
19,659 |
17,292 |
|
R3 |
18,781 |
18,335 |
16,928 |
|
R2 |
17,457 |
17,457 |
16,807 |
|
R1 |
17,011 |
17,011 |
16,685 |
17,234 |
PP |
16,133 |
16,133 |
16,133 |
16,245 |
S1 |
15,687 |
15,687 |
16,443 |
15,910 |
S2 |
14,809 |
14,809 |
16,321 |
|
S3 |
13,485 |
14,363 |
16,200 |
|
S4 |
12,161 |
13,039 |
15,836 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,580 |
15,256 |
1,324 |
8.0% |
632 |
3.8% |
99% |
True |
False |
1,162 |
10 |
17,443 |
15,256 |
2,187 |
13.2% |
459 |
2.8% |
60% |
False |
False |
734 |
20 |
17,530 |
15,256 |
2,274 |
13.7% |
322 |
1.9% |
58% |
False |
False |
416 |
40 |
17,979 |
15,256 |
2,723 |
16.4% |
237 |
1.4% |
48% |
False |
False |
226 |
60 |
18,002 |
15,256 |
2,746 |
16.6% |
193 |
1.2% |
48% |
False |
False |
159 |
80 |
18,149 |
15,256 |
2,893 |
17.5% |
151 |
0.9% |
45% |
False |
False |
120 |
100 |
18,149 |
15,256 |
2,893 |
17.5% |
125 |
0.8% |
45% |
False |
False |
96 |
120 |
18,149 |
15,256 |
2,893 |
17.5% |
106 |
0.6% |
45% |
False |
False |
80 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,451 |
2.618 |
17,117 |
1.618 |
16,912 |
1.000 |
16,785 |
0.618 |
16,707 |
HIGH |
16,580 |
0.618 |
16,502 |
0.500 |
16,478 |
0.382 |
16,453 |
LOW |
16,375 |
0.618 |
16,248 |
1.000 |
16,170 |
1.618 |
16,043 |
2.618 |
15,838 |
4.250 |
15,504 |
|
|
Fisher Pivots for day following 28-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
16,535 |
16,383 |
PP |
16,506 |
16,201 |
S1 |
16,478 |
16,020 |
|