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 |
16,526 |
16,564 |
38 |
0.2% |
16,323 |
High |
16,580 |
16,564 |
-16 |
-0.1% |
16,580 |
Low |
16,375 |
16,327 |
-48 |
-0.3% |
15,256 |
Close |
16,564 |
16,414 |
-150 |
-0.9% |
16,564 |
Range |
205 |
237 |
32 |
15.6% |
1,324 |
ATR |
335 |
328 |
-7 |
-2.1% |
0 |
Volume |
498 |
412 |
-86 |
-17.3% |
5,814 |
|
Daily Pivots for day following 31-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,146 |
17,017 |
16,544 |
|
R3 |
16,909 |
16,780 |
16,479 |
|
R2 |
16,672 |
16,672 |
16,458 |
|
R1 |
16,543 |
16,543 |
16,436 |
16,489 |
PP |
16,435 |
16,435 |
16,435 |
16,408 |
S1 |
16,306 |
16,306 |
16,392 |
16,252 |
S2 |
16,198 |
16,198 |
16,371 |
|
S3 |
15,961 |
16,069 |
16,349 |
|
S4 |
15,724 |
15,832 |
16,284 |
|
|
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 |
15,460 |
1,120 |
6.8% |
466 |
2.8% |
85% |
False |
False |
1,140 |
10 |
17,443 |
15,256 |
2,187 |
13.3% |
463 |
2.8% |
53% |
False |
False |
765 |
20 |
17,500 |
15,256 |
2,244 |
13.7% |
324 |
2.0% |
52% |
False |
False |
435 |
40 |
17,979 |
15,256 |
2,723 |
16.6% |
238 |
1.4% |
43% |
False |
False |
236 |
60 |
18,002 |
15,256 |
2,746 |
16.7% |
195 |
1.2% |
42% |
False |
False |
165 |
80 |
18,149 |
15,256 |
2,893 |
17.6% |
154 |
0.9% |
40% |
False |
False |
125 |
100 |
18,149 |
15,256 |
2,893 |
17.6% |
127 |
0.8% |
40% |
False |
False |
100 |
120 |
18,149 |
15,256 |
2,893 |
17.6% |
107 |
0.7% |
40% |
False |
False |
84 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,571 |
2.618 |
17,185 |
1.618 |
16,948 |
1.000 |
16,801 |
0.618 |
16,711 |
HIGH |
16,564 |
0.618 |
16,474 |
0.500 |
16,446 |
0.382 |
16,418 |
LOW |
16,327 |
0.618 |
16,181 |
1.000 |
16,090 |
1.618 |
15,944 |
2.618 |
15,707 |
4.250 |
15,320 |
|
|
Fisher Pivots for day following 31-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
16,446 |
16,394 |
PP |
16,435 |
16,375 |
S1 |
16,425 |
16,355 |
|