Trading Metrics calculated at close of trading on 24-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2015 |
24-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
2,018.50 |
1,959.00 |
-59.50 |
-2.9% |
2,082.50 |
High |
2,021.50 |
1,959.00 |
-62.50 |
-3.1% |
2,095.50 |
Low |
1,959.50 |
1,823.00 |
-136.50 |
-7.0% |
1,959.50 |
Close |
1,963.00 |
1,862.25 |
-100.75 |
-5.1% |
1,963.00 |
Range |
62.00 |
136.00 |
74.00 |
119.4% |
136.00 |
ATR |
27.73 |
35.75 |
8.02 |
28.9% |
0.00 |
Volume |
11,090 |
20,487 |
9,397 |
84.7% |
34,217 |
|
Daily Pivots for day following 24-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,289.50 |
2,211.75 |
1,937.00 |
|
R3 |
2,153.50 |
2,075.75 |
1,899.75 |
|
R2 |
2,017.50 |
2,017.50 |
1,887.25 |
|
R1 |
1,939.75 |
1,939.75 |
1,874.75 |
1,910.50 |
PP |
1,881.50 |
1,881.50 |
1,881.50 |
1,866.75 |
S1 |
1,803.75 |
1,803.75 |
1,849.75 |
1,774.50 |
S2 |
1,745.50 |
1,745.50 |
1,837.25 |
|
S3 |
1,609.50 |
1,667.75 |
1,824.75 |
|
S4 |
1,473.50 |
1,531.75 |
1,787.50 |
|
|
Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,414.00 |
2,324.50 |
2,037.75 |
|
R3 |
2,278.00 |
2,188.50 |
2,000.50 |
|
R2 |
2,142.00 |
2,142.00 |
1,988.00 |
|
R1 |
2,052.50 |
2,052.50 |
1,975.50 |
2,029.25 |
PP |
2,006.00 |
2,006.00 |
2,006.00 |
1,994.50 |
S1 |
1,916.50 |
1,916.50 |
1,950.50 |
1,893.25 |
S2 |
1,870.00 |
1,870.00 |
1,938.00 |
|
S3 |
1,734.00 |
1,780.50 |
1,925.50 |
|
S4 |
1,598.00 |
1,644.50 |
1,888.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,095.50 |
1,823.00 |
272.50 |
14.6% |
59.00 |
3.2% |
14% |
False |
True |
10,122 |
10 |
2,095.50 |
1,823.00 |
272.50 |
14.6% |
42.50 |
2.3% |
14% |
False |
True |
8,313 |
20 |
2,101.25 |
1,823.00 |
278.25 |
14.9% |
32.00 |
1.7% |
14% |
False |
True |
6,157 |
40 |
2,118.50 |
1,823.00 |
295.50 |
15.9% |
28.00 |
1.5% |
13% |
False |
True |
4,455 |
60 |
2,118.50 |
1,823.00 |
295.50 |
15.9% |
24.50 |
1.3% |
13% |
False |
True |
3,428 |
80 |
2,118.50 |
1,823.00 |
295.50 |
15.9% |
22.75 |
1.2% |
13% |
False |
True |
2,645 |
100 |
2,118.50 |
1,823.00 |
295.50 |
15.9% |
21.75 |
1.2% |
13% |
False |
True |
2,147 |
120 |
2,118.50 |
1,823.00 |
295.50 |
15.9% |
21.25 |
1.1% |
13% |
False |
True |
1,798 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,537.00 |
2.618 |
2,315.00 |
1.618 |
2,179.00 |
1.000 |
2,095.00 |
0.618 |
2,043.00 |
HIGH |
1,959.00 |
0.618 |
1,907.00 |
0.500 |
1,891.00 |
0.382 |
1,875.00 |
LOW |
1,823.00 |
0.618 |
1,739.00 |
1.000 |
1,687.00 |
1.618 |
1,603.00 |
2.618 |
1,467.00 |
4.250 |
1,245.00 |
|
|
Fisher Pivots for day following 24-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1,891.00 |
1,946.25 |
PP |
1,881.50 |
1,918.25 |
S1 |
1,871.75 |
1,890.25 |
|