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 |
1,931.25 |
1,980.00 |
48.75 |
2.5% |
1,959.00 |
High |
1,981.00 |
1,983.75 |
2.75 |
0.1% |
1,983.75 |
Low |
1,926.00 |
1,958.50 |
32.50 |
1.7% |
1,823.00 |
Close |
1,980.50 |
1,981.00 |
0.50 |
0.0% |
1,981.00 |
Range |
55.00 |
25.25 |
-29.75 |
-54.1% |
160.75 |
ATR |
43.95 |
42.61 |
-1.34 |
-3.0% |
0.00 |
Volume |
21,094 |
18,409 |
-2,685 |
-12.7% |
142,444 |
|
Daily Pivots for day following 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,050.25 |
2,040.75 |
1,995.00 |
|
R3 |
2,025.00 |
2,015.50 |
1,988.00 |
|
R2 |
1,999.75 |
1,999.75 |
1,985.75 |
|
R1 |
1,990.25 |
1,990.25 |
1,983.25 |
1,995.00 |
PP |
1,974.50 |
1,974.50 |
1,974.50 |
1,976.75 |
S1 |
1,965.00 |
1,965.00 |
1,978.75 |
1,969.75 |
S2 |
1,949.25 |
1,949.25 |
1,976.25 |
|
S3 |
1,924.00 |
1,939.75 |
1,974.00 |
|
S4 |
1,898.75 |
1,914.50 |
1,967.00 |
|
|
Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,411.50 |
2,357.00 |
2,069.50 |
|
R3 |
2,250.75 |
2,196.25 |
2,025.25 |
|
R2 |
2,090.00 |
2,090.00 |
2,010.50 |
|
R1 |
2,035.50 |
2,035.50 |
1,995.75 |
2,062.75 |
PP |
1,929.25 |
1,929.25 |
1,929.25 |
1,943.00 |
S1 |
1,874.75 |
1,874.75 |
1,966.25 |
1,902.00 |
S2 |
1,768.50 |
1,768.50 |
1,951.50 |
|
S3 |
1,607.75 |
1,714.00 |
1,936.75 |
|
S4 |
1,447.00 |
1,553.25 |
1,892.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,983.75 |
1,823.00 |
160.75 |
8.1% |
78.75 |
4.0% |
98% |
True |
False |
28,488 |
10 |
2,095.50 |
1,823.00 |
272.50 |
13.8% |
57.75 |
2.9% |
58% |
False |
False |
17,666 |
20 |
2,099.00 |
1,823.00 |
276.00 |
13.9% |
41.00 |
2.1% |
57% |
False |
False |
11,552 |
40 |
2,118.50 |
1,823.00 |
295.50 |
14.9% |
32.00 |
1.6% |
53% |
False |
False |
7,138 |
60 |
2,118.50 |
1,823.00 |
295.50 |
14.9% |
27.75 |
1.4% |
53% |
False |
False |
5,437 |
80 |
2,118.50 |
1,823.00 |
295.50 |
14.9% |
25.00 |
1.3% |
53% |
False |
False |
4,155 |
100 |
2,118.50 |
1,823.00 |
295.50 |
14.9% |
23.50 |
1.2% |
53% |
False |
False |
3,366 |
120 |
2,118.50 |
1,823.00 |
295.50 |
14.9% |
22.75 |
1.1% |
53% |
False |
False |
2,813 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,091.00 |
2.618 |
2,049.75 |
1.618 |
2,024.50 |
1.000 |
2,009.00 |
0.618 |
1,999.25 |
HIGH |
1,983.75 |
0.618 |
1,974.00 |
0.500 |
1,971.00 |
0.382 |
1,968.25 |
LOW |
1,958.50 |
0.618 |
1,943.00 |
1.000 |
1,933.25 |
1.618 |
1,917.75 |
2.618 |
1,892.50 |
4.250 |
1,851.25 |
|
|
Fisher Pivots for day following 28-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1,977.75 |
1,958.25 |
PP |
1,974.50 |
1,935.50 |
S1 |
1,971.00 |
1,913.00 |
|