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 |
1,980.00 |
1,979.00 |
-1.00 |
-0.1% |
1,959.00 |
High |
1,983.75 |
1,979.00 |
-4.75 |
-0.2% |
1,983.75 |
Low |
1,958.50 |
1,950.00 |
-8.50 |
-0.4% |
1,823.00 |
Close |
1,981.00 |
1,960.75 |
-20.25 |
-1.0% |
1,981.00 |
Range |
25.25 |
29.00 |
3.75 |
14.9% |
160.75 |
ATR |
42.61 |
41.79 |
-0.83 |
-1.9% |
0.00 |
Volume |
18,409 |
21,229 |
2,820 |
15.3% |
142,444 |
|
Daily Pivots for day following 31-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,050.25 |
2,034.50 |
1,976.75 |
|
R3 |
2,021.25 |
2,005.50 |
1,968.75 |
|
R2 |
1,992.25 |
1,992.25 |
1,966.00 |
|
R1 |
1,976.50 |
1,976.50 |
1,963.50 |
1,970.00 |
PP |
1,963.25 |
1,963.25 |
1,963.25 |
1,960.00 |
S1 |
1,947.50 |
1,947.50 |
1,958.00 |
1,941.00 |
S2 |
1,934.25 |
1,934.25 |
1,955.50 |
|
S3 |
1,905.25 |
1,918.50 |
1,952.75 |
|
S4 |
1,876.25 |
1,889.50 |
1,944.75 |
|
|
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 |
1,842.00 |
141.75 |
7.2% |
57.50 |
2.9% |
84% |
False |
False |
28,637 |
10 |
2,095.50 |
1,823.00 |
272.50 |
13.9% |
58.25 |
3.0% |
51% |
False |
False |
19,379 |
20 |
2,099.00 |
1,823.00 |
276.00 |
14.1% |
41.50 |
2.1% |
50% |
False |
False |
12,443 |
40 |
2,118.50 |
1,823.00 |
295.50 |
15.1% |
31.75 |
1.6% |
47% |
False |
False |
7,625 |
60 |
2,118.50 |
1,823.00 |
295.50 |
15.1% |
28.00 |
1.4% |
47% |
False |
False |
5,788 |
80 |
2,118.50 |
1,823.00 |
295.50 |
15.1% |
25.00 |
1.3% |
47% |
False |
False |
4,415 |
100 |
2,118.50 |
1,823.00 |
295.50 |
15.1% |
23.75 |
1.2% |
47% |
False |
False |
3,576 |
120 |
2,118.50 |
1,823.00 |
295.50 |
15.1% |
22.75 |
1.2% |
47% |
False |
False |
2,990 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,102.25 |
2.618 |
2,055.00 |
1.618 |
2,026.00 |
1.000 |
2,008.00 |
0.618 |
1,997.00 |
HIGH |
1,979.00 |
0.618 |
1,968.00 |
0.500 |
1,964.50 |
0.382 |
1,961.00 |
LOW |
1,950.00 |
0.618 |
1,932.00 |
1.000 |
1,921.00 |
1.618 |
1,903.00 |
2.618 |
1,874.00 |
4.250 |
1,826.75 |
|
|
Fisher Pivots for day following 31-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1,964.50 |
1,958.75 |
PP |
1,963.25 |
1,956.75 |
S1 |
1,962.00 |
1,955.00 |
|