Trading Metrics calculated at close of trading on 25-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2015 |
25-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
3,146.0 |
3,081.0 |
-65.0 |
-2.1% |
3,503.0 |
High |
3,176.0 |
3,226.0 |
50.0 |
1.6% |
3,527.0 |
Low |
2,950.0 |
3,081.0 |
131.0 |
4.4% |
3,200.0 |
Close |
3,056.0 |
3,218.0 |
162.0 |
5.3% |
3,245.0 |
Range |
226.0 |
145.0 |
-81.0 |
-35.8% |
327.0 |
ATR |
88.7 |
94.5 |
5.8 |
6.6% |
0.0 |
Volume |
11,748 |
73,097 |
61,349 |
522.2% |
6,660 |
|
Daily Pivots for day following 25-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,610.0 |
3,559.0 |
3,297.8 |
|
R3 |
3,465.0 |
3,414.0 |
3,257.9 |
|
R2 |
3,320.0 |
3,320.0 |
3,244.6 |
|
R1 |
3,269.0 |
3,269.0 |
3,231.3 |
3,294.5 |
PP |
3,175.0 |
3,175.0 |
3,175.0 |
3,187.8 |
S1 |
3,124.0 |
3,124.0 |
3,204.7 |
3,149.5 |
S2 |
3,030.0 |
3,030.0 |
3,191.4 |
|
S3 |
2,885.0 |
2,979.0 |
3,178.1 |
|
S4 |
2,740.0 |
2,834.0 |
3,138.3 |
|
|
Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,305.0 |
4,102.0 |
3,424.9 |
|
R3 |
3,978.0 |
3,775.0 |
3,334.9 |
|
R2 |
3,651.0 |
3,651.0 |
3,305.0 |
|
R1 |
3,448.0 |
3,448.0 |
3,275.0 |
3,386.0 |
PP |
3,324.0 |
3,324.0 |
3,324.0 |
3,293.0 |
S1 |
3,121.0 |
3,121.0 |
3,215.0 |
3,059.0 |
S2 |
2,997.0 |
2,997.0 |
3,185.1 |
|
S3 |
2,670.0 |
2,794.0 |
3,155.1 |
|
S4 |
2,343.0 |
2,467.0 |
3,065.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,469.0 |
2,950.0 |
519.0 |
16.1% |
134.0 |
4.2% |
52% |
False |
False |
18,123 |
10 |
3,601.0 |
2,950.0 |
651.0 |
20.2% |
102.9 |
3.2% |
41% |
False |
False |
9,297 |
20 |
3,677.0 |
2,950.0 |
727.0 |
22.6% |
74.8 |
2.3% |
37% |
False |
False |
4,825 |
40 |
3,699.0 |
2,950.0 |
749.0 |
23.3% |
68.5 |
2.1% |
36% |
False |
False |
3,369 |
60 |
3,699.0 |
2,950.0 |
749.0 |
23.3% |
69.7 |
2.2% |
36% |
False |
False |
3,573 |
80 |
3,699.0 |
2,950.0 |
749.0 |
23.3% |
64.1 |
2.0% |
36% |
False |
False |
2,751 |
100 |
3,740.0 |
2,950.0 |
790.0 |
24.5% |
57.4 |
1.8% |
34% |
False |
False |
2,213 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,842.3 |
2.618 |
3,605.6 |
1.618 |
3,460.6 |
1.000 |
3,371.0 |
0.618 |
3,315.6 |
HIGH |
3,226.0 |
0.618 |
3,170.6 |
0.500 |
3,153.5 |
0.382 |
3,136.4 |
LOW |
3,081.0 |
0.618 |
2,991.4 |
1.000 |
2,936.0 |
1.618 |
2,846.4 |
2.618 |
2,701.4 |
4.250 |
2,464.8 |
|
|
Fisher Pivots for day following 25-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
3,196.5 |
3,193.7 |
PP |
3,175.0 |
3,169.3 |
S1 |
3,153.5 |
3,145.0 |
|