Trading Metrics calculated at close of trading on 27-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2015 |
27-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
3,172.0 |
3,207.0 |
35.0 |
1.1% |
3,503.0 |
High |
3,222.0 |
3,287.0 |
65.0 |
2.0% |
3,527.0 |
Low |
3,115.0 |
3,207.0 |
92.0 |
3.0% |
3,200.0 |
Close |
3,170.0 |
3,274.0 |
104.0 |
3.3% |
3,245.0 |
Range |
107.0 |
80.0 |
-27.0 |
-25.2% |
327.0 |
ATR |
95.4 |
96.9 |
1.5 |
1.6% |
0.0 |
Volume |
2,387 |
2,197 |
-190 |
-8.0% |
6,660 |
|
Daily Pivots for day following 27-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,496.0 |
3,465.0 |
3,318.0 |
|
R3 |
3,416.0 |
3,385.0 |
3,296.0 |
|
R2 |
3,336.0 |
3,336.0 |
3,288.7 |
|
R1 |
3,305.0 |
3,305.0 |
3,281.3 |
3,320.5 |
PP |
3,256.0 |
3,256.0 |
3,256.0 |
3,263.8 |
S1 |
3,225.0 |
3,225.0 |
3,266.7 |
3,240.5 |
S2 |
3,176.0 |
3,176.0 |
3,259.3 |
|
S3 |
3,096.0 |
3,145.0 |
3,252.0 |
|
S4 |
3,016.0 |
3,065.0 |
3,230.0 |
|
|
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 |
3,340.0 |
2,950.0 |
390.0 |
11.9% |
139.6 |
4.3% |
83% |
False |
False |
18,554 |
10 |
3,529.0 |
2,950.0 |
579.0 |
17.7% |
103.1 |
3.1% |
56% |
False |
False |
9,625 |
20 |
3,677.0 |
2,950.0 |
727.0 |
22.2% |
79.3 |
2.4% |
45% |
False |
False |
4,958 |
40 |
3,699.0 |
2,950.0 |
749.0 |
22.9% |
69.4 |
2.1% |
43% |
False |
False |
3,448 |
60 |
3,699.0 |
2,950.0 |
749.0 |
22.9% |
71.1 |
2.2% |
43% |
False |
False |
3,648 |
80 |
3,699.0 |
2,950.0 |
749.0 |
22.9% |
64.5 |
2.0% |
43% |
False |
False |
2,808 |
100 |
3,740.0 |
2,950.0 |
790.0 |
24.1% |
59.2 |
1.8% |
41% |
False |
False |
2,258 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,627.0 |
2.618 |
3,496.4 |
1.618 |
3,416.4 |
1.000 |
3,367.0 |
0.618 |
3,336.4 |
HIGH |
3,287.0 |
0.618 |
3,256.4 |
0.500 |
3,247.0 |
0.382 |
3,237.6 |
LOW |
3,207.0 |
0.618 |
3,157.6 |
1.000 |
3,127.0 |
1.618 |
3,077.6 |
2.618 |
2,997.6 |
4.250 |
2,867.0 |
|
|
Fisher Pivots for day following 27-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
3,265.0 |
3,244.0 |
PP |
3,256.0 |
3,214.0 |
S1 |
3,247.0 |
3,184.0 |
|