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 |
3,207.0 |
3,277.0 |
70.0 |
2.2% |
3,146.0 |
High |
3,287.0 |
3,282.0 |
-5.0 |
-0.2% |
3,287.0 |
Low |
3,207.0 |
3,240.0 |
33.0 |
1.0% |
2,950.0 |
Close |
3,274.0 |
3,267.0 |
-7.0 |
-0.2% |
3,267.0 |
Range |
80.0 |
42.0 |
-38.0 |
-47.5% |
337.0 |
ATR |
96.9 |
93.0 |
-3.9 |
-4.0% |
0.0 |
Volume |
2,197 |
2,660 |
463 |
21.1% |
92,089 |
|
Daily Pivots for day following 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,389.0 |
3,370.0 |
3,290.1 |
|
R3 |
3,347.0 |
3,328.0 |
3,278.6 |
|
R2 |
3,305.0 |
3,305.0 |
3,274.7 |
|
R1 |
3,286.0 |
3,286.0 |
3,270.9 |
3,274.5 |
PP |
3,263.0 |
3,263.0 |
3,263.0 |
3,257.3 |
S1 |
3,244.0 |
3,244.0 |
3,263.2 |
3,232.5 |
S2 |
3,221.0 |
3,221.0 |
3,259.3 |
|
S3 |
3,179.0 |
3,202.0 |
3,255.5 |
|
S4 |
3,137.0 |
3,160.0 |
3,243.9 |
|
|
Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,179.0 |
4,060.0 |
3,452.4 |
|
R3 |
3,842.0 |
3,723.0 |
3,359.7 |
|
R2 |
3,505.0 |
3,505.0 |
3,328.8 |
|
R1 |
3,386.0 |
3,386.0 |
3,297.9 |
3,445.5 |
PP |
3,168.0 |
3,168.0 |
3,168.0 |
3,197.8 |
S1 |
3,049.0 |
3,049.0 |
3,236.1 |
3,108.5 |
S2 |
2,831.0 |
2,831.0 |
3,205.2 |
|
S3 |
2,494.0 |
2,712.0 |
3,174.3 |
|
S4 |
2,157.0 |
2,375.0 |
3,081.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,287.0 |
2,950.0 |
337.0 |
10.3% |
120.0 |
3.7% |
94% |
False |
False |
18,417 |
10 |
3,527.0 |
2,950.0 |
577.0 |
17.7% |
101.0 |
3.1% |
55% |
False |
False |
9,874 |
20 |
3,677.0 |
2,950.0 |
727.0 |
22.3% |
79.0 |
2.4% |
44% |
False |
False |
5,083 |
40 |
3,699.0 |
2,950.0 |
749.0 |
22.9% |
69.2 |
2.1% |
42% |
False |
False |
3,230 |
60 |
3,699.0 |
2,950.0 |
749.0 |
22.9% |
71.3 |
2.2% |
42% |
False |
False |
3,692 |
80 |
3,699.0 |
2,950.0 |
749.0 |
22.9% |
64.1 |
2.0% |
42% |
False |
False |
2,841 |
100 |
3,740.0 |
2,950.0 |
790.0 |
24.2% |
59.4 |
1.8% |
40% |
False |
False |
2,284 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,460.5 |
2.618 |
3,392.0 |
1.618 |
3,350.0 |
1.000 |
3,324.0 |
0.618 |
3,308.0 |
HIGH |
3,282.0 |
0.618 |
3,266.0 |
0.500 |
3,261.0 |
0.382 |
3,256.0 |
LOW |
3,240.0 |
0.618 |
3,214.0 |
1.000 |
3,198.0 |
1.618 |
3,172.0 |
2.618 |
3,130.0 |
4.250 |
3,061.5 |
|
|
Fisher Pivots for day following 28-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
3,265.0 |
3,245.0 |
PP |
3,263.0 |
3,223.0 |
S1 |
3,261.0 |
3,201.0 |
|