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 |
3,277.0 |
3,234.0 |
-43.0 |
-1.3% |
3,146.0 |
High |
3,282.0 |
3,272.0 |
-10.0 |
-0.3% |
3,287.0 |
Low |
3,240.0 |
3,231.0 |
-9.0 |
-0.3% |
2,950.0 |
Close |
3,267.0 |
3,257.0 |
-10.0 |
-0.3% |
3,267.0 |
Range |
42.0 |
41.0 |
-1.0 |
-2.4% |
337.0 |
ATR |
93.0 |
89.3 |
-3.7 |
-4.0% |
0.0 |
Volume |
2,660 |
8,967 |
6,307 |
237.1% |
92,089 |
|
Daily Pivots for day following 31-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,376.3 |
3,357.7 |
3,279.6 |
|
R3 |
3,335.3 |
3,316.7 |
3,268.3 |
|
R2 |
3,294.3 |
3,294.3 |
3,264.5 |
|
R1 |
3,275.7 |
3,275.7 |
3,260.8 |
3,285.0 |
PP |
3,253.3 |
3,253.3 |
3,253.3 |
3,258.0 |
S1 |
3,234.7 |
3,234.7 |
3,253.2 |
3,244.0 |
S2 |
3,212.3 |
3,212.3 |
3,249.5 |
|
S3 |
3,171.3 |
3,193.7 |
3,245.7 |
|
S4 |
3,130.3 |
3,152.7 |
3,234.5 |
|
|
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 |
3,081.0 |
206.0 |
6.3% |
83.0 |
2.5% |
85% |
False |
False |
17,861 |
10 |
3,501.0 |
2,950.0 |
551.0 |
16.9% |
97.2 |
3.0% |
56% |
False |
False |
10,697 |
20 |
3,677.0 |
2,950.0 |
727.0 |
22.3% |
78.6 |
2.4% |
42% |
False |
False |
5,519 |
40 |
3,699.0 |
2,950.0 |
749.0 |
23.0% |
68.2 |
2.1% |
41% |
False |
False |
3,316 |
60 |
3,699.0 |
2,950.0 |
749.0 |
23.0% |
71.3 |
2.2% |
41% |
False |
False |
3,841 |
80 |
3,699.0 |
2,950.0 |
749.0 |
23.0% |
63.6 |
2.0% |
41% |
False |
False |
2,949 |
100 |
3,740.0 |
2,950.0 |
790.0 |
24.3% |
59.8 |
1.8% |
39% |
False |
False |
2,374 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,446.3 |
2.618 |
3,379.3 |
1.618 |
3,338.3 |
1.000 |
3,313.0 |
0.618 |
3,297.3 |
HIGH |
3,272.0 |
0.618 |
3,256.3 |
0.500 |
3,251.5 |
0.382 |
3,246.7 |
LOW |
3,231.0 |
0.618 |
3,205.7 |
1.000 |
3,190.0 |
1.618 |
3,164.7 |
2.618 |
3,123.7 |
4.250 |
3,056.8 |
|
|
Fisher Pivots for day following 31-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
3,255.2 |
3,253.7 |
PP |
3,253.3 |
3,250.3 |
S1 |
3,251.5 |
3,247.0 |
|