| Trading Metrics calculated at close of trading on 26-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2015 |
26-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1,109.6 |
1,099.9 |
-9.7 |
-0.9% |
1,211.3 |
| High |
1,154.6 |
1,133.0 |
-21.6 |
-1.9% |
1,224.8 |
| Low |
1,100.1 |
1,097.1 |
-3.0 |
-0.3% |
1,149.3 |
| Close |
1,109.4 |
1,129.6 |
20.2 |
1.8% |
1,155.9 |
| Range |
54.5 |
35.9 |
-18.6 |
-34.1% |
75.5 |
| ATR |
26.6 |
27.3 |
0.7 |
2.5% |
0.0 |
| Volume |
205,579 |
216,730 |
11,151 |
5.4% |
693,899 |
|
| Daily Pivots for day following 26-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,227.5 |
1,214.5 |
1,149.3 |
|
| R3 |
1,191.8 |
1,178.5 |
1,139.5 |
|
| R2 |
1,155.8 |
1,155.8 |
1,136.3 |
|
| R1 |
1,142.8 |
1,142.8 |
1,133.0 |
1,149.3 |
| PP |
1,120.0 |
1,120.0 |
1,120.0 |
1,123.3 |
| S1 |
1,106.8 |
1,106.8 |
1,126.3 |
1,113.3 |
| S2 |
1,084.0 |
1,084.0 |
1,123.0 |
|
| S3 |
1,048.0 |
1,071.0 |
1,119.8 |
|
| S4 |
1,012.3 |
1,035.0 |
1,109.8 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,403.3 |
1,355.0 |
1,197.5 |
|
| R3 |
1,327.8 |
1,279.5 |
1,176.8 |
|
| R2 |
1,252.3 |
1,252.3 |
1,169.8 |
|
| R1 |
1,204.0 |
1,204.0 |
1,162.8 |
1,190.3 |
| PP |
1,176.8 |
1,176.8 |
1,176.8 |
1,169.8 |
| S1 |
1,128.5 |
1,128.5 |
1,149.0 |
1,114.8 |
| S2 |
1,101.3 |
1,101.3 |
1,142.0 |
|
| S3 |
1,025.8 |
1,053.0 |
1,135.3 |
|
| S4 |
950.3 |
977.5 |
1,114.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,200.5 |
1,071.6 |
128.9 |
11.4% |
46.8 |
4.1% |
45% |
False |
False |
213,361 |
| 10 |
1,224.8 |
1,071.6 |
153.2 |
13.6% |
32.0 |
2.8% |
38% |
False |
False |
153,873 |
| 20 |
1,242.8 |
1,071.6 |
171.2 |
15.2% |
25.5 |
2.3% |
34% |
False |
False |
126,391 |
| 40 |
1,274.2 |
1,071.6 |
202.6 |
17.9% |
22.3 |
2.0% |
29% |
False |
False |
106,036 |
| 60 |
1,292.3 |
1,071.6 |
220.7 |
19.5% |
19.8 |
1.7% |
26% |
False |
False |
96,979 |
| 80 |
1,292.3 |
1,071.6 |
220.7 |
19.5% |
16.8 |
1.5% |
26% |
False |
False |
72,743 |
| 100 |
1,292.3 |
1,071.6 |
220.7 |
19.5% |
14.5 |
1.3% |
26% |
False |
False |
58,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,285.5 |
|
2.618 |
1,227.0 |
|
1.618 |
1,191.0 |
|
1.000 |
1,169.0 |
|
0.618 |
1,155.3 |
|
HIGH |
1,133.0 |
|
0.618 |
1,119.3 |
|
0.500 |
1,115.0 |
|
0.382 |
1,110.8 |
|
LOW |
1,097.0 |
|
0.618 |
1,075.0 |
|
1.000 |
1,061.3 |
|
1.618 |
1,039.0 |
|
2.618 |
1,003.0 |
|
4.250 |
944.5 |
|
|
| Fisher Pivots for day following 26-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,124.8 |
1,124.3 |
| PP |
1,120.0 |
1,118.8 |
| S1 |
1,115.0 |
1,113.5 |
|