| Trading Metrics calculated at close of trading on 24-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2015 |
24-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
5,155.0 |
5,050.0 |
-105.0 |
-2.0% |
5,296.0 |
| High |
5,207.0 |
5,078.0 |
-129.0 |
-2.5% |
5,354.0 |
| Low |
5,122.0 |
4,944.0 |
-178.0 |
-3.5% |
5,122.0 |
| Close |
5,168.0 |
4,951.0 |
-217.0 |
-4.2% |
5,168.0 |
| Range |
85.0 |
134.0 |
49.0 |
57.6% |
232.0 |
| ATR |
85.6 |
95.5 |
9.9 |
11.5% |
0.0 |
| Volume |
39,788 |
66,652 |
26,864 |
67.5% |
178,034 |
|
| Daily Pivots for day following 24-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,393.0 |
5,306.0 |
5,024.7 |
|
| R3 |
5,259.0 |
5,172.0 |
4,987.9 |
|
| R2 |
5,125.0 |
5,125.0 |
4,975.6 |
|
| R1 |
5,038.0 |
5,038.0 |
4,963.3 |
5,014.5 |
| PP |
4,991.0 |
4,991.0 |
4,991.0 |
4,979.3 |
| S1 |
4,904.0 |
4,904.0 |
4,938.7 |
4,880.5 |
| S2 |
4,857.0 |
4,857.0 |
4,926.4 |
|
| S3 |
4,723.0 |
4,770.0 |
4,914.2 |
|
| S4 |
4,589.0 |
4,636.0 |
4,877.3 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,910.7 |
5,771.3 |
5,295.6 |
|
| R3 |
5,678.7 |
5,539.3 |
5,231.8 |
|
| R2 |
5,446.7 |
5,446.7 |
5,210.5 |
|
| R1 |
5,307.3 |
5,307.3 |
5,189.3 |
5,261.0 |
| PP |
5,214.7 |
5,214.7 |
5,214.7 |
5,191.5 |
| S1 |
5,075.3 |
5,075.3 |
5,146.7 |
5,029.0 |
| S2 |
4,982.7 |
4,982.7 |
5,125.5 |
|
| S3 |
4,750.7 |
4,843.3 |
5,104.2 |
|
| S4 |
4,518.7 |
4,611.3 |
5,040.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,354.0 |
4,944.0 |
410.0 |
8.3% |
94.4 |
1.9% |
2% |
False |
True |
42,885 |
| 10 |
5,495.0 |
4,944.0 |
551.0 |
11.1% |
91.5 |
1.8% |
1% |
False |
True |
37,566 |
| 20 |
5,671.0 |
4,944.0 |
727.0 |
14.7% |
76.0 |
1.5% |
1% |
False |
True |
31,178 |
| 40 |
5,671.0 |
4,944.0 |
727.0 |
14.7% |
75.6 |
1.5% |
1% |
False |
True |
28,235 |
| 60 |
5,718.0 |
4,944.0 |
774.0 |
15.6% |
70.4 |
1.4% |
1% |
False |
True |
27,386 |
| 80 |
5,756.0 |
4,944.0 |
812.0 |
16.4% |
58.0 |
1.2% |
1% |
False |
True |
20,554 |
| 100 |
5,923.0 |
4,944.0 |
979.0 |
19.8% |
47.1 |
1.0% |
1% |
False |
True |
16,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,647.5 |
|
2.618 |
5,428.8 |
|
1.618 |
5,294.8 |
|
1.000 |
5,212.0 |
|
0.618 |
5,160.8 |
|
HIGH |
5,078.0 |
|
0.618 |
5,026.8 |
|
0.500 |
5,011.0 |
|
0.382 |
4,995.2 |
|
LOW |
4,944.0 |
|
0.618 |
4,861.2 |
|
1.000 |
4,810.0 |
|
1.618 |
4,727.2 |
|
2.618 |
4,593.2 |
|
4.250 |
4,374.5 |
|
|
| Fisher Pivots for day following 24-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
5,011.0 |
5,121.0 |
| PP |
4,991.0 |
5,064.3 |
| S1 |
4,971.0 |
5,007.7 |
|