| Trading Metrics calculated at close of trading on 10-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2015 |
10-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
11,587.5 |
11,544.0 |
-43.5 |
-0.4% |
11,290.0 |
| High |
11,588.0 |
11,621.5 |
33.5 |
0.3% |
11,673.0 |
| Low |
11,482.5 |
11,430.0 |
-52.5 |
-0.5% |
11,246.5 |
| Close |
11,494.5 |
11,600.0 |
105.5 |
0.9% |
11,494.5 |
| Range |
105.5 |
191.5 |
86.0 |
81.5% |
426.5 |
| ATR |
197.3 |
196.9 |
-0.4 |
-0.2% |
0.0 |
| Volume |
75,804 |
129,855 |
54,051 |
71.3% |
387,138 |
|
| Daily Pivots for day following 10-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,125.0 |
12,054.0 |
11,705.3 |
|
| R3 |
11,933.5 |
11,862.5 |
11,652.7 |
|
| R2 |
11,742.0 |
11,742.0 |
11,635.1 |
|
| R1 |
11,671.0 |
11,671.0 |
11,617.6 |
11,706.5 |
| PP |
11,550.5 |
11,550.5 |
11,550.5 |
11,568.3 |
| S1 |
11,479.5 |
11,479.5 |
11,582.4 |
11,515.0 |
| S2 |
11,359.0 |
11,359.0 |
11,564.9 |
|
| S3 |
11,167.5 |
11,288.0 |
11,547.3 |
|
| S4 |
10,976.0 |
11,096.5 |
11,494.7 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,750.8 |
12,549.2 |
11,729.1 |
|
| R3 |
12,324.3 |
12,122.7 |
11,611.8 |
|
| R2 |
11,897.8 |
11,897.8 |
11,572.7 |
|
| R1 |
11,696.2 |
11,696.2 |
11,533.6 |
11,797.0 |
| PP |
11,471.3 |
11,471.3 |
11,471.3 |
11,521.8 |
| S1 |
11,269.7 |
11,269.7 |
11,455.4 |
11,370.5 |
| S2 |
11,044.8 |
11,044.8 |
11,416.3 |
|
| S3 |
10,618.3 |
10,843.2 |
11,377.2 |
|
| S4 |
10,191.8 |
10,416.7 |
11,259.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,673.0 |
11,381.5 |
291.5 |
2.5% |
143.8 |
1.2% |
75% |
False |
False |
88,742 |
| 10 |
11,673.0 |
11,066.0 |
607.0 |
5.2% |
161.6 |
1.4% |
88% |
False |
False |
91,808 |
| 20 |
11,807.0 |
11,029.5 |
777.5 |
6.7% |
165.9 |
1.4% |
73% |
False |
False |
88,871 |
| 40 |
11,807.0 |
10,650.0 |
1,157.0 |
10.0% |
211.9 |
1.8% |
82% |
False |
False |
99,581 |
| 60 |
11,934.0 |
10,650.0 |
1,284.0 |
11.1% |
211.5 |
1.8% |
74% |
False |
False |
68,198 |
| 80 |
12,250.0 |
10,650.0 |
1,600.0 |
13.8% |
226.5 |
2.0% |
59% |
False |
False |
51,307 |
| 100 |
12,428.5 |
10,650.0 |
1,778.5 |
15.3% |
215.7 |
1.9% |
53% |
False |
False |
41,112 |
| 120 |
12,428.5 |
10,650.0 |
1,778.5 |
15.3% |
198.3 |
1.7% |
53% |
False |
False |
34,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,435.4 |
|
2.618 |
12,122.8 |
|
1.618 |
11,931.3 |
|
1.000 |
11,813.0 |
|
0.618 |
11,739.8 |
|
HIGH |
11,621.5 |
|
0.618 |
11,548.3 |
|
0.500 |
11,525.8 |
|
0.382 |
11,503.2 |
|
LOW |
11,430.0 |
|
0.618 |
11,311.7 |
|
1.000 |
11,238.5 |
|
1.618 |
11,120.2 |
|
2.618 |
10,928.7 |
|
4.250 |
10,616.1 |
|
|
| Fisher Pivots for day following 10-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,575.3 |
11,583.8 |
| PP |
11,550.5 |
11,567.7 |
| S1 |
11,525.8 |
11,551.5 |
|