| Trading Metrics calculated at close of trading on 11-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2015 |
11-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
11,544.0 |
11,563.0 |
19.0 |
0.2% |
11,290.0 |
| High |
11,621.5 |
11,573.5 |
-48.0 |
-0.4% |
11,673.0 |
| Low |
11,430.0 |
11,262.5 |
-167.5 |
-1.5% |
11,246.5 |
| Close |
11,600.0 |
11,288.0 |
-312.0 |
-2.7% |
11,494.5 |
| Range |
191.5 |
311.0 |
119.5 |
62.4% |
426.5 |
| ATR |
196.9 |
207.0 |
10.0 |
5.1% |
0.0 |
| Volume |
129,855 |
129,855 |
0 |
0.0% |
387,138 |
|
| Daily Pivots for day following 11-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,307.7 |
12,108.8 |
11,459.1 |
|
| R3 |
11,996.7 |
11,797.8 |
11,373.5 |
|
| R2 |
11,685.7 |
11,685.7 |
11,345.0 |
|
| R1 |
11,486.8 |
11,486.8 |
11,316.5 |
11,430.8 |
| PP |
11,374.7 |
11,374.7 |
11,374.7 |
11,346.6 |
| S1 |
11,175.8 |
11,175.8 |
11,259.5 |
11,119.8 |
| S2 |
11,063.7 |
11,063.7 |
11,231.0 |
|
| S3 |
10,752.7 |
10,864.8 |
11,202.5 |
|
| S4 |
10,441.7 |
10,553.8 |
11,117.0 |
|
|
| 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 |
11,262.5 |
410.5 |
3.6% |
186.2 |
1.6% |
6% |
False |
True |
96,443 |
| 10 |
11,673.0 |
11,119.5 |
553.5 |
4.9% |
174.5 |
1.5% |
30% |
False |
False |
94,444 |
| 20 |
11,807.0 |
11,029.5 |
777.5 |
6.9% |
174.8 |
1.5% |
33% |
False |
False |
92,129 |
| 40 |
11,807.0 |
10,650.0 |
1,157.0 |
10.2% |
215.6 |
1.9% |
55% |
False |
False |
101,023 |
| 60 |
11,934.0 |
10,650.0 |
1,284.0 |
11.4% |
212.9 |
1.9% |
50% |
False |
False |
70,358 |
| 80 |
12,099.5 |
10,650.0 |
1,449.5 |
12.8% |
227.2 |
2.0% |
44% |
False |
False |
52,925 |
| 100 |
12,428.5 |
10,650.0 |
1,778.5 |
15.8% |
216.2 |
1.9% |
36% |
False |
False |
42,408 |
| 120 |
12,428.5 |
10,650.0 |
1,778.5 |
15.8% |
199.9 |
1.8% |
36% |
False |
False |
35,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,895.3 |
|
2.618 |
12,387.7 |
|
1.618 |
12,076.7 |
|
1.000 |
11,884.5 |
|
0.618 |
11,765.7 |
|
HIGH |
11,573.5 |
|
0.618 |
11,454.7 |
|
0.500 |
11,418.0 |
|
0.382 |
11,381.3 |
|
LOW |
11,262.5 |
|
0.618 |
11,070.3 |
|
1.000 |
10,951.5 |
|
1.618 |
10,759.3 |
|
2.618 |
10,448.3 |
|
4.250 |
9,940.8 |
|
|
| Fisher Pivots for day following 11-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,418.0 |
11,442.0 |
| PP |
11,374.7 |
11,390.7 |
| S1 |
11,331.3 |
11,339.3 |
|