| Trading Metrics calculated at close of trading on 12-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2015 |
12-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
11,563.0 |
11,200.0 |
-363.0 |
-3.1% |
11,290.0 |
| High |
11,573.5 |
11,202.0 |
-371.5 |
-3.2% |
11,673.0 |
| Low |
11,262.5 |
10,892.5 |
-370.0 |
-3.3% |
11,246.5 |
| Close |
11,288.0 |
10,946.0 |
-342.0 |
-3.0% |
11,494.5 |
| Range |
311.0 |
309.5 |
-1.5 |
-0.5% |
426.5 |
| ATR |
207.0 |
220.4 |
13.5 |
6.5% |
0.0 |
| Volume |
129,855 |
111,825 |
-18,030 |
-13.9% |
387,138 |
|
| Daily Pivots for day following 12-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,942.0 |
11,753.5 |
11,116.2 |
|
| R3 |
11,632.5 |
11,444.0 |
11,031.1 |
|
| R2 |
11,323.0 |
11,323.0 |
11,002.7 |
|
| R1 |
11,134.5 |
11,134.5 |
10,974.4 |
11,074.0 |
| PP |
11,013.5 |
11,013.5 |
11,013.5 |
10,983.3 |
| S1 |
10,825.0 |
10,825.0 |
10,917.6 |
10,764.5 |
| S2 |
10,704.0 |
10,704.0 |
10,889.3 |
|
| S3 |
10,394.5 |
10,515.5 |
10,860.9 |
|
| S4 |
10,085.0 |
10,206.0 |
10,775.8 |
|
|
| 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 |
10,892.5 |
780.5 |
7.1% |
211.6 |
1.9% |
7% |
False |
True |
104,295 |
| 10 |
11,673.0 |
10,892.5 |
780.5 |
7.1% |
189.4 |
1.7% |
7% |
False |
True |
95,230 |
| 20 |
11,807.0 |
10,892.5 |
914.5 |
8.4% |
185.6 |
1.7% |
6% |
False |
True |
93,240 |
| 40 |
11,807.0 |
10,650.0 |
1,157.0 |
10.6% |
216.4 |
2.0% |
26% |
False |
False |
101,997 |
| 60 |
11,934.0 |
10,650.0 |
1,284.0 |
11.7% |
213.9 |
2.0% |
23% |
False |
False |
72,214 |
| 80 |
12,099.5 |
10,650.0 |
1,449.5 |
13.2% |
226.5 |
2.1% |
20% |
False |
False |
54,318 |
| 100 |
12,428.5 |
10,650.0 |
1,778.5 |
16.2% |
217.5 |
2.0% |
17% |
False |
False |
43,518 |
| 120 |
12,428.5 |
10,650.0 |
1,778.5 |
16.2% |
202.4 |
1.8% |
17% |
False |
False |
36,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,517.4 |
|
2.618 |
12,012.3 |
|
1.618 |
11,702.8 |
|
1.000 |
11,511.5 |
|
0.618 |
11,393.3 |
|
HIGH |
11,202.0 |
|
0.618 |
11,083.8 |
|
0.500 |
11,047.3 |
|
0.382 |
11,010.7 |
|
LOW |
10,892.5 |
|
0.618 |
10,701.2 |
|
1.000 |
10,583.0 |
|
1.618 |
10,391.7 |
|
2.618 |
10,082.2 |
|
4.250 |
9,577.1 |
|
|
| Fisher Pivots for day following 12-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,047.3 |
11,257.0 |
| PP |
11,013.5 |
11,153.3 |
| S1 |
10,979.8 |
11,049.7 |
|