| Trading Metrics calculated at close of trading on 13-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2015 |
13-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
11,200.0 |
11,080.0 |
-120.0 |
-1.1% |
11,290.0 |
| High |
11,202.0 |
11,156.5 |
-45.5 |
-0.4% |
11,673.0 |
| Low |
10,892.5 |
10,977.5 |
85.0 |
0.8% |
11,246.5 |
| Close |
10,946.0 |
11,002.0 |
56.0 |
0.5% |
11,494.5 |
| Range |
309.5 |
179.0 |
-130.5 |
-42.2% |
426.5 |
| ATR |
220.4 |
219.7 |
-0.7 |
-0.3% |
0.0 |
| Volume |
111,825 |
83,960 |
-27,865 |
-24.9% |
387,138 |
|
| Daily Pivots for day following 13-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,582.3 |
11,471.2 |
11,100.5 |
|
| R3 |
11,403.3 |
11,292.2 |
11,051.2 |
|
| R2 |
11,224.3 |
11,224.3 |
11,034.8 |
|
| R1 |
11,113.2 |
11,113.2 |
11,018.4 |
11,079.3 |
| PP |
11,045.3 |
11,045.3 |
11,045.3 |
11,028.4 |
| S1 |
10,934.2 |
10,934.2 |
10,985.6 |
10,900.3 |
| S2 |
10,866.3 |
10,866.3 |
10,969.2 |
|
| S3 |
10,687.3 |
10,755.2 |
10,952.8 |
|
| S4 |
10,508.3 |
10,576.2 |
10,903.6 |
|
|
| 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 |
11,621.5 |
10,892.5 |
729.0 |
6.6% |
219.3 |
2.0% |
15% |
False |
False |
106,259 |
| 10 |
11,673.0 |
10,892.5 |
780.5 |
7.1% |
189.6 |
1.7% |
14% |
False |
False |
94,764 |
| 20 |
11,807.0 |
10,892.5 |
914.5 |
8.3% |
185.1 |
1.7% |
12% |
False |
False |
93,926 |
| 40 |
11,807.0 |
10,650.0 |
1,157.0 |
10.5% |
214.7 |
2.0% |
30% |
False |
False |
102,117 |
| 60 |
11,934.0 |
10,650.0 |
1,284.0 |
11.7% |
213.1 |
1.9% |
27% |
False |
False |
73,598 |
| 80 |
12,099.5 |
10,650.0 |
1,449.5 |
13.2% |
226.1 |
2.1% |
24% |
False |
False |
55,366 |
| 100 |
12,428.5 |
10,650.0 |
1,778.5 |
16.2% |
217.2 |
2.0% |
20% |
False |
False |
44,354 |
| 120 |
12,428.5 |
10,650.0 |
1,778.5 |
16.2% |
203.7 |
1.9% |
20% |
False |
False |
36,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,917.3 |
|
2.618 |
11,625.1 |
|
1.618 |
11,446.1 |
|
1.000 |
11,335.5 |
|
0.618 |
11,267.1 |
|
HIGH |
11,156.5 |
|
0.618 |
11,088.1 |
|
0.500 |
11,067.0 |
|
0.382 |
11,045.9 |
|
LOW |
10,977.5 |
|
0.618 |
10,866.9 |
|
1.000 |
10,798.5 |
|
1.618 |
10,687.9 |
|
2.618 |
10,508.9 |
|
4.250 |
10,216.8 |
|
|
| Fisher Pivots for day following 13-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,067.0 |
11,233.0 |
| PP |
11,045.3 |
11,156.0 |
| S1 |
11,023.7 |
11,079.0 |
|