| Trading Metrics calculated at close of trading on 14-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2015 |
14-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
11,080.0 |
10,983.0 |
-97.0 |
-0.9% |
11,544.0 |
| High |
11,156.5 |
11,094.0 |
-62.5 |
-0.6% |
11,621.5 |
| Low |
10,977.5 |
10,909.0 |
-68.5 |
-0.6% |
10,892.5 |
| Close |
11,002.0 |
10,992.0 |
-10.0 |
-0.1% |
10,992.0 |
| Range |
179.0 |
185.0 |
6.0 |
3.4% |
729.0 |
| ATR |
219.7 |
217.2 |
-2.5 |
-1.1% |
0.0 |
| Volume |
83,960 |
104,465 |
20,505 |
24.4% |
559,960 |
|
| Daily Pivots for day following 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,553.3 |
11,457.7 |
11,093.8 |
|
| R3 |
11,368.3 |
11,272.7 |
11,042.9 |
|
| R2 |
11,183.3 |
11,183.3 |
11,025.9 |
|
| R1 |
11,087.7 |
11,087.7 |
11,009.0 |
11,135.5 |
| PP |
10,998.3 |
10,998.3 |
10,998.3 |
11,022.3 |
| S1 |
10,902.7 |
10,902.7 |
10,975.0 |
10,950.5 |
| S2 |
10,813.3 |
10,813.3 |
10,958.1 |
|
| S3 |
10,628.3 |
10,717.7 |
10,941.1 |
|
| S4 |
10,443.3 |
10,532.7 |
10,890.3 |
|
|
| Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,355.7 |
12,902.8 |
11,393.0 |
|
| R3 |
12,626.7 |
12,173.8 |
11,192.5 |
|
| R2 |
11,897.7 |
11,897.7 |
11,125.7 |
|
| R1 |
11,444.8 |
11,444.8 |
11,058.8 |
11,306.8 |
| PP |
11,168.7 |
11,168.7 |
11,168.7 |
11,099.6 |
| S1 |
10,715.8 |
10,715.8 |
10,925.2 |
10,577.8 |
| S2 |
10,439.7 |
10,439.7 |
10,858.4 |
|
| S3 |
9,710.7 |
9,986.8 |
10,791.5 |
|
| S4 |
8,981.7 |
9,257.8 |
10,591.1 |
|
|
| 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% |
235.2 |
2.1% |
14% |
False |
False |
111,992 |
| 10 |
11,673.0 |
10,892.5 |
780.5 |
7.1% |
192.2 |
1.7% |
13% |
False |
False |
94,709 |
| 20 |
11,807.0 |
10,892.5 |
914.5 |
8.3% |
188.5 |
1.7% |
11% |
False |
False |
96,324 |
| 40 |
11,807.0 |
10,650.0 |
1,157.0 |
10.5% |
207.2 |
1.9% |
30% |
False |
False |
101,791 |
| 60 |
11,934.0 |
10,650.0 |
1,284.0 |
11.7% |
214.7 |
2.0% |
27% |
False |
False |
75,311 |
| 80 |
12,080.0 |
10,650.0 |
1,430.0 |
13.0% |
226.7 |
2.1% |
24% |
False |
False |
56,663 |
| 100 |
12,428.5 |
10,650.0 |
1,778.5 |
16.2% |
217.5 |
2.0% |
19% |
False |
False |
45,395 |
| 120 |
12,428.5 |
10,650.0 |
1,778.5 |
16.2% |
203.9 |
1.9% |
19% |
False |
False |
37,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,880.3 |
|
2.618 |
11,578.3 |
|
1.618 |
11,393.3 |
|
1.000 |
11,279.0 |
|
0.618 |
11,208.3 |
|
HIGH |
11,094.0 |
|
0.618 |
11,023.3 |
|
0.500 |
11,001.5 |
|
0.382 |
10,979.7 |
|
LOW |
10,909.0 |
|
0.618 |
10,794.7 |
|
1.000 |
10,724.0 |
|
1.618 |
10,609.7 |
|
2.618 |
10,424.7 |
|
4.250 |
10,122.8 |
|
|
| Fisher Pivots for day following 14-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,001.5 |
11,047.3 |
| PP |
10,998.3 |
11,028.8 |
| S1 |
10,995.2 |
11,010.4 |
|