| Trading Metrics calculated at close of trading on 17-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2015 |
17-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
10,983.0 |
11,031.0 |
48.0 |
0.4% |
11,544.0 |
| High |
11,094.0 |
11,114.0 |
20.0 |
0.2% |
11,621.5 |
| Low |
10,909.0 |
10,811.5 |
-97.5 |
-0.9% |
10,892.5 |
| Close |
10,992.0 |
10,951.0 |
-41.0 |
-0.4% |
10,992.0 |
| Range |
185.0 |
302.5 |
117.5 |
63.5% |
729.0 |
| ATR |
217.2 |
223.3 |
6.1 |
2.8% |
0.0 |
| Volume |
104,465 |
72,423 |
-32,042 |
-30.7% |
559,960 |
|
| Daily Pivots for day following 17-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,866.3 |
11,711.2 |
11,117.4 |
|
| R3 |
11,563.8 |
11,408.7 |
11,034.2 |
|
| R2 |
11,261.3 |
11,261.3 |
11,006.5 |
|
| R1 |
11,106.2 |
11,106.2 |
10,978.7 |
11,032.5 |
| PP |
10,958.8 |
10,958.8 |
10,958.8 |
10,922.0 |
| S1 |
10,803.7 |
10,803.7 |
10,923.3 |
10,730.0 |
| S2 |
10,656.3 |
10,656.3 |
10,895.5 |
|
| S3 |
10,353.8 |
10,501.2 |
10,867.8 |
|
| S4 |
10,051.3 |
10,198.7 |
10,784.6 |
|
|
| 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 |
11,573.5 |
10,811.5 |
762.0 |
7.0% |
257.4 |
2.4% |
18% |
False |
True |
100,505 |
| 10 |
11,673.0 |
10,811.5 |
861.5 |
7.9% |
200.6 |
1.8% |
16% |
False |
True |
94,624 |
| 20 |
11,783.0 |
10,811.5 |
971.5 |
8.9% |
199.2 |
1.8% |
14% |
False |
True |
96,339 |
| 40 |
11,807.0 |
10,650.0 |
1,157.0 |
10.6% |
208.4 |
1.9% |
26% |
False |
False |
99,894 |
| 60 |
11,934.0 |
10,650.0 |
1,284.0 |
11.7% |
217.6 |
2.0% |
23% |
False |
False |
76,514 |
| 80 |
12,080.0 |
10,650.0 |
1,430.0 |
13.1% |
227.3 |
2.1% |
21% |
False |
False |
57,565 |
| 100 |
12,428.5 |
10,650.0 |
1,778.5 |
16.2% |
218.6 |
2.0% |
17% |
False |
False |
46,116 |
| 120 |
12,428.5 |
10,650.0 |
1,778.5 |
16.2% |
206.0 |
1.9% |
17% |
False |
False |
38,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,399.6 |
|
2.618 |
11,905.9 |
|
1.618 |
11,603.4 |
|
1.000 |
11,416.5 |
|
0.618 |
11,300.9 |
|
HIGH |
11,114.0 |
|
0.618 |
10,998.4 |
|
0.500 |
10,962.8 |
|
0.382 |
10,927.1 |
|
LOW |
10,811.5 |
|
0.618 |
10,624.6 |
|
1.000 |
10,509.0 |
|
1.618 |
10,322.1 |
|
2.618 |
10,019.6 |
|
4.250 |
9,525.9 |
|
|
| Fisher Pivots for day following 17-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,962.8 |
10,984.0 |
| PP |
10,958.8 |
10,973.0 |
| S1 |
10,954.9 |
10,962.0 |
|