| Trading Metrics calculated at close of trading on 18-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2015 |
18-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
11,031.0 |
10,973.5 |
-57.5 |
-0.5% |
11,544.0 |
| High |
11,114.0 |
10,984.0 |
-130.0 |
-1.2% |
11,621.5 |
| Low |
10,811.5 |
10,880.0 |
68.5 |
0.6% |
10,892.5 |
| Close |
10,951.0 |
10,916.5 |
-34.5 |
-0.3% |
10,992.0 |
| Range |
302.5 |
104.0 |
-198.5 |
-65.6% |
729.0 |
| ATR |
223.3 |
214.8 |
-8.5 |
-3.8% |
0.0 |
| Volume |
72,423 |
103,029 |
30,606 |
42.3% |
559,960 |
|
| Daily Pivots for day following 18-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,238.8 |
11,181.7 |
10,973.7 |
|
| R3 |
11,134.8 |
11,077.7 |
10,945.1 |
|
| R2 |
11,030.8 |
11,030.8 |
10,935.6 |
|
| R1 |
10,973.7 |
10,973.7 |
10,926.0 |
10,950.3 |
| PP |
10,926.8 |
10,926.8 |
10,926.8 |
10,915.1 |
| S1 |
10,869.7 |
10,869.7 |
10,907.0 |
10,846.3 |
| S2 |
10,822.8 |
10,822.8 |
10,897.4 |
|
| S3 |
10,718.8 |
10,765.7 |
10,887.9 |
|
| S4 |
10,614.8 |
10,661.7 |
10,859.3 |
|
|
| 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 |
11,202.0 |
10,811.5 |
390.5 |
3.6% |
216.0 |
2.0% |
27% |
False |
False |
95,140 |
| 10 |
11,673.0 |
10,811.5 |
861.5 |
7.9% |
201.1 |
1.8% |
12% |
False |
False |
95,792 |
| 20 |
11,673.0 |
10,811.5 |
861.5 |
7.9% |
193.7 |
1.8% |
12% |
False |
False |
97,569 |
| 40 |
11,807.0 |
10,650.0 |
1,157.0 |
10.6% |
204.1 |
1.9% |
23% |
False |
False |
99,609 |
| 60 |
11,934.0 |
10,650.0 |
1,284.0 |
11.8% |
217.9 |
2.0% |
21% |
False |
False |
78,221 |
| 80 |
12,080.0 |
10,650.0 |
1,430.0 |
13.1% |
225.4 |
2.1% |
19% |
False |
False |
58,798 |
| 100 |
12,428.5 |
10,650.0 |
1,778.5 |
16.3% |
217.4 |
2.0% |
15% |
False |
False |
47,143 |
| 120 |
12,428.5 |
10,650.0 |
1,778.5 |
16.3% |
206.0 |
1.9% |
15% |
False |
False |
39,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,426.0 |
|
2.618 |
11,256.3 |
|
1.618 |
11,152.3 |
|
1.000 |
11,088.0 |
|
0.618 |
11,048.3 |
|
HIGH |
10,984.0 |
|
0.618 |
10,944.3 |
|
0.500 |
10,932.0 |
|
0.382 |
10,919.7 |
|
LOW |
10,880.0 |
|
0.618 |
10,815.7 |
|
1.000 |
10,776.0 |
|
1.618 |
10,711.7 |
|
2.618 |
10,607.7 |
|
4.250 |
10,438.0 |
|
|
| Fisher Pivots for day following 18-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,932.0 |
10,962.8 |
| PP |
10,926.8 |
10,947.3 |
| S1 |
10,921.7 |
10,931.9 |
|