| Trading Metrics calculated at close of trading on 19-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2015 |
19-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
10,973.5 |
10,847.0 |
-126.5 |
-1.2% |
11,544.0 |
| High |
10,984.0 |
10,856.0 |
-128.0 |
-1.2% |
11,621.5 |
| Low |
10,880.0 |
10,670.0 |
-210.0 |
-1.9% |
10,892.5 |
| Close |
10,916.5 |
10,686.0 |
-230.5 |
-2.1% |
10,992.0 |
| Range |
104.0 |
186.0 |
82.0 |
78.8% |
729.0 |
| ATR |
214.8 |
217.1 |
2.3 |
1.1% |
0.0 |
| Volume |
103,029 |
149,218 |
46,189 |
44.8% |
559,960 |
|
| Daily Pivots for day following 19-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,295.3 |
11,176.7 |
10,788.3 |
|
| R3 |
11,109.3 |
10,990.7 |
10,737.2 |
|
| R2 |
10,923.3 |
10,923.3 |
10,720.1 |
|
| R1 |
10,804.7 |
10,804.7 |
10,703.1 |
10,771.0 |
| PP |
10,737.3 |
10,737.3 |
10,737.3 |
10,720.5 |
| S1 |
10,618.7 |
10,618.7 |
10,669.0 |
10,585.0 |
| S2 |
10,551.3 |
10,551.3 |
10,651.9 |
|
| S3 |
10,365.3 |
10,432.7 |
10,634.9 |
|
| S4 |
10,179.3 |
10,246.7 |
10,583.7 |
|
|
| 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 |
11,156.5 |
10,670.0 |
486.5 |
4.6% |
191.3 |
1.8% |
3% |
False |
True |
102,619 |
| 10 |
11,673.0 |
10,670.0 |
1,003.0 |
9.4% |
201.5 |
1.9% |
2% |
False |
True |
103,457 |
| 20 |
11,673.0 |
10,670.0 |
1,003.0 |
9.4% |
197.2 |
1.8% |
2% |
False |
True |
100,880 |
| 40 |
11,807.0 |
10,650.0 |
1,157.0 |
10.8% |
205.7 |
1.9% |
3% |
False |
False |
100,344 |
| 60 |
11,807.0 |
10,650.0 |
1,157.0 |
10.8% |
215.4 |
2.0% |
3% |
False |
False |
80,699 |
| 80 |
12,080.0 |
10,650.0 |
1,430.0 |
13.4% |
225.6 |
2.1% |
3% |
False |
False |
60,661 |
| 100 |
12,428.5 |
10,650.0 |
1,778.5 |
16.6% |
217.5 |
2.0% |
2% |
False |
False |
48,631 |
| 120 |
12,428.5 |
10,650.0 |
1,778.5 |
16.6% |
207.3 |
1.9% |
2% |
False |
False |
40,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,646.5 |
|
2.618 |
11,342.9 |
|
1.618 |
11,156.9 |
|
1.000 |
11,042.0 |
|
0.618 |
10,970.9 |
|
HIGH |
10,856.0 |
|
0.618 |
10,784.9 |
|
0.500 |
10,763.0 |
|
0.382 |
10,741.1 |
|
LOW |
10,670.0 |
|
0.618 |
10,555.1 |
|
1.000 |
10,484.0 |
|
1.618 |
10,369.1 |
|
2.618 |
10,183.1 |
|
4.250 |
9,879.5 |
|
|
| Fisher Pivots for day following 19-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,763.0 |
10,892.0 |
| PP |
10,737.3 |
10,823.3 |
| S1 |
10,711.7 |
10,754.7 |
|