| Trading Metrics calculated at close of trading on 20-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2015 |
20-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
10,847.0 |
10,658.0 |
-189.0 |
-1.7% |
11,544.0 |
| High |
10,856.0 |
10,658.0 |
-198.0 |
-1.8% |
11,621.5 |
| Low |
10,670.0 |
10,300.0 |
-370.0 |
-3.5% |
10,892.5 |
| Close |
10,686.0 |
10,430.0 |
-256.0 |
-2.4% |
10,992.0 |
| Range |
186.0 |
358.0 |
172.0 |
92.5% |
729.0 |
| ATR |
217.1 |
229.1 |
12.1 |
5.6% |
0.0 |
| Volume |
149,218 |
204,061 |
54,843 |
36.8% |
559,960 |
|
| Daily Pivots for day following 20-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,536.7 |
11,341.3 |
10,626.9 |
|
| R3 |
11,178.7 |
10,983.3 |
10,528.5 |
|
| R2 |
10,820.7 |
10,820.7 |
10,495.6 |
|
| R1 |
10,625.3 |
10,625.3 |
10,462.8 |
10,544.0 |
| PP |
10,462.7 |
10,462.7 |
10,462.7 |
10,422.0 |
| S1 |
10,267.3 |
10,267.3 |
10,397.2 |
10,186.0 |
| S2 |
10,104.7 |
10,104.7 |
10,364.4 |
|
| S3 |
9,746.7 |
9,909.3 |
10,331.6 |
|
| S4 |
9,388.7 |
9,551.3 |
10,233.1 |
|
|
| 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 |
11,114.0 |
10,300.0 |
814.0 |
7.8% |
227.1 |
2.2% |
16% |
False |
True |
126,639 |
| 10 |
11,621.5 |
10,300.0 |
1,321.5 |
12.7% |
223.2 |
2.1% |
10% |
False |
True |
116,449 |
| 20 |
11,673.0 |
10,300.0 |
1,373.0 |
13.2% |
205.5 |
2.0% |
9% |
False |
True |
106,333 |
| 40 |
11,807.0 |
10,300.0 |
1,507.0 |
14.4% |
209.0 |
2.0% |
9% |
False |
True |
102,550 |
| 60 |
11,807.0 |
10,300.0 |
1,507.0 |
14.4% |
218.3 |
2.1% |
9% |
False |
True |
84,094 |
| 80 |
12,080.0 |
10,300.0 |
1,780.0 |
17.1% |
226.4 |
2.2% |
7% |
False |
True |
63,209 |
| 100 |
12,428.5 |
10,300.0 |
2,128.5 |
20.4% |
218.3 |
2.1% |
6% |
False |
True |
50,667 |
| 120 |
12,428.5 |
10,300.0 |
2,128.5 |
20.4% |
209.4 |
2.0% |
6% |
False |
True |
42,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,179.5 |
|
2.618 |
11,595.2 |
|
1.618 |
11,237.2 |
|
1.000 |
11,016.0 |
|
0.618 |
10,879.2 |
|
HIGH |
10,658.0 |
|
0.618 |
10,521.2 |
|
0.500 |
10,479.0 |
|
0.382 |
10,436.8 |
|
LOW |
10,300.0 |
|
0.618 |
10,078.8 |
|
1.000 |
9,942.0 |
|
1.618 |
9,720.8 |
|
2.618 |
9,362.8 |
|
4.250 |
8,778.5 |
|
|
| Fisher Pivots for day following 20-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,479.0 |
10,642.0 |
| PP |
10,462.7 |
10,571.3 |
| S1 |
10,446.3 |
10,500.7 |
|