| Trading Metrics calculated at close of trading on 21-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2015 |
21-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
10,658.0 |
10,153.0 |
-505.0 |
-4.7% |
11,031.0 |
| High |
10,658.0 |
10,437.0 |
-221.0 |
-2.1% |
11,114.0 |
| Low |
10,300.0 |
9,980.0 |
-320.0 |
-3.1% |
9,980.0 |
| Close |
10,430.0 |
10,152.0 |
-278.0 |
-2.7% |
10,152.0 |
| Range |
358.0 |
457.0 |
99.0 |
27.7% |
1,134.0 |
| ATR |
229.1 |
245.4 |
16.3 |
7.1% |
0.0 |
| Volume |
204,061 |
243,466 |
39,405 |
19.3% |
772,197 |
|
| Daily Pivots for day following 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,560.7 |
11,313.3 |
10,403.4 |
|
| R3 |
11,103.7 |
10,856.3 |
10,277.7 |
|
| R2 |
10,646.7 |
10,646.7 |
10,235.8 |
|
| R1 |
10,399.3 |
10,399.3 |
10,193.9 |
10,294.5 |
| PP |
10,189.7 |
10,189.7 |
10,189.7 |
10,137.3 |
| S1 |
9,942.3 |
9,942.3 |
10,110.1 |
9,837.5 |
| S2 |
9,732.7 |
9,732.7 |
10,068.2 |
|
| S3 |
9,275.7 |
9,485.3 |
10,026.3 |
|
| S4 |
8,818.7 |
9,028.3 |
9,900.7 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,817.3 |
13,118.7 |
10,775.7 |
|
| R3 |
12,683.3 |
11,984.7 |
10,463.9 |
|
| R2 |
11,549.3 |
11,549.3 |
10,359.9 |
|
| R1 |
10,850.7 |
10,850.7 |
10,256.0 |
10,633.0 |
| PP |
10,415.3 |
10,415.3 |
10,415.3 |
10,306.5 |
| S1 |
9,716.7 |
9,716.7 |
10,048.1 |
9,499.0 |
| S2 |
9,281.3 |
9,281.3 |
9,944.1 |
|
| S3 |
8,147.3 |
8,582.7 |
9,840.2 |
|
| S4 |
7,013.3 |
7,448.7 |
9,528.3 |
|
|
| 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 |
9,980.0 |
1,134.0 |
11.2% |
281.5 |
2.8% |
15% |
False |
True |
154,439 |
| 10 |
11,621.5 |
9,980.0 |
1,641.5 |
16.2% |
258.4 |
2.5% |
10% |
False |
True |
133,215 |
| 20 |
11,673.0 |
9,980.0 |
1,693.0 |
16.7% |
214.9 |
2.1% |
10% |
False |
True |
111,861 |
| 40 |
11,807.0 |
9,980.0 |
1,827.0 |
18.0% |
213.9 |
2.1% |
9% |
False |
True |
106,291 |
| 60 |
11,807.0 |
9,980.0 |
1,827.0 |
18.0% |
223.6 |
2.2% |
9% |
False |
True |
88,145 |
| 80 |
11,934.0 |
9,980.0 |
1,954.0 |
19.2% |
228.4 |
2.2% |
9% |
False |
True |
66,250 |
| 100 |
12,428.5 |
9,980.0 |
2,448.5 |
24.1% |
221.7 |
2.2% |
7% |
False |
True |
53,100 |
| 120 |
12,428.5 |
9,980.0 |
2,448.5 |
24.1% |
212.5 |
2.1% |
7% |
False |
True |
44,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,379.3 |
|
2.618 |
11,633.4 |
|
1.618 |
11,176.4 |
|
1.000 |
10,894.0 |
|
0.618 |
10,719.4 |
|
HIGH |
10,437.0 |
|
0.618 |
10,262.4 |
|
0.500 |
10,208.5 |
|
0.382 |
10,154.6 |
|
LOW |
9,980.0 |
|
0.618 |
9,697.6 |
|
1.000 |
9,523.0 |
|
1.618 |
9,240.6 |
|
2.618 |
8,783.6 |
|
4.250 |
8,037.8 |
|
|
| Fisher Pivots for day following 21-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,208.5 |
10,418.0 |
| PP |
10,189.7 |
10,329.3 |
| S1 |
10,170.8 |
10,240.7 |
|