| Trading Metrics calculated at close of trading on 24-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2015 |
24-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
10,153.0 |
9,806.5 |
-346.5 |
-3.4% |
11,031.0 |
| High |
10,437.0 |
9,936.5 |
-500.5 |
-4.8% |
11,114.0 |
| Low |
9,980.0 |
9,317.5 |
-662.5 |
-6.6% |
9,980.0 |
| Close |
10,152.0 |
9,630.5 |
-521.5 |
-5.1% |
10,152.0 |
| Range |
457.0 |
619.0 |
162.0 |
35.4% |
1,134.0 |
| ATR |
245.4 |
287.5 |
42.1 |
17.1% |
0.0 |
| Volume |
243,466 |
192,014 |
-51,452 |
-21.1% |
772,197 |
|
| Daily Pivots for day following 24-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,485.2 |
11,176.8 |
9,971.0 |
|
| R3 |
10,866.2 |
10,557.8 |
9,800.7 |
|
| R2 |
10,247.2 |
10,247.2 |
9,744.0 |
|
| R1 |
9,938.8 |
9,938.8 |
9,687.2 |
9,783.5 |
| PP |
9,628.2 |
9,628.2 |
9,628.2 |
9,550.5 |
| S1 |
9,319.8 |
9,319.8 |
9,573.8 |
9,164.5 |
| S2 |
9,009.2 |
9,009.2 |
9,517.0 |
|
| S3 |
8,390.2 |
8,700.8 |
9,460.3 |
|
| S4 |
7,771.2 |
8,081.8 |
9,290.1 |
|
|
| 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 |
10,984.0 |
9,317.5 |
1,666.5 |
17.3% |
344.8 |
3.6% |
19% |
False |
True |
178,357 |
| 10 |
11,573.5 |
9,317.5 |
2,256.0 |
23.4% |
301.1 |
3.1% |
14% |
False |
True |
139,431 |
| 20 |
11,673.0 |
9,317.5 |
2,355.5 |
24.5% |
231.4 |
2.4% |
13% |
False |
True |
115,619 |
| 40 |
11,807.0 |
9,317.5 |
2,489.5 |
25.9% |
224.5 |
2.3% |
13% |
False |
True |
107,115 |
| 60 |
11,807.0 |
9,317.5 |
2,489.5 |
25.9% |
229.0 |
2.4% |
13% |
False |
True |
91,321 |
| 80 |
11,934.0 |
9,317.5 |
2,616.5 |
27.2% |
230.1 |
2.4% |
12% |
False |
True |
68,646 |
| 100 |
12,428.5 |
9,317.5 |
3,111.0 |
32.3% |
225.5 |
2.3% |
10% |
False |
True |
55,018 |
| 120 |
12,428.5 |
9,317.5 |
3,111.0 |
32.3% |
217.0 |
2.3% |
10% |
False |
True |
45,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,567.3 |
|
2.618 |
11,557.0 |
|
1.618 |
10,938.0 |
|
1.000 |
10,555.5 |
|
0.618 |
10,319.0 |
|
HIGH |
9,936.5 |
|
0.618 |
9,700.0 |
|
0.500 |
9,627.0 |
|
0.382 |
9,554.0 |
|
LOW |
9,317.5 |
|
0.618 |
8,935.0 |
|
1.000 |
8,698.5 |
|
1.618 |
8,316.0 |
|
2.618 |
7,697.0 |
|
4.250 |
6,686.8 |
|
|
| Fisher Pivots for day following 24-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
9,629.3 |
9,987.8 |
| PP |
9,628.2 |
9,868.7 |
| S1 |
9,627.0 |
9,749.6 |
|