| Trading Metrics calculated at close of trading on 25-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2015 |
25-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
9,806.5 |
9,701.5 |
-105.0 |
-1.1% |
11,031.0 |
| High |
9,936.5 |
10,187.5 |
251.0 |
2.5% |
11,114.0 |
| Low |
9,317.5 |
9,701.5 |
384.0 |
4.1% |
9,980.0 |
| Close |
9,630.5 |
10,162.5 |
532.0 |
5.5% |
10,152.0 |
| Range |
619.0 |
486.0 |
-133.0 |
-21.5% |
1,134.0 |
| ATR |
287.5 |
306.7 |
19.3 |
6.7% |
0.0 |
| Volume |
192,014 |
148,609 |
-43,405 |
-22.6% |
772,197 |
|
| Daily Pivots for day following 25-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,475.2 |
11,304.8 |
10,429.8 |
|
| R3 |
10,989.2 |
10,818.8 |
10,296.2 |
|
| R2 |
10,503.2 |
10,503.2 |
10,251.6 |
|
| R1 |
10,332.8 |
10,332.8 |
10,207.1 |
10,418.0 |
| PP |
10,017.2 |
10,017.2 |
10,017.2 |
10,059.8 |
| S1 |
9,846.8 |
9,846.8 |
10,118.0 |
9,932.0 |
| S2 |
9,531.2 |
9,531.2 |
10,073.4 |
|
| S3 |
9,045.2 |
9,360.8 |
10,028.9 |
|
| S4 |
8,559.2 |
8,874.8 |
9,895.2 |
|
|
| 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 |
10,856.0 |
9,317.5 |
1,538.5 |
15.1% |
421.2 |
4.1% |
55% |
False |
False |
187,473 |
| 10 |
11,202.0 |
9,317.5 |
1,884.5 |
18.5% |
318.6 |
3.1% |
45% |
False |
False |
141,307 |
| 20 |
11,673.0 |
9,317.5 |
2,355.5 |
23.2% |
246.5 |
2.4% |
36% |
False |
False |
117,875 |
| 40 |
11,807.0 |
9,317.5 |
2,489.5 |
24.5% |
225.4 |
2.2% |
34% |
False |
False |
106,610 |
| 60 |
11,807.0 |
9,317.5 |
2,489.5 |
24.5% |
234.5 |
2.3% |
34% |
False |
False |
93,771 |
| 80 |
11,934.0 |
9,317.5 |
2,616.5 |
25.7% |
233.4 |
2.3% |
32% |
False |
False |
70,490 |
| 100 |
12,428.5 |
9,317.5 |
3,111.0 |
30.6% |
228.4 |
2.2% |
27% |
False |
False |
56,498 |
| 120 |
12,428.5 |
9,317.5 |
3,111.0 |
30.6% |
219.8 |
2.2% |
27% |
False |
False |
47,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,253.0 |
|
2.618 |
11,459.8 |
|
1.618 |
10,973.8 |
|
1.000 |
10,673.5 |
|
0.618 |
10,487.8 |
|
HIGH |
10,187.5 |
|
0.618 |
10,001.8 |
|
0.500 |
9,944.5 |
|
0.382 |
9,887.2 |
|
LOW |
9,701.5 |
|
0.618 |
9,401.2 |
|
1.000 |
9,215.5 |
|
1.618 |
8,915.2 |
|
2.618 |
8,429.2 |
|
4.250 |
7,636.0 |
|
|
| Fisher Pivots for day following 25-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,089.8 |
10,067.4 |
| PP |
10,017.2 |
9,972.3 |
| S1 |
9,944.5 |
9,877.3 |
|