| Trading Metrics calculated at close of trading on 26-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2015 |
26-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
9,701.5 |
9,993.0 |
291.5 |
3.0% |
11,031.0 |
| High |
10,187.5 |
10,204.0 |
16.5 |
0.2% |
11,114.0 |
| Low |
9,701.5 |
9,849.0 |
147.5 |
1.5% |
9,980.0 |
| Close |
10,162.5 |
10,033.0 |
-129.5 |
-1.3% |
10,152.0 |
| Range |
486.0 |
355.0 |
-131.0 |
-27.0% |
1,134.0 |
| ATR |
306.7 |
310.2 |
3.4 |
1.1% |
0.0 |
| Volume |
148,609 |
122,931 |
-25,678 |
-17.3% |
772,197 |
|
| Daily Pivots for day following 26-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,093.7 |
10,918.3 |
10,228.3 |
|
| R3 |
10,738.7 |
10,563.3 |
10,130.6 |
|
| R2 |
10,383.7 |
10,383.7 |
10,098.1 |
|
| R1 |
10,208.3 |
10,208.3 |
10,065.5 |
10,296.0 |
| PP |
10,028.7 |
10,028.7 |
10,028.7 |
10,072.5 |
| S1 |
9,853.3 |
9,853.3 |
10,000.5 |
9,941.0 |
| S2 |
9,673.7 |
9,673.7 |
9,967.9 |
|
| S3 |
9,318.7 |
9,498.3 |
9,935.4 |
|
| S4 |
8,963.7 |
9,143.3 |
9,837.8 |
|
|
| 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 |
10,658.0 |
9,317.5 |
1,340.5 |
13.4% |
455.0 |
4.5% |
53% |
False |
False |
182,216 |
| 10 |
11,156.5 |
9,317.5 |
1,839.0 |
18.3% |
323.2 |
3.2% |
39% |
False |
False |
142,417 |
| 20 |
11,673.0 |
9,317.5 |
2,355.5 |
23.5% |
256.3 |
2.6% |
30% |
False |
False |
118,824 |
| 40 |
11,807.0 |
9,317.5 |
2,489.5 |
24.8% |
228.2 |
2.3% |
29% |
False |
False |
106,301 |
| 60 |
11,807.0 |
9,317.5 |
2,489.5 |
24.8% |
237.0 |
2.4% |
29% |
False |
False |
95,789 |
| 80 |
11,934.0 |
9,317.5 |
2,616.5 |
26.1% |
234.9 |
2.3% |
27% |
False |
False |
72,025 |
| 100 |
12,428.5 |
9,317.5 |
3,111.0 |
31.0% |
229.4 |
2.3% |
23% |
False |
False |
57,724 |
| 120 |
12,428.5 |
9,317.5 |
3,111.0 |
31.0% |
221.4 |
2.2% |
23% |
False |
False |
48,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,712.8 |
|
2.618 |
11,133.4 |
|
1.618 |
10,778.4 |
|
1.000 |
10,559.0 |
|
0.618 |
10,423.4 |
|
HIGH |
10,204.0 |
|
0.618 |
10,068.4 |
|
0.500 |
10,026.5 |
|
0.382 |
9,984.6 |
|
LOW |
9,849.0 |
|
0.618 |
9,629.6 |
|
1.000 |
9,494.0 |
|
1.618 |
9,274.6 |
|
2.618 |
8,919.6 |
|
4.250 |
8,340.3 |
|
|
| Fisher Pivots for day following 26-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,030.8 |
9,942.3 |
| PP |
10,028.7 |
9,851.5 |
| S1 |
10,026.5 |
9,760.8 |
|