| Trading Metrics calculated at close of trading on 27-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2015 |
27-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
9,993.0 |
10,217.5 |
224.5 |
2.2% |
11,031.0 |
| High |
10,204.0 |
10,383.0 |
179.0 |
1.8% |
11,114.0 |
| Low |
9,849.0 |
10,165.5 |
316.5 |
3.2% |
9,980.0 |
| Close |
10,033.0 |
10,332.5 |
299.5 |
3.0% |
10,152.0 |
| Range |
355.0 |
217.5 |
-137.5 |
-38.7% |
1,134.0 |
| ATR |
310.2 |
313.0 |
2.8 |
0.9% |
0.0 |
| Volume |
122,931 |
84,523 |
-38,408 |
-31.2% |
772,197 |
|
| Daily Pivots for day following 27-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,946.2 |
10,856.8 |
10,452.1 |
|
| R3 |
10,728.7 |
10,639.3 |
10,392.3 |
|
| R2 |
10,511.2 |
10,511.2 |
10,372.4 |
|
| R1 |
10,421.8 |
10,421.8 |
10,352.4 |
10,466.5 |
| PP |
10,293.7 |
10,293.7 |
10,293.7 |
10,316.0 |
| S1 |
10,204.3 |
10,204.3 |
10,312.6 |
10,249.0 |
| S2 |
10,076.2 |
10,076.2 |
10,292.6 |
|
| S3 |
9,858.7 |
9,986.8 |
10,272.7 |
|
| S4 |
9,641.2 |
9,769.3 |
10,212.9 |
|
|
| 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 |
10,437.0 |
9,317.5 |
1,119.5 |
10.8% |
426.9 |
4.1% |
91% |
False |
False |
158,308 |
| 10 |
11,114.0 |
9,317.5 |
1,796.5 |
17.4% |
327.0 |
3.2% |
56% |
False |
False |
142,473 |
| 20 |
11,673.0 |
9,317.5 |
2,355.5 |
22.8% |
258.3 |
2.5% |
43% |
False |
False |
118,619 |
| 40 |
11,807.0 |
9,317.5 |
2,489.5 |
24.1% |
225.9 |
2.2% |
41% |
False |
False |
106,674 |
| 60 |
11,807.0 |
9,317.5 |
2,489.5 |
24.1% |
237.4 |
2.3% |
41% |
False |
False |
97,172 |
| 80 |
11,934.0 |
9,317.5 |
2,616.5 |
25.3% |
231.9 |
2.2% |
39% |
False |
False |
73,076 |
| 100 |
12,428.5 |
9,317.5 |
3,111.0 |
30.1% |
230.9 |
2.2% |
33% |
False |
False |
58,565 |
| 120 |
12,428.5 |
9,317.5 |
3,111.0 |
30.1% |
222.4 |
2.2% |
33% |
False |
False |
48,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,307.4 |
|
2.618 |
10,952.4 |
|
1.618 |
10,734.9 |
|
1.000 |
10,600.5 |
|
0.618 |
10,517.4 |
|
HIGH |
10,383.0 |
|
0.618 |
10,299.9 |
|
0.500 |
10,274.3 |
|
0.382 |
10,248.6 |
|
LOW |
10,165.5 |
|
0.618 |
10,031.1 |
|
1.000 |
9,948.0 |
|
1.618 |
9,813.6 |
|
2.618 |
9,596.1 |
|
4.250 |
9,241.1 |
|
|
| Fisher Pivots for day following 27-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,313.1 |
10,235.8 |
| PP |
10,293.7 |
10,139.0 |
| S1 |
10,274.3 |
10,042.3 |
|