| Trading Metrics calculated at close of trading on 28-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2015 |
28-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
10,217.5 |
10,313.0 |
95.5 |
0.9% |
9,806.5 |
| High |
10,383.0 |
10,353.0 |
-30.0 |
-0.3% |
10,383.0 |
| Low |
10,165.5 |
10,183.0 |
17.5 |
0.2% |
9,317.5 |
| Close |
10,332.5 |
10,271.0 |
-61.5 |
-0.6% |
10,271.0 |
| Range |
217.5 |
170.0 |
-47.5 |
-21.8% |
1,065.5 |
| ATR |
313.0 |
302.8 |
-10.2 |
-3.3% |
0.0 |
| Volume |
84,523 |
76,775 |
-7,748 |
-9.2% |
624,852 |
|
| Daily Pivots for day following 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,779.0 |
10,695.0 |
10,364.5 |
|
| R3 |
10,609.0 |
10,525.0 |
10,317.8 |
|
| R2 |
10,439.0 |
10,439.0 |
10,302.2 |
|
| R1 |
10,355.0 |
10,355.0 |
10,286.6 |
10,312.0 |
| PP |
10,269.0 |
10,269.0 |
10,269.0 |
10,247.5 |
| S1 |
10,185.0 |
10,185.0 |
10,255.4 |
10,142.0 |
| S2 |
10,099.0 |
10,099.0 |
10,239.8 |
|
| S3 |
9,929.0 |
10,015.0 |
10,224.3 |
|
| S4 |
9,759.0 |
9,845.0 |
10,177.5 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,187.0 |
12,794.5 |
10,857.0 |
|
| R3 |
12,121.5 |
11,729.0 |
10,564.0 |
|
| R2 |
11,056.0 |
11,056.0 |
10,466.3 |
|
| R1 |
10,663.5 |
10,663.5 |
10,368.7 |
10,859.8 |
| PP |
9,990.5 |
9,990.5 |
9,990.5 |
10,088.6 |
| S1 |
9,598.0 |
9,598.0 |
10,173.3 |
9,794.3 |
| S2 |
8,925.0 |
8,925.0 |
10,075.7 |
|
| S3 |
7,859.5 |
8,532.5 |
9,978.0 |
|
| S4 |
6,794.0 |
7,467.0 |
9,685.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,383.0 |
9,317.5 |
1,065.5 |
10.4% |
369.5 |
3.6% |
89% |
False |
False |
124,970 |
| 10 |
11,114.0 |
9,317.5 |
1,796.5 |
17.5% |
325.5 |
3.2% |
53% |
False |
False |
139,704 |
| 20 |
11,673.0 |
9,317.5 |
2,355.5 |
22.9% |
258.8 |
2.5% |
40% |
False |
False |
117,207 |
| 40 |
11,807.0 |
9,317.5 |
2,489.5 |
24.2% |
226.1 |
2.2% |
38% |
False |
False |
107,017 |
| 60 |
11,807.0 |
9,317.5 |
2,489.5 |
24.2% |
235.9 |
2.3% |
38% |
False |
False |
98,418 |
| 80 |
11,934.0 |
9,317.5 |
2,616.5 |
25.5% |
231.5 |
2.3% |
36% |
False |
False |
74,031 |
| 100 |
12,428.5 |
9,317.5 |
3,111.0 |
30.3% |
231.7 |
2.3% |
31% |
False |
False |
59,331 |
| 120 |
12,428.5 |
9,317.5 |
3,111.0 |
30.3% |
223.1 |
2.2% |
31% |
False |
False |
49,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,075.5 |
|
2.618 |
10,798.1 |
|
1.618 |
10,628.1 |
|
1.000 |
10,523.0 |
|
0.618 |
10,458.1 |
|
HIGH |
10,353.0 |
|
0.618 |
10,288.1 |
|
0.500 |
10,268.0 |
|
0.382 |
10,247.9 |
|
LOW |
10,183.0 |
|
0.618 |
10,077.9 |
|
1.000 |
10,013.0 |
|
1.618 |
9,907.9 |
|
2.618 |
9,737.9 |
|
4.250 |
9,460.5 |
|
|
| Fisher Pivots for day following 28-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,270.0 |
10,219.3 |
| PP |
10,269.0 |
10,167.7 |
| S1 |
10,268.0 |
10,116.0 |
|