| Trading Metrics calculated at close of trading on 31-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2015 |
31-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
10,313.0 |
10,191.5 |
-121.5 |
-1.2% |
9,806.5 |
| High |
10,353.0 |
10,309.0 |
-44.0 |
-0.4% |
10,383.0 |
| Low |
10,183.0 |
10,129.5 |
-53.5 |
-0.5% |
9,317.5 |
| Close |
10,271.0 |
10,247.0 |
-24.0 |
-0.2% |
10,271.0 |
| Range |
170.0 |
179.5 |
9.5 |
5.6% |
1,065.5 |
| ATR |
302.8 |
294.0 |
-8.8 |
-2.9% |
0.0 |
| Volume |
76,775 |
128,608 |
51,833 |
67.5% |
624,852 |
|
| Daily Pivots for day following 31-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,767.0 |
10,686.5 |
10,345.7 |
|
| R3 |
10,587.5 |
10,507.0 |
10,296.4 |
|
| R2 |
10,408.0 |
10,408.0 |
10,279.9 |
|
| R1 |
10,327.5 |
10,327.5 |
10,263.5 |
10,367.8 |
| PP |
10,228.5 |
10,228.5 |
10,228.5 |
10,248.6 |
| S1 |
10,148.0 |
10,148.0 |
10,230.5 |
10,188.3 |
| S2 |
10,049.0 |
10,049.0 |
10,214.1 |
|
| S3 |
9,869.5 |
9,968.5 |
10,197.6 |
|
| S4 |
9,690.0 |
9,789.0 |
10,148.3 |
|
|
| 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 |
9,701.5 |
681.5 |
6.7% |
281.6 |
2.7% |
80% |
False |
False |
112,289 |
| 10 |
10,984.0 |
9,317.5 |
1,666.5 |
16.3% |
313.2 |
3.1% |
56% |
False |
False |
145,323 |
| 20 |
11,673.0 |
9,317.5 |
2,355.5 |
23.0% |
256.9 |
2.5% |
39% |
False |
False |
119,973 |
| 40 |
11,807.0 |
9,317.5 |
2,489.5 |
24.3% |
223.9 |
2.2% |
37% |
False |
False |
106,739 |
| 60 |
11,807.0 |
9,317.5 |
2,489.5 |
24.3% |
236.5 |
2.3% |
37% |
False |
False |
100,510 |
| 80 |
11,934.0 |
9,317.5 |
2,616.5 |
25.5% |
230.4 |
2.2% |
36% |
False |
False |
75,633 |
| 100 |
12,428.5 |
9,317.5 |
3,111.0 |
30.4% |
232.6 |
2.3% |
30% |
False |
False |
60,616 |
| 120 |
12,428.5 |
9,317.5 |
3,111.0 |
30.4% |
224.0 |
2.2% |
30% |
False |
False |
50,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,071.9 |
|
2.618 |
10,778.9 |
|
1.618 |
10,599.4 |
|
1.000 |
10,488.5 |
|
0.618 |
10,419.9 |
|
HIGH |
10,309.0 |
|
0.618 |
10,240.4 |
|
0.500 |
10,219.3 |
|
0.382 |
10,198.1 |
|
LOW |
10,129.5 |
|
0.618 |
10,018.6 |
|
1.000 |
9,950.0 |
|
1.618 |
9,839.1 |
|
2.618 |
9,659.6 |
|
4.250 |
9,366.6 |
|
|
| Fisher Pivots for day following 31-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,237.8 |
10,256.3 |
| PP |
10,228.5 |
10,253.2 |
| S1 |
10,219.3 |
10,250.1 |
|