| 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 |
3,088.0 |
3,180.0 |
92.0 |
3.0% |
3,511.0 |
| High |
3,239.0 |
3,235.0 |
-4.0 |
-0.1% |
3,540.0 |
| Low |
3,088.0 |
3,122.0 |
34.0 |
1.1% |
3,208.0 |
| Close |
3,228.0 |
3,182.0 |
-46.0 |
-1.4% |
3,256.0 |
| Range |
151.0 |
113.0 |
-38.0 |
-25.2% |
332.0 |
| ATR |
98.4 |
99.4 |
1.0 |
1.1% |
0.0 |
| Volume |
2,142,886 |
1,758,338 |
-384,548 |
-17.9% |
8,922,207 |
|
| Daily Pivots for day following 26-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,518.7 |
3,463.3 |
3,244.2 |
|
| R3 |
3,405.7 |
3,350.3 |
3,213.1 |
|
| R2 |
3,292.7 |
3,292.7 |
3,202.7 |
|
| R1 |
3,237.3 |
3,237.3 |
3,192.4 |
3,265.0 |
| PP |
3,179.7 |
3,179.7 |
3,179.7 |
3,193.5 |
| S1 |
3,124.3 |
3,124.3 |
3,171.6 |
3,152.0 |
| S2 |
3,066.7 |
3,066.7 |
3,161.3 |
|
| S3 |
2,953.7 |
3,011.3 |
3,150.9 |
|
| S4 |
2,840.7 |
2,898.3 |
3,119.9 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,330.7 |
4,125.3 |
3,438.6 |
|
| R3 |
3,998.7 |
3,793.3 |
3,347.3 |
|
| R2 |
3,666.7 |
3,666.7 |
3,316.9 |
|
| R1 |
3,461.3 |
3,461.3 |
3,286.4 |
3,398.0 |
| PP |
3,334.7 |
3,334.7 |
3,334.7 |
3,303.0 |
| S1 |
3,129.3 |
3,129.3 |
3,225.6 |
3,066.0 |
| S2 |
3,002.7 |
3,002.7 |
3,195.1 |
|
| S3 |
2,670.7 |
2,797.3 |
3,164.7 |
|
| S4 |
2,338.7 |
2,465.3 |
3,073.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,428.0 |
2,951.0 |
477.0 |
15.0% |
151.6 |
4.8% |
48% |
False |
False |
2,403,360 |
| 10 |
3,560.0 |
2,951.0 |
609.0 |
19.1% |
105.2 |
3.3% |
38% |
False |
False |
1,727,041 |
| 20 |
3,688.0 |
2,951.0 |
737.0 |
23.2% |
80.9 |
2.5% |
31% |
False |
False |
1,277,037 |
| 40 |
3,714.0 |
2,951.0 |
763.0 |
24.0% |
74.2 |
2.3% |
30% |
False |
False |
1,168,943 |
| 60 |
3,714.0 |
2,951.0 |
763.0 |
24.0% |
77.3 |
2.4% |
30% |
False |
False |
1,109,863 |
| 80 |
3,714.0 |
2,951.0 |
763.0 |
24.0% |
74.9 |
2.4% |
30% |
False |
False |
835,146 |
| 100 |
3,761.0 |
2,951.0 |
810.0 |
25.5% |
71.4 |
2.2% |
29% |
False |
False |
668,712 |
| 120 |
3,761.0 |
2,951.0 |
810.0 |
25.5% |
65.5 |
2.1% |
29% |
False |
False |
557,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,715.3 |
|
2.618 |
3,530.8 |
|
1.618 |
3,417.8 |
|
1.000 |
3,348.0 |
|
0.618 |
3,304.8 |
|
HIGH |
3,235.0 |
|
0.618 |
3,191.8 |
|
0.500 |
3,178.5 |
|
0.382 |
3,165.2 |
|
LOW |
3,122.0 |
|
0.618 |
3,052.2 |
|
1.000 |
3,009.0 |
|
1.618 |
2,939.2 |
|
2.618 |
2,826.2 |
|
4.250 |
2,641.8 |
|
|
| Fisher Pivots for day following 26-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,180.8 |
3,153.0 |
| PP |
3,179.7 |
3,124.0 |
| S1 |
3,178.5 |
3,095.0 |
|