| 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 |
3,180.0 |
3,235.0 |
55.0 |
1.7% |
3,511.0 |
| High |
3,235.0 |
3,302.0 |
67.0 |
2.1% |
3,540.0 |
| Low |
3,122.0 |
3,223.0 |
101.0 |
3.2% |
3,208.0 |
| Close |
3,182.0 |
3,286.0 |
104.0 |
3.3% |
3,256.0 |
| Range |
113.0 |
79.0 |
-34.0 |
-30.1% |
332.0 |
| ATR |
99.4 |
100.9 |
1.5 |
1.5% |
0.0 |
| Volume |
1,758,338 |
1,056,247 |
-702,091 |
-39.9% |
8,922,207 |
|
| Daily Pivots for day following 27-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,507.3 |
3,475.7 |
3,329.5 |
|
| R3 |
3,428.3 |
3,396.7 |
3,307.7 |
|
| R2 |
3,349.3 |
3,349.3 |
3,300.5 |
|
| R1 |
3,317.7 |
3,317.7 |
3,293.2 |
3,333.5 |
| PP |
3,270.3 |
3,270.3 |
3,270.3 |
3,278.3 |
| S1 |
3,238.7 |
3,238.7 |
3,278.8 |
3,254.5 |
| S2 |
3,191.3 |
3,191.3 |
3,271.5 |
|
| S3 |
3,112.3 |
3,159.7 |
3,264.3 |
|
| S4 |
3,033.3 |
3,080.7 |
3,242.6 |
|
|
| 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 |
3,354.0 |
2,951.0 |
403.0 |
12.3% |
145.2 |
4.4% |
83% |
False |
False |
2,191,727 |
| 10 |
3,541.0 |
2,951.0 |
590.0 |
18.0% |
107.8 |
3.3% |
57% |
False |
False |
1,746,729 |
| 20 |
3,688.0 |
2,951.0 |
737.0 |
22.4% |
82.3 |
2.5% |
45% |
False |
False |
1,288,724 |
| 40 |
3,714.0 |
2,951.0 |
763.0 |
23.2% |
73.7 |
2.2% |
44% |
False |
False |
1,175,729 |
| 60 |
3,714.0 |
2,951.0 |
763.0 |
23.2% |
77.5 |
2.4% |
44% |
False |
False |
1,127,272 |
| 80 |
3,714.0 |
2,951.0 |
763.0 |
23.2% |
74.3 |
2.3% |
44% |
False |
False |
848,337 |
| 100 |
3,761.0 |
2,951.0 |
810.0 |
24.7% |
72.0 |
2.2% |
41% |
False |
False |
679,261 |
| 120 |
3,761.0 |
2,951.0 |
810.0 |
24.7% |
65.9 |
2.0% |
41% |
False |
False |
566,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,637.8 |
|
2.618 |
3,508.8 |
|
1.618 |
3,429.8 |
|
1.000 |
3,381.0 |
|
0.618 |
3,350.8 |
|
HIGH |
3,302.0 |
|
0.618 |
3,271.8 |
|
0.500 |
3,262.5 |
|
0.382 |
3,253.2 |
|
LOW |
3,223.0 |
|
0.618 |
3,174.2 |
|
1.000 |
3,144.0 |
|
1.618 |
3,095.2 |
|
2.618 |
3,016.2 |
|
4.250 |
2,887.3 |
|
|
| Fisher Pivots for day following 27-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,278.2 |
3,255.7 |
| PP |
3,270.3 |
3,225.3 |
| S1 |
3,262.5 |
3,195.0 |
|