| 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 |
3,235.0 |
3,286.0 |
51.0 |
1.6% |
3,137.0 |
| High |
3,302.0 |
3,296.0 |
-6.0 |
-0.2% |
3,302.0 |
| Low |
3,223.0 |
3,249.0 |
26.0 |
0.8% |
2,951.0 |
| Close |
3,286.0 |
3,279.0 |
-7.0 |
-0.2% |
3,279.0 |
| Range |
79.0 |
47.0 |
-32.0 |
-40.5% |
351.0 |
| ATR |
100.9 |
97.0 |
-3.8 |
-3.8% |
0.0 |
| Volume |
1,056,247 |
836,405 |
-219,842 |
-20.8% |
8,405,549 |
|
| Daily Pivots for day following 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,415.7 |
3,394.3 |
3,304.9 |
|
| R3 |
3,368.7 |
3,347.3 |
3,291.9 |
|
| R2 |
3,321.7 |
3,321.7 |
3,287.6 |
|
| R1 |
3,300.3 |
3,300.3 |
3,283.3 |
3,287.5 |
| PP |
3,274.7 |
3,274.7 |
3,274.7 |
3,268.3 |
| S1 |
3,253.3 |
3,253.3 |
3,274.7 |
3,240.5 |
| S2 |
3,227.7 |
3,227.7 |
3,270.4 |
|
| S3 |
3,180.7 |
3,206.3 |
3,266.1 |
|
| S4 |
3,133.7 |
3,159.3 |
3,253.2 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,230.3 |
4,105.7 |
3,472.1 |
|
| R3 |
3,879.3 |
3,754.7 |
3,375.5 |
|
| R2 |
3,528.3 |
3,528.3 |
3,343.4 |
|
| R1 |
3,403.7 |
3,403.7 |
3,311.2 |
3,466.0 |
| PP |
3,177.3 |
3,177.3 |
3,177.3 |
3,208.5 |
| S1 |
3,052.7 |
3,052.7 |
3,246.8 |
3,115.0 |
| S2 |
2,826.3 |
2,826.3 |
3,214.7 |
|
| S3 |
2,475.3 |
2,701.7 |
3,182.5 |
|
| S4 |
2,124.3 |
2,350.7 |
3,086.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,302.0 |
2,951.0 |
351.0 |
10.7% |
125.4 |
3.8% |
93% |
False |
False |
1,681,109 |
| 10 |
3,540.0 |
2,951.0 |
589.0 |
18.0% |
106.0 |
3.2% |
56% |
False |
False |
1,732,775 |
| 20 |
3,688.0 |
2,951.0 |
737.0 |
22.5% |
82.1 |
2.5% |
45% |
False |
False |
1,287,236 |
| 40 |
3,714.0 |
2,951.0 |
763.0 |
23.3% |
73.4 |
2.2% |
43% |
False |
False |
1,174,356 |
| 60 |
3,714.0 |
2,951.0 |
763.0 |
23.3% |
76.9 |
2.3% |
43% |
False |
False |
1,140,803 |
| 80 |
3,714.0 |
2,951.0 |
763.0 |
23.3% |
74.1 |
2.3% |
43% |
False |
False |
858,783 |
| 100 |
3,761.0 |
2,951.0 |
810.0 |
24.7% |
72.1 |
2.2% |
40% |
False |
False |
687,624 |
| 120 |
3,761.0 |
2,951.0 |
810.0 |
24.7% |
66.1 |
2.0% |
40% |
False |
False |
573,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,495.8 |
|
2.618 |
3,419.0 |
|
1.618 |
3,372.0 |
|
1.000 |
3,343.0 |
|
0.618 |
3,325.0 |
|
HIGH |
3,296.0 |
|
0.618 |
3,278.0 |
|
0.500 |
3,272.5 |
|
0.382 |
3,267.0 |
|
LOW |
3,249.0 |
|
0.618 |
3,220.0 |
|
1.000 |
3,202.0 |
|
1.618 |
3,173.0 |
|
2.618 |
3,126.0 |
|
4.250 |
3,049.3 |
|
|
| Fisher Pivots for day following 28-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,276.8 |
3,256.7 |
| PP |
3,274.7 |
3,234.3 |
| S1 |
3,272.5 |
3,212.0 |
|