| Trading Metrics calculated at close of trading on 21-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2015 |
21-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1,133.3 |
1,153.3 |
20.0 |
1.8% |
1,113.5 |
| High |
1,153.7 |
1,167.9 |
14.2 |
1.2% |
1,167.9 |
| Low |
1,132.1 |
1,148.5 |
16.4 |
1.4% |
1,108.5 |
| Close |
1,153.2 |
1,159.6 |
6.4 |
0.6% |
1,159.6 |
| Range |
21.6 |
19.4 |
-2.2 |
-10.2% |
59.4 |
| ATR |
16.4 |
16.6 |
0.2 |
1.3% |
0.0 |
| Volume |
187,177 |
196,062 |
8,885 |
4.7% |
750,117 |
|
| Daily Pivots for day following 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,216.9 |
1,207.6 |
1,170.3 |
|
| R3 |
1,197.5 |
1,188.2 |
1,164.9 |
|
| R2 |
1,178.1 |
1,178.1 |
1,163.2 |
|
| R1 |
1,168.8 |
1,168.8 |
1,161.4 |
1,173.5 |
| PP |
1,158.7 |
1,158.7 |
1,158.7 |
1,161.0 |
| S1 |
1,149.4 |
1,149.4 |
1,157.8 |
1,154.1 |
| S2 |
1,139.3 |
1,139.3 |
1,156.0 |
|
| S3 |
1,119.9 |
1,130.0 |
1,154.3 |
|
| S4 |
1,100.5 |
1,110.6 |
1,148.9 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,323.5 |
1,301.0 |
1,192.3 |
|
| R3 |
1,264.1 |
1,241.6 |
1,175.9 |
|
| R2 |
1,204.7 |
1,204.7 |
1,170.5 |
|
| R1 |
1,182.2 |
1,182.2 |
1,165.0 |
1,193.5 |
| PP |
1,145.3 |
1,145.3 |
1,145.3 |
1,151.0 |
| S1 |
1,122.8 |
1,122.8 |
1,154.2 |
1,134.1 |
| S2 |
1,085.9 |
1,085.9 |
1,148.7 |
|
| S3 |
1,026.5 |
1,063.4 |
1,143.3 |
|
| S4 |
967.1 |
1,004.0 |
1,126.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,167.9 |
1,108.5 |
59.4 |
5.1% |
16.2 |
1.4% |
86% |
True |
False |
150,023 |
| 10 |
1,167.9 |
1,089.0 |
78.9 |
6.8% |
17.4 |
1.5% |
89% |
True |
False |
151,601 |
| 20 |
1,167.9 |
1,079.2 |
88.7 |
7.6% |
15.8 |
1.4% |
91% |
True |
False |
135,383 |
| 40 |
1,189.0 |
1,073.7 |
115.3 |
9.9% |
15.6 |
1.3% |
75% |
False |
False |
78,134 |
| 60 |
1,207.3 |
1,073.7 |
133.6 |
11.5% |
14.5 |
1.3% |
64% |
False |
False |
53,048 |
| 80 |
1,234.0 |
1,073.7 |
160.3 |
13.8% |
14.5 |
1.2% |
54% |
False |
False |
40,679 |
| 100 |
1,234.0 |
1,073.7 |
160.3 |
13.8% |
14.5 |
1.2% |
54% |
False |
False |
33,039 |
| 120 |
1,234.0 |
1,073.7 |
160.3 |
13.8% |
14.5 |
1.2% |
54% |
False |
False |
27,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,250.4 |
|
2.618 |
1,218.7 |
|
1.618 |
1,199.3 |
|
1.000 |
1,187.3 |
|
0.618 |
1,179.9 |
|
HIGH |
1,167.9 |
|
0.618 |
1,160.5 |
|
0.500 |
1,158.2 |
|
0.382 |
1,155.9 |
|
LOW |
1,148.5 |
|
0.618 |
1,136.5 |
|
1.000 |
1,129.1 |
|
1.618 |
1,117.1 |
|
2.618 |
1,097.7 |
|
4.250 |
1,066.1 |
|
|
| Fisher Pivots for day following 21-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,159.1 |
1,153.6 |
| PP |
1,158.7 |
1,147.7 |
| S1 |
1,158.2 |
1,141.7 |
|