| 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 |
1,139.9 |
1,125.0 |
-14.9 |
-1.3% |
1,113.5 |
| High |
1,146.0 |
1,128.5 |
-17.5 |
-1.5% |
1,167.9 |
| Low |
1,116.9 |
1,117.0 |
0.1 |
0.0% |
1,108.5 |
| Close |
1,124.6 |
1,122.6 |
-2.0 |
-0.2% |
1,159.6 |
| Range |
29.1 |
11.5 |
-17.6 |
-60.5% |
59.4 |
| ATR |
18.4 |
17.9 |
-0.5 |
-2.7% |
0.0 |
| Volume |
207,120 |
143,048 |
-64,072 |
-30.9% |
750,117 |
|
| Daily Pivots for day following 27-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,157.2 |
1,151.4 |
1,128.9 |
|
| R3 |
1,145.7 |
1,139.9 |
1,125.8 |
|
| R2 |
1,134.2 |
1,134.2 |
1,124.7 |
|
| R1 |
1,128.4 |
1,128.4 |
1,123.7 |
1,125.6 |
| PP |
1,122.7 |
1,122.7 |
1,122.7 |
1,121.3 |
| S1 |
1,116.9 |
1,116.9 |
1,121.5 |
1,114.1 |
| S2 |
1,111.2 |
1,111.2 |
1,120.5 |
|
| S3 |
1,099.7 |
1,105.4 |
1,119.4 |
|
| S4 |
1,088.2 |
1,093.9 |
1,116.3 |
|
|
| 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 |
1,169.8 |
1,116.9 |
52.9 |
4.7% |
21.4 |
1.9% |
11% |
False |
False |
202,011 |
| 10 |
1,169.8 |
1,108.5 |
61.3 |
5.5% |
17.8 |
1.6% |
23% |
False |
False |
166,634 |
| 20 |
1,169.8 |
1,079.2 |
90.6 |
8.1% |
17.5 |
1.6% |
48% |
False |
False |
155,365 |
| 40 |
1,175.7 |
1,073.7 |
102.0 |
9.1% |
16.7 |
1.5% |
48% |
False |
False |
98,064 |
| 60 |
1,207.3 |
1,073.7 |
133.6 |
11.9% |
15.1 |
1.3% |
37% |
False |
False |
66,461 |
| 80 |
1,234.0 |
1,073.7 |
160.3 |
14.3% |
14.7 |
1.3% |
31% |
False |
False |
50,759 |
| 100 |
1,234.0 |
1,073.7 |
160.3 |
14.3% |
14.8 |
1.3% |
31% |
False |
False |
41,079 |
| 120 |
1,234.0 |
1,073.7 |
160.3 |
14.3% |
14.7 |
1.3% |
31% |
False |
False |
34,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,177.4 |
|
2.618 |
1,158.6 |
|
1.618 |
1,147.1 |
|
1.000 |
1,140.0 |
|
0.618 |
1,135.6 |
|
HIGH |
1,128.5 |
|
0.618 |
1,124.1 |
|
0.500 |
1,122.8 |
|
0.382 |
1,121.4 |
|
LOW |
1,117.0 |
|
0.618 |
1,109.9 |
|
1.000 |
1,105.5 |
|
1.618 |
1,098.4 |
|
2.618 |
1,086.9 |
|
4.250 |
1,068.1 |
|
|
| Fisher Pivots for day following 27-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,122.8 |
1,136.6 |
| PP |
1,122.7 |
1,131.9 |
| S1 |
1,122.7 |
1,127.3 |
|