| 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 |
1,125.0 |
1,124.4 |
-0.6 |
-0.1% |
1,160.2 |
| High |
1,128.5 |
1,140.3 |
11.8 |
1.0% |
1,169.8 |
| Low |
1,117.0 |
1,123.1 |
6.1 |
0.5% |
1,116.9 |
| Close |
1,122.6 |
1,134.0 |
11.4 |
1.0% |
1,134.0 |
| Range |
11.5 |
17.2 |
5.7 |
49.6% |
52.9 |
| ATR |
17.9 |
17.9 |
0.0 |
-0.1% |
0.0 |
| Volume |
143,048 |
152,105 |
9,057 |
6.3% |
966,100 |
|
| Daily Pivots for day following 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,184.1 |
1,176.2 |
1,143.5 |
|
| R3 |
1,166.9 |
1,159.0 |
1,138.7 |
|
| R2 |
1,149.7 |
1,149.7 |
1,137.2 |
|
| R1 |
1,141.8 |
1,141.8 |
1,135.6 |
1,145.8 |
| PP |
1,132.5 |
1,132.5 |
1,132.5 |
1,134.4 |
| S1 |
1,124.6 |
1,124.6 |
1,132.4 |
1,128.6 |
| S2 |
1,115.3 |
1,115.3 |
1,130.8 |
|
| S3 |
1,098.1 |
1,107.4 |
1,129.3 |
|
| S4 |
1,080.9 |
1,090.2 |
1,124.5 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,298.9 |
1,269.4 |
1,163.1 |
|
| R3 |
1,246.0 |
1,216.5 |
1,148.5 |
|
| R2 |
1,193.1 |
1,193.1 |
1,143.7 |
|
| R1 |
1,163.6 |
1,163.6 |
1,138.8 |
1,151.9 |
| PP |
1,140.2 |
1,140.2 |
1,140.2 |
1,134.4 |
| S1 |
1,110.7 |
1,110.7 |
1,129.2 |
1,099.0 |
| S2 |
1,087.3 |
1,087.3 |
1,124.3 |
|
| S3 |
1,034.4 |
1,057.8 |
1,119.5 |
|
| S4 |
981.5 |
1,004.9 |
1,104.9 |
|
|
| 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% |
21.0 |
1.8% |
32% |
False |
False |
193,220 |
| 10 |
1,169.8 |
1,108.5 |
61.3 |
5.4% |
18.6 |
1.6% |
42% |
False |
False |
171,621 |
| 20 |
1,169.8 |
1,080.2 |
89.6 |
7.9% |
17.2 |
1.5% |
60% |
False |
False |
154,264 |
| 40 |
1,175.7 |
1,073.7 |
102.0 |
9.0% |
16.8 |
1.5% |
59% |
False |
False |
101,765 |
| 60 |
1,207.3 |
1,073.7 |
133.6 |
11.8% |
15.2 |
1.3% |
45% |
False |
False |
68,949 |
| 80 |
1,234.0 |
1,073.7 |
160.3 |
14.1% |
14.8 |
1.3% |
38% |
False |
False |
52,632 |
| 100 |
1,234.0 |
1,073.7 |
160.3 |
14.1% |
14.8 |
1.3% |
38% |
False |
False |
42,587 |
| 120 |
1,234.0 |
1,073.7 |
160.3 |
14.1% |
14.7 |
1.3% |
38% |
False |
False |
35,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,213.4 |
|
2.618 |
1,185.3 |
|
1.618 |
1,168.1 |
|
1.000 |
1,157.5 |
|
0.618 |
1,150.9 |
|
HIGH |
1,140.3 |
|
0.618 |
1,133.7 |
|
0.500 |
1,131.7 |
|
0.382 |
1,129.7 |
|
LOW |
1,123.1 |
|
0.618 |
1,112.5 |
|
1.000 |
1,105.9 |
|
1.618 |
1,095.3 |
|
2.618 |
1,078.1 |
|
4.250 |
1,050.0 |
|
|
| Fisher Pivots for day following 28-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,133.2 |
1,133.2 |
| PP |
1,132.5 |
1,132.3 |
| S1 |
1,131.7 |
1,131.5 |
|