| Trading Metrics calculated at close of trading on 25-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2015 |
25-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
16,323 |
15,620 |
-703 |
-4.3% |
17,365 |
| High |
16,323 |
16,242 |
-81 |
-0.5% |
17,443 |
| Low |
15,256 |
15,530 |
274 |
1.8% |
16,342 |
| Close |
15,620 |
15,629 |
9 |
0.1% |
16,378 |
| Range |
1,067 |
712 |
-355 |
-33.3% |
1,101 |
| ATR |
276 |
307 |
31 |
11.3% |
0 |
| Volume |
525 |
3,025 |
2,500 |
476.2% |
1,528 |
|
| Daily Pivots for day following 25-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,936 |
17,495 |
16,021 |
|
| R3 |
17,224 |
16,783 |
15,825 |
|
| R2 |
16,512 |
16,512 |
15,760 |
|
| R1 |
16,071 |
16,071 |
15,694 |
16,292 |
| PP |
15,800 |
15,800 |
15,800 |
15,911 |
| S1 |
15,359 |
15,359 |
15,564 |
15,580 |
| S2 |
15,088 |
15,088 |
15,499 |
|
| S3 |
14,376 |
14,647 |
15,433 |
|
| S4 |
13,664 |
13,935 |
15,238 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,024 |
19,302 |
16,984 |
|
| R3 |
18,923 |
18,201 |
16,681 |
|
| R2 |
17,822 |
17,822 |
16,580 |
|
| R1 |
17,100 |
17,100 |
16,479 |
16,911 |
| PP |
16,721 |
16,721 |
16,721 |
16,626 |
| S1 |
15,999 |
15,999 |
16,277 |
15,810 |
| S2 |
15,620 |
15,620 |
16,176 |
|
| S3 |
14,519 |
14,898 |
16,075 |
|
| S4 |
13,418 |
13,797 |
15,773 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,402 |
15,256 |
2,146 |
13.7% |
582 |
3.7% |
17% |
False |
False |
973 |
| 10 |
17,443 |
15,256 |
2,187 |
14.0% |
375 |
2.4% |
17% |
False |
False |
550 |
| 20 |
17,635 |
15,256 |
2,379 |
15.2% |
273 |
1.7% |
16% |
False |
False |
310 |
| 40 |
17,979 |
15,256 |
2,723 |
17.4% |
211 |
1.3% |
14% |
False |
False |
173 |
| 60 |
18,002 |
15,256 |
2,746 |
17.6% |
170 |
1.1% |
14% |
False |
False |
121 |
| 80 |
18,149 |
15,256 |
2,893 |
18.5% |
136 |
0.9% |
13% |
False |
False |
91 |
| 100 |
18,149 |
15,256 |
2,893 |
18.5% |
111 |
0.7% |
13% |
False |
False |
73 |
| 120 |
18,149 |
15,256 |
2,893 |
18.5% |
96 |
0.6% |
13% |
False |
False |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,268 |
|
2.618 |
18,106 |
|
1.618 |
17,394 |
|
1.000 |
16,954 |
|
0.618 |
16,682 |
|
HIGH |
16,242 |
|
0.618 |
15,970 |
|
0.500 |
15,886 |
|
0.382 |
15,802 |
|
LOW |
15,530 |
|
0.618 |
15,090 |
|
1.000 |
14,818 |
|
1.618 |
14,378 |
|
2.618 |
13,666 |
|
4.250 |
12,504 |
|
|
| Fisher Pivots for day following 25-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
15,886 |
16,051 |
| PP |
15,800 |
15,910 |
| S1 |
15,715 |
15,770 |
|