| Trading Metrics calculated at close of trading on 26-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2015 |
26-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1,867.00 |
1,868.00 |
1.00 |
0.1% |
2,082.50 |
| High |
1,938.75 |
1,934.00 |
-4.75 |
-0.2% |
2,095.50 |
| Low |
1,852.75 |
1,842.00 |
-10.75 |
-0.6% |
1,959.50 |
| Close |
1,864.25 |
1,929.25 |
65.00 |
3.5% |
1,963.00 |
| Range |
86.00 |
92.00 |
6.00 |
7.0% |
136.00 |
| ATR |
39.34 |
43.10 |
3.76 |
9.6% |
0.00 |
| Volume |
49,231 |
33,223 |
-16,008 |
-32.5% |
34,217 |
|
| Daily Pivots for day following 26-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,177.75 |
2,145.50 |
1,979.75 |
|
| R3 |
2,085.75 |
2,053.50 |
1,954.50 |
|
| R2 |
1,993.75 |
1,993.75 |
1,946.00 |
|
| R1 |
1,961.50 |
1,961.50 |
1,937.75 |
1,977.50 |
| PP |
1,901.75 |
1,901.75 |
1,901.75 |
1,909.75 |
| S1 |
1,869.50 |
1,869.50 |
1,920.75 |
1,885.50 |
| S2 |
1,809.75 |
1,809.75 |
1,912.50 |
|
| S3 |
1,717.75 |
1,777.50 |
1,904.00 |
|
| S4 |
1,625.75 |
1,685.50 |
1,878.75 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,414.00 |
2,324.50 |
2,037.75 |
|
| R3 |
2,278.00 |
2,188.50 |
2,000.50 |
|
| R2 |
2,142.00 |
2,142.00 |
1,988.00 |
|
| R1 |
2,052.50 |
2,052.50 |
1,975.50 |
2,029.25 |
| PP |
2,006.00 |
2,006.00 |
2,006.00 |
1,994.50 |
| S1 |
1,916.50 |
1,916.50 |
1,950.50 |
1,893.25 |
| S2 |
1,870.00 |
1,870.00 |
1,938.00 |
|
| S3 |
1,734.00 |
1,780.50 |
1,925.50 |
|
| S4 |
1,598.00 |
1,644.50 |
1,888.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,069.50 |
1,823.00 |
246.50 |
12.8% |
85.75 |
4.4% |
43% |
False |
False |
24,379 |
| 10 |
2,095.50 |
1,823.00 |
272.50 |
14.1% |
53.50 |
2.8% |
39% |
False |
False |
15,689 |
| 20 |
2,101.25 |
1,823.00 |
278.25 |
14.4% |
38.50 |
2.0% |
38% |
False |
False |
9,919 |
| 40 |
2,118.50 |
1,823.00 |
295.50 |
15.3% |
31.00 |
1.6% |
36% |
False |
False |
6,345 |
| 60 |
2,118.50 |
1,823.00 |
295.50 |
15.3% |
27.00 |
1.4% |
36% |
False |
False |
4,783 |
| 80 |
2,118.50 |
1,823.00 |
295.50 |
15.3% |
24.75 |
1.3% |
36% |
False |
False |
3,665 |
| 100 |
2,118.50 |
1,823.00 |
295.50 |
15.3% |
23.00 |
1.2% |
36% |
False |
False |
2,971 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
15.3% |
22.25 |
1.2% |
36% |
False |
False |
2,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,325.00 |
|
2.618 |
2,174.75 |
|
1.618 |
2,082.75 |
|
1.000 |
2,026.00 |
|
0.618 |
1,990.75 |
|
HIGH |
1,934.00 |
|
0.618 |
1,898.75 |
|
0.500 |
1,888.00 |
|
0.382 |
1,877.25 |
|
LOW |
1,842.00 |
|
0.618 |
1,785.25 |
|
1.000 |
1,750.00 |
|
1.618 |
1,693.25 |
|
2.618 |
1,601.25 |
|
4.250 |
1,451.00 |
|
|
| Fisher Pivots for day following 26-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,915.50 |
1,916.50 |
| PP |
1,901.75 |
1,903.75 |
| S1 |
1,888.00 |
1,891.00 |
|