| 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 |
1,868.00 |
1,931.25 |
63.25 |
3.4% |
2,082.50 |
| High |
1,934.00 |
1,981.00 |
47.00 |
2.4% |
2,095.50 |
| Low |
1,842.00 |
1,926.00 |
84.00 |
4.6% |
1,959.50 |
| Close |
1,929.25 |
1,980.50 |
51.25 |
2.7% |
1,963.00 |
| Range |
92.00 |
55.00 |
-37.00 |
-40.2% |
136.00 |
| ATR |
43.10 |
43.95 |
0.85 |
2.0% |
0.00 |
| Volume |
33,223 |
21,094 |
-12,129 |
-36.5% |
34,217 |
|
| Daily Pivots for day following 27-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,127.50 |
2,109.00 |
2,010.75 |
|
| R3 |
2,072.50 |
2,054.00 |
1,995.50 |
|
| R2 |
2,017.50 |
2,017.50 |
1,990.50 |
|
| R1 |
1,999.00 |
1,999.00 |
1,985.50 |
2,008.25 |
| PP |
1,962.50 |
1,962.50 |
1,962.50 |
1,967.00 |
| S1 |
1,944.00 |
1,944.00 |
1,975.50 |
1,953.25 |
| S2 |
1,907.50 |
1,907.50 |
1,970.50 |
|
| S3 |
1,852.50 |
1,889.00 |
1,965.50 |
|
| S4 |
1,797.50 |
1,834.00 |
1,950.25 |
|
|
| 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 |
2,021.50 |
1,823.00 |
198.50 |
10.0% |
86.25 |
4.4% |
79% |
False |
False |
27,025 |
| 10 |
2,095.50 |
1,823.00 |
272.50 |
13.8% |
57.00 |
2.9% |
58% |
False |
False |
16,642 |
| 20 |
2,101.25 |
1,823.00 |
278.25 |
14.0% |
40.50 |
2.0% |
57% |
False |
False |
10,824 |
| 40 |
2,118.50 |
1,823.00 |
295.50 |
14.9% |
31.75 |
1.6% |
53% |
False |
False |
6,816 |
| 60 |
2,118.50 |
1,823.00 |
295.50 |
14.9% |
27.75 |
1.4% |
53% |
False |
False |
5,132 |
| 80 |
2,118.50 |
1,823.00 |
295.50 |
14.9% |
25.00 |
1.3% |
53% |
False |
False |
3,928 |
| 100 |
2,118.50 |
1,823.00 |
295.50 |
14.9% |
23.50 |
1.2% |
53% |
False |
False |
3,182 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
14.9% |
22.50 |
1.1% |
53% |
False |
False |
2,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,214.75 |
|
2.618 |
2,125.00 |
|
1.618 |
2,070.00 |
|
1.000 |
2,036.00 |
|
0.618 |
2,015.00 |
|
HIGH |
1,981.00 |
|
0.618 |
1,960.00 |
|
0.500 |
1,953.50 |
|
0.382 |
1,947.00 |
|
LOW |
1,926.00 |
|
0.618 |
1,892.00 |
|
1.000 |
1,871.00 |
|
1.618 |
1,837.00 |
|
2.618 |
1,782.00 |
|
4.250 |
1,692.25 |
|
|
| Fisher Pivots for day following 27-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,971.50 |
1,957.50 |
| PP |
1,962.50 |
1,934.50 |
| S1 |
1,953.50 |
1,911.50 |
|