| Trading Metrics calculated at close of trading on 18-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2015 |
18-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
11,038.0 |
10,985.5 |
-52.5 |
-0.5% |
11,552.0 |
| High |
11,111.5 |
10,985.5 |
-126.0 |
-1.1% |
11,615.0 |
| Low |
10,829.0 |
10,884.5 |
55.5 |
0.5% |
10,898.0 |
| Close |
10,955.0 |
10,920.0 |
-35.0 |
-0.3% |
10,996.0 |
| Range |
282.5 |
101.0 |
-181.5 |
-64.2% |
717.0 |
| ATR |
209.8 |
202.0 |
-7.8 |
-3.7% |
0.0 |
| Volume |
251 |
278 |
27 |
10.8% |
2,398 |
|
| Daily Pivots for day following 18-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,233.0 |
11,177.5 |
10,975.6 |
|
| R3 |
11,132.0 |
11,076.5 |
10,947.8 |
|
| R2 |
11,031.0 |
11,031.0 |
10,938.5 |
|
| R1 |
10,975.5 |
10,975.5 |
10,929.3 |
10,952.8 |
| PP |
10,930.0 |
10,930.0 |
10,930.0 |
10,918.6 |
| S1 |
10,874.5 |
10,874.5 |
10,910.7 |
10,851.8 |
| S2 |
10,829.0 |
10,829.0 |
10,901.5 |
|
| S3 |
10,728.0 |
10,773.5 |
10,892.2 |
|
| S4 |
10,627.0 |
10,672.5 |
10,864.5 |
|
|
| Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,320.7 |
12,875.3 |
11,390.4 |
|
| R3 |
12,603.7 |
12,158.3 |
11,193.2 |
|
| R2 |
11,886.7 |
11,886.7 |
11,127.5 |
|
| R1 |
11,441.3 |
11,441.3 |
11,061.7 |
11,305.5 |
| PP |
11,169.7 |
11,169.7 |
11,169.7 |
11,101.8 |
| S1 |
10,724.3 |
10,724.3 |
10,930.3 |
10,588.5 |
| S2 |
10,452.7 |
10,452.7 |
10,864.6 |
|
| S3 |
9,735.7 |
10,007.3 |
10,798.8 |
|
| S4 |
9,018.7 |
9,290.3 |
10,601.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,210.0 |
10,829.0 |
381.0 |
3.5% |
206.1 |
1.9% |
24% |
False |
False |
328 |
| 10 |
11,670.5 |
10,829.0 |
841.5 |
7.7% |
190.6 |
1.7% |
11% |
False |
False |
334 |
| 20 |
11,670.5 |
10,829.0 |
841.5 |
7.7% |
179.5 |
1.6% |
11% |
False |
False |
404 |
| 40 |
11,811.0 |
10,661.0 |
1,150.0 |
10.5% |
187.9 |
1.7% |
23% |
False |
False |
325 |
| 60 |
11,811.0 |
10,661.0 |
1,150.0 |
10.5% |
193.8 |
1.8% |
23% |
False |
False |
322 |
| 80 |
12,080.0 |
10,661.0 |
1,419.0 |
13.0% |
197.1 |
1.8% |
18% |
False |
False |
254 |
| 100 |
12,421.0 |
10,661.0 |
1,760.0 |
16.1% |
181.3 |
1.7% |
15% |
False |
False |
212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,414.8 |
|
2.618 |
11,249.9 |
|
1.618 |
11,148.9 |
|
1.000 |
11,086.5 |
|
0.618 |
11,047.9 |
|
HIGH |
10,985.5 |
|
0.618 |
10,946.9 |
|
0.500 |
10,935.0 |
|
0.382 |
10,923.1 |
|
LOW |
10,884.5 |
|
0.618 |
10,822.1 |
|
1.000 |
10,783.5 |
|
1.618 |
10,721.1 |
|
2.618 |
10,620.1 |
|
4.250 |
10,455.3 |
|
|
| Fisher Pivots for day following 18-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,935.0 |
10,970.3 |
| PP |
10,930.0 |
10,953.5 |
| S1 |
10,925.0 |
10,936.8 |
|