| Trading Metrics calculated at close of trading on 19-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2015 |
19-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
10,985.5 |
10,855.0 |
-130.5 |
-1.2% |
11,552.0 |
| High |
10,985.5 |
10,855.0 |
-130.5 |
-1.2% |
11,615.0 |
| Low |
10,884.5 |
10,680.0 |
-204.5 |
-1.9% |
10,898.0 |
| Close |
10,920.0 |
10,690.0 |
-230.0 |
-2.1% |
10,996.0 |
| Range |
101.0 |
175.0 |
74.0 |
73.3% |
717.0 |
| ATR |
202.0 |
204.7 |
2.7 |
1.3% |
0.0 |
| Volume |
278 |
385 |
107 |
38.5% |
2,398 |
|
| Daily Pivots for day following 19-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,266.7 |
11,153.3 |
10,786.3 |
|
| R3 |
11,091.7 |
10,978.3 |
10,738.1 |
|
| R2 |
10,916.7 |
10,916.7 |
10,722.1 |
|
| R1 |
10,803.3 |
10,803.3 |
10,706.0 |
10,772.5 |
| PP |
10,741.7 |
10,741.7 |
10,741.7 |
10,726.3 |
| S1 |
10,628.3 |
10,628.3 |
10,674.0 |
10,597.5 |
| S2 |
10,566.7 |
10,566.7 |
10,657.9 |
|
| S3 |
10,391.7 |
10,453.3 |
10,641.9 |
|
| S4 |
10,216.7 |
10,278.3 |
10,593.8 |
|
|
| 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 |
11,160.0 |
10,680.0 |
480.0 |
4.5% |
178.7 |
1.7% |
2% |
False |
True |
321 |
| 10 |
11,670.5 |
10,680.0 |
990.5 |
9.3% |
190.9 |
1.8% |
1% |
False |
True |
350 |
| 20 |
11,670.5 |
10,680.0 |
990.5 |
9.3% |
183.5 |
1.7% |
1% |
False |
True |
417 |
| 40 |
11,811.0 |
10,661.0 |
1,150.0 |
10.8% |
187.2 |
1.8% |
3% |
False |
False |
319 |
| 60 |
11,811.0 |
10,661.0 |
1,150.0 |
10.8% |
194.0 |
1.8% |
3% |
False |
False |
328 |
| 80 |
12,025.0 |
10,661.0 |
1,364.0 |
12.8% |
195.9 |
1.8% |
2% |
False |
False |
259 |
| 100 |
12,421.0 |
10,661.0 |
1,760.0 |
16.5% |
183.0 |
1.7% |
2% |
False |
False |
216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,598.8 |
|
2.618 |
11,313.2 |
|
1.618 |
11,138.2 |
|
1.000 |
11,030.0 |
|
0.618 |
10,963.2 |
|
HIGH |
10,855.0 |
|
0.618 |
10,788.2 |
|
0.500 |
10,767.5 |
|
0.382 |
10,746.9 |
|
LOW |
10,680.0 |
|
0.618 |
10,571.9 |
|
1.000 |
10,505.0 |
|
1.618 |
10,396.9 |
|
2.618 |
10,221.9 |
|
4.250 |
9,936.3 |
|
|
| Fisher Pivots for day following 19-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,767.5 |
10,895.8 |
| PP |
10,741.7 |
10,827.2 |
| S1 |
10,715.8 |
10,758.6 |
|