| Trading Metrics calculated at close of trading on 20-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2015 |
20-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
10,855.0 |
10,651.0 |
-204.0 |
-1.9% |
11,552.0 |
| High |
10,855.0 |
10,651.0 |
-204.0 |
-1.9% |
11,615.0 |
| Low |
10,680.0 |
10,309.5 |
-370.5 |
-3.5% |
10,898.0 |
| Close |
10,690.0 |
10,434.0 |
-256.0 |
-2.4% |
10,996.0 |
| Range |
175.0 |
341.5 |
166.5 |
95.1% |
717.0 |
| ATR |
204.7 |
217.3 |
12.6 |
6.1% |
0.0 |
| Volume |
385 |
776 |
391 |
101.6% |
2,398 |
|
| Daily Pivots for day following 20-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,489.3 |
11,303.2 |
10,621.8 |
|
| R3 |
11,147.8 |
10,961.7 |
10,527.9 |
|
| R2 |
10,806.3 |
10,806.3 |
10,496.6 |
|
| R1 |
10,620.2 |
10,620.2 |
10,465.3 |
10,542.5 |
| PP |
10,464.8 |
10,464.8 |
10,464.8 |
10,426.0 |
| S1 |
10,278.7 |
10,278.7 |
10,402.7 |
10,201.0 |
| S2 |
10,123.3 |
10,123.3 |
10,371.4 |
|
| S3 |
9,781.8 |
9,937.2 |
10,340.1 |
|
| S4 |
9,440.3 |
9,595.7 |
10,246.2 |
|
|
| 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 |
11,111.5 |
10,309.5 |
802.0 |
7.7% |
213.6 |
2.0% |
16% |
False |
True |
393 |
| 10 |
11,615.0 |
10,309.5 |
1,305.5 |
12.5% |
212.0 |
2.0% |
10% |
False |
True |
420 |
| 20 |
11,670.5 |
10,309.5 |
1,361.0 |
13.0% |
192.3 |
1.8% |
9% |
False |
True |
417 |
| 40 |
11,811.0 |
10,309.5 |
1,501.5 |
14.4% |
190.2 |
1.8% |
8% |
False |
True |
330 |
| 60 |
11,811.0 |
10,309.5 |
1,501.5 |
14.4% |
197.9 |
1.9% |
8% |
False |
True |
340 |
| 80 |
11,900.5 |
10,309.5 |
1,591.0 |
15.2% |
197.7 |
1.9% |
8% |
False |
True |
268 |
| 100 |
12,421.0 |
10,309.5 |
2,111.5 |
20.2% |
186.4 |
1.8% |
6% |
False |
True |
224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,102.4 |
|
2.618 |
11,545.0 |
|
1.618 |
11,203.5 |
|
1.000 |
10,992.5 |
|
0.618 |
10,862.0 |
|
HIGH |
10,651.0 |
|
0.618 |
10,520.5 |
|
0.500 |
10,480.3 |
|
0.382 |
10,440.0 |
|
LOW |
10,309.5 |
|
0.618 |
10,098.5 |
|
1.000 |
9,968.0 |
|
1.618 |
9,757.0 |
|
2.618 |
9,415.5 |
|
4.250 |
8,858.1 |
|
|
| Fisher Pivots for day following 20-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,480.3 |
10,647.5 |
| PP |
10,464.8 |
10,576.3 |
| S1 |
10,449.4 |
10,505.2 |
|