| Trading Metrics calculated at close of trading on 21-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2015 |
21-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
10,651.0 |
10,218.5 |
-432.5 |
-4.1% |
11,038.0 |
| High |
10,651.0 |
10,429.0 |
-222.0 |
-2.1% |
11,111.5 |
| Low |
10,309.5 |
9,982.5 |
-327.0 |
-3.2% |
9,982.5 |
| Close |
10,434.0 |
10,155.5 |
-278.5 |
-2.7% |
10,155.5 |
| Range |
341.5 |
446.5 |
105.0 |
30.7% |
1,129.0 |
| ATR |
217.3 |
234.0 |
16.7 |
7.7% |
0.0 |
| Volume |
776 |
3,514 |
2,738 |
352.8% |
5,204 |
|
| Daily Pivots for day following 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,528.5 |
11,288.5 |
10,401.1 |
|
| R3 |
11,082.0 |
10,842.0 |
10,278.3 |
|
| R2 |
10,635.5 |
10,635.5 |
10,237.4 |
|
| R1 |
10,395.5 |
10,395.5 |
10,196.4 |
10,292.3 |
| PP |
10,189.0 |
10,189.0 |
10,189.0 |
10,137.4 |
| S1 |
9,949.0 |
9,949.0 |
10,114.6 |
9,845.8 |
| S2 |
9,742.5 |
9,742.5 |
10,073.6 |
|
| S3 |
9,296.0 |
9,502.5 |
10,032.7 |
|
| S4 |
8,849.5 |
9,056.0 |
9,909.9 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,803.5 |
13,108.5 |
10,776.5 |
|
| R3 |
12,674.5 |
11,979.5 |
10,466.0 |
|
| R2 |
11,545.5 |
11,545.5 |
10,362.5 |
|
| R1 |
10,850.5 |
10,850.5 |
10,259.0 |
10,633.5 |
| PP |
10,416.5 |
10,416.5 |
10,416.5 |
10,308.0 |
| S1 |
9,721.5 |
9,721.5 |
10,052.0 |
9,504.5 |
| S2 |
9,287.5 |
9,287.5 |
9,948.5 |
|
| S3 |
8,158.5 |
8,592.5 |
9,845.0 |
|
| S4 |
7,029.5 |
7,463.5 |
9,534.6 |
|
|
| 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 |
9,982.5 |
1,129.0 |
11.1% |
269.3 |
2.7% |
15% |
False |
True |
1,040 |
| 10 |
11,615.0 |
9,982.5 |
1,632.5 |
16.1% |
245.2 |
2.4% |
11% |
False |
True |
760 |
| 20 |
11,670.5 |
9,982.5 |
1,688.0 |
16.6% |
201.8 |
2.0% |
10% |
False |
True |
582 |
| 40 |
11,811.0 |
9,982.5 |
1,828.5 |
18.0% |
197.1 |
1.9% |
9% |
False |
True |
413 |
| 60 |
11,811.0 |
9,982.5 |
1,828.5 |
18.0% |
201.7 |
2.0% |
9% |
False |
True |
399 |
| 80 |
11,900.5 |
9,982.5 |
1,918.0 |
18.9% |
197.4 |
1.9% |
9% |
False |
True |
311 |
| 100 |
12,421.0 |
9,982.5 |
2,438.5 |
24.0% |
190.8 |
1.9% |
7% |
False |
True |
259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,326.6 |
|
2.618 |
11,597.9 |
|
1.618 |
11,151.4 |
|
1.000 |
10,875.5 |
|
0.618 |
10,704.9 |
|
HIGH |
10,429.0 |
|
0.618 |
10,258.4 |
|
0.500 |
10,205.8 |
|
0.382 |
10,153.1 |
|
LOW |
9,982.5 |
|
0.618 |
9,706.6 |
|
1.000 |
9,536.0 |
|
1.618 |
9,260.1 |
|
2.618 |
8,813.6 |
|
4.250 |
8,084.9 |
|
|
| Fisher Pivots for day following 21-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,205.8 |
10,418.8 |
| PP |
10,189.0 |
10,331.0 |
| S1 |
10,172.3 |
10,243.3 |
|