| Trading Metrics calculated at close of trading on 24-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2015 |
24-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
10,218.5 |
9,815.5 |
-403.0 |
-3.9% |
11,038.0 |
| High |
10,429.0 |
9,933.0 |
-496.0 |
-4.8% |
11,111.5 |
| Low |
9,982.5 |
9,320.0 |
-662.5 |
-6.6% |
9,982.5 |
| Close |
10,155.5 |
9,632.5 |
-523.0 |
-5.1% |
10,155.5 |
| Range |
446.5 |
613.0 |
166.5 |
37.3% |
1,129.0 |
| ATR |
234.0 |
277.0 |
43.0 |
18.4% |
0.0 |
| Volume |
3,514 |
4,131 |
617 |
17.6% |
5,204 |
|
| Daily Pivots for day following 24-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,467.5 |
11,163.0 |
9,969.7 |
|
| R3 |
10,854.5 |
10,550.0 |
9,801.1 |
|
| R2 |
10,241.5 |
10,241.5 |
9,744.9 |
|
| R1 |
9,937.0 |
9,937.0 |
9,688.7 |
9,782.8 |
| PP |
9,628.5 |
9,628.5 |
9,628.5 |
9,551.4 |
| S1 |
9,324.0 |
9,324.0 |
9,576.3 |
9,169.8 |
| S2 |
9,015.5 |
9,015.5 |
9,520.1 |
|
| S3 |
8,402.5 |
8,711.0 |
9,463.9 |
|
| S4 |
7,789.5 |
8,098.0 |
9,295.4 |
|
|
| 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 |
10,985.5 |
9,320.0 |
1,665.5 |
17.3% |
335.4 |
3.5% |
19% |
False |
True |
1,816 |
| 10 |
11,566.0 |
9,320.0 |
2,246.0 |
23.3% |
290.0 |
3.0% |
14% |
False |
True |
1,162 |
| 20 |
11,670.5 |
9,320.0 |
2,350.5 |
24.4% |
219.1 |
2.3% |
13% |
False |
True |
755 |
| 40 |
11,811.0 |
9,320.0 |
2,491.0 |
25.9% |
202.0 |
2.1% |
13% |
False |
True |
505 |
| 60 |
11,811.0 |
9,320.0 |
2,491.0 |
25.9% |
210.2 |
2.2% |
13% |
False |
True |
467 |
| 80 |
11,900.5 |
9,320.0 |
2,580.5 |
26.8% |
203.2 |
2.1% |
12% |
False |
True |
361 |
| 100 |
12,421.0 |
9,320.0 |
3,101.0 |
32.2% |
194.9 |
2.0% |
10% |
False |
True |
299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,538.3 |
|
2.618 |
11,537.8 |
|
1.618 |
10,924.8 |
|
1.000 |
10,546.0 |
|
0.618 |
10,311.8 |
|
HIGH |
9,933.0 |
|
0.618 |
9,698.8 |
|
0.500 |
9,626.5 |
|
0.382 |
9,554.2 |
|
LOW |
9,320.0 |
|
0.618 |
8,941.2 |
|
1.000 |
8,707.0 |
|
1.618 |
8,328.2 |
|
2.618 |
7,715.2 |
|
4.250 |
6,714.8 |
|
|
| Fisher Pivots for day following 24-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
9,630.5 |
9,985.5 |
| PP |
9,628.5 |
9,867.8 |
| S1 |
9,626.5 |
9,750.2 |
|