| Trading Metrics calculated at close of trading on 25-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2015 |
25-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
9,815.5 |
9,700.0 |
-115.5 |
-1.2% |
11,038.0 |
| High |
9,933.0 |
10,180.5 |
247.5 |
2.5% |
11,111.5 |
| Low |
9,320.0 |
9,700.0 |
380.0 |
4.1% |
9,982.5 |
| Close |
9,632.5 |
10,164.5 |
532.0 |
5.5% |
10,155.5 |
| Range |
613.0 |
480.5 |
-132.5 |
-21.6% |
1,129.0 |
| ATR |
277.0 |
296.3 |
19.4 |
7.0% |
0.0 |
| Volume |
4,131 |
599 |
-3,532 |
-85.5% |
5,204 |
|
| Daily Pivots for day following 25-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,456.5 |
11,291.0 |
10,428.8 |
|
| R3 |
10,976.0 |
10,810.5 |
10,296.6 |
|
| R2 |
10,495.5 |
10,495.5 |
10,252.6 |
|
| R1 |
10,330.0 |
10,330.0 |
10,208.5 |
10,412.8 |
| PP |
10,015.0 |
10,015.0 |
10,015.0 |
10,056.4 |
| S1 |
9,849.5 |
9,849.5 |
10,120.5 |
9,932.3 |
| S2 |
9,534.5 |
9,534.5 |
10,076.4 |
|
| S3 |
9,054.0 |
9,369.0 |
10,032.4 |
|
| S4 |
8,573.5 |
8,888.5 |
9,900.2 |
|
|
| 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 |
10,855.0 |
9,320.0 |
1,535.0 |
15.1% |
411.3 |
4.0% |
55% |
False |
False |
1,881 |
| 10 |
11,210.0 |
9,320.0 |
1,890.0 |
18.6% |
308.7 |
3.0% |
45% |
False |
False |
1,104 |
| 20 |
11,670.5 |
9,320.0 |
2,350.5 |
23.1% |
235.0 |
2.3% |
36% |
False |
False |
772 |
| 40 |
11,811.0 |
9,320.0 |
2,491.0 |
24.5% |
208.5 |
2.1% |
34% |
False |
False |
514 |
| 60 |
11,811.0 |
9,320.0 |
2,491.0 |
24.5% |
214.8 |
2.1% |
34% |
False |
False |
477 |
| 80 |
11,900.5 |
9,320.0 |
2,580.5 |
25.4% |
207.0 |
2.0% |
33% |
False |
False |
368 |
| 100 |
12,421.0 |
9,320.0 |
3,101.0 |
30.5% |
198.7 |
2.0% |
27% |
False |
False |
305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,222.6 |
|
2.618 |
11,438.4 |
|
1.618 |
10,957.9 |
|
1.000 |
10,661.0 |
|
0.618 |
10,477.4 |
|
HIGH |
10,180.5 |
|
0.618 |
9,996.9 |
|
0.500 |
9,940.3 |
|
0.382 |
9,883.6 |
|
LOW |
9,700.0 |
|
0.618 |
9,403.1 |
|
1.000 |
9,219.5 |
|
1.618 |
8,922.6 |
|
2.618 |
8,442.1 |
|
4.250 |
7,657.9 |
|
|
| Fisher Pivots for day following 25-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,089.8 |
10,067.8 |
| PP |
10,015.0 |
9,971.2 |
| S1 |
9,940.3 |
9,874.5 |
|