| Trading Metrics calculated at close of trading on 26-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2015 |
26-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
9,700.0 |
9,992.0 |
292.0 |
3.0% |
11,038.0 |
| High |
10,180.5 |
10,185.0 |
4.5 |
0.0% |
11,111.5 |
| Low |
9,700.0 |
9,858.5 |
158.5 |
1.6% |
9,982.5 |
| Close |
10,164.5 |
10,034.0 |
-130.5 |
-1.3% |
10,155.5 |
| Range |
480.5 |
326.5 |
-154.0 |
-32.0% |
1,129.0 |
| ATR |
296.3 |
298.5 |
2.2 |
0.7% |
0.0 |
| Volume |
599 |
566 |
-33 |
-5.5% |
5,204 |
|
| Daily Pivots for day following 26-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,005.3 |
10,846.2 |
10,213.6 |
|
| R3 |
10,678.8 |
10,519.7 |
10,123.8 |
|
| R2 |
10,352.3 |
10,352.3 |
10,093.9 |
|
| R1 |
10,193.2 |
10,193.2 |
10,063.9 |
10,272.8 |
| PP |
10,025.8 |
10,025.8 |
10,025.8 |
10,065.6 |
| S1 |
9,866.7 |
9,866.7 |
10,004.1 |
9,946.3 |
| S2 |
9,699.3 |
9,699.3 |
9,974.1 |
|
| S3 |
9,372.8 |
9,540.2 |
9,944.2 |
|
| S4 |
9,046.3 |
9,213.7 |
9,854.4 |
|
|
| 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 |
10,651.0 |
9,320.0 |
1,331.0 |
13.3% |
441.6 |
4.4% |
54% |
False |
False |
1,917 |
| 10 |
11,160.0 |
9,320.0 |
1,840.0 |
18.3% |
310.2 |
3.1% |
39% |
False |
False |
1,119 |
| 20 |
11,670.5 |
9,320.0 |
2,350.5 |
23.4% |
244.5 |
2.4% |
30% |
False |
False |
702 |
| 40 |
11,811.0 |
9,320.0 |
2,491.0 |
24.8% |
209.9 |
2.1% |
29% |
False |
False |
523 |
| 60 |
11,811.0 |
9,320.0 |
2,491.0 |
24.8% |
217.7 |
2.2% |
29% |
False |
False |
483 |
| 80 |
11,900.5 |
9,320.0 |
2,580.5 |
25.7% |
206.2 |
2.1% |
28% |
False |
False |
375 |
| 100 |
12,421.0 |
9,320.0 |
3,101.0 |
30.9% |
201.5 |
2.0% |
23% |
False |
False |
310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,572.6 |
|
2.618 |
11,039.8 |
|
1.618 |
10,713.3 |
|
1.000 |
10,511.5 |
|
0.618 |
10,386.8 |
|
HIGH |
10,185.0 |
|
0.618 |
10,060.3 |
|
0.500 |
10,021.8 |
|
0.382 |
9,983.2 |
|
LOW |
9,858.5 |
|
0.618 |
9,656.7 |
|
1.000 |
9,532.0 |
|
1.618 |
9,330.2 |
|
2.618 |
9,003.7 |
|
4.250 |
8,470.9 |
|
|
| Fisher Pivots for day following 26-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,029.9 |
9,940.2 |
| PP |
10,025.8 |
9,846.3 |
| S1 |
10,021.8 |
9,752.5 |
|