| Trading Metrics calculated at close of trading on 27-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2015 |
27-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
9,992.0 |
10,220.0 |
228.0 |
2.3% |
11,038.0 |
| High |
10,185.0 |
10,380.0 |
195.0 |
1.9% |
11,111.5 |
| Low |
9,858.5 |
10,170.0 |
311.5 |
3.2% |
9,982.5 |
| Close |
10,034.0 |
10,334.5 |
300.5 |
3.0% |
10,155.5 |
| Range |
326.5 |
210.0 |
-116.5 |
-35.7% |
1,129.0 |
| ATR |
298.5 |
301.9 |
3.4 |
1.1% |
0.0 |
| Volume |
566 |
2,429 |
1,863 |
329.2% |
5,204 |
|
| Daily Pivots for day following 27-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,924.8 |
10,839.7 |
10,450.0 |
|
| R3 |
10,714.8 |
10,629.7 |
10,392.3 |
|
| R2 |
10,504.8 |
10,504.8 |
10,373.0 |
|
| R1 |
10,419.7 |
10,419.7 |
10,353.8 |
10,462.3 |
| PP |
10,294.8 |
10,294.8 |
10,294.8 |
10,316.1 |
| S1 |
10,209.7 |
10,209.7 |
10,315.3 |
10,252.3 |
| S2 |
10,084.8 |
10,084.8 |
10,296.0 |
|
| S3 |
9,874.8 |
9,999.7 |
10,276.8 |
|
| S4 |
9,664.8 |
9,789.7 |
10,219.0 |
|
|
| 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 |
10,429.0 |
9,320.0 |
1,109.0 |
10.7% |
415.3 |
4.0% |
91% |
False |
False |
2,247 |
| 10 |
11,111.5 |
9,320.0 |
1,791.5 |
17.3% |
314.5 |
3.0% |
57% |
False |
False |
1,320 |
| 20 |
11,670.5 |
9,320.0 |
2,350.5 |
22.7% |
247.0 |
2.4% |
43% |
False |
False |
814 |
| 40 |
11,811.0 |
9,320.0 |
2,491.0 |
24.1% |
211.9 |
2.1% |
41% |
False |
False |
580 |
| 60 |
11,811.0 |
9,320.0 |
2,491.0 |
24.1% |
217.7 |
2.1% |
41% |
False |
False |
519 |
| 80 |
11,900.5 |
9,320.0 |
2,580.5 |
25.0% |
206.3 |
2.0% |
39% |
False |
False |
405 |
| 100 |
12,421.0 |
9,320.0 |
3,101.0 |
30.0% |
202.8 |
2.0% |
33% |
False |
False |
333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,272.5 |
|
2.618 |
10,929.8 |
|
1.618 |
10,719.8 |
|
1.000 |
10,590.0 |
|
0.618 |
10,509.8 |
|
HIGH |
10,380.0 |
|
0.618 |
10,299.8 |
|
0.500 |
10,275.0 |
|
0.382 |
10,250.2 |
|
LOW |
10,170.0 |
|
0.618 |
10,040.2 |
|
1.000 |
9,960.0 |
|
1.618 |
9,830.2 |
|
2.618 |
9,620.2 |
|
4.250 |
9,277.5 |
|
|
| Fisher Pivots for day following 27-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,314.7 |
10,236.3 |
| PP |
10,294.8 |
10,138.2 |
| S1 |
10,275.0 |
10,040.0 |
|