| Trading Metrics calculated at close of trading on 28-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2015 |
28-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
10,220.0 |
10,333.0 |
113.0 |
1.1% |
9,815.5 |
| High |
10,380.0 |
10,347.0 |
-33.0 |
-0.3% |
10,380.0 |
| Low |
10,170.0 |
10,190.0 |
20.0 |
0.2% |
9,320.0 |
| Close |
10,334.5 |
10,272.0 |
-62.5 |
-0.6% |
10,272.0 |
| Range |
210.0 |
157.0 |
-53.0 |
-25.2% |
1,060.0 |
| ATR |
301.9 |
291.5 |
-10.3 |
-3.4% |
0.0 |
| Volume |
2,429 |
2,091 |
-338 |
-13.9% |
9,816 |
|
| Daily Pivots for day following 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,740.7 |
10,663.3 |
10,358.4 |
|
| R3 |
10,583.7 |
10,506.3 |
10,315.2 |
|
| R2 |
10,426.7 |
10,426.7 |
10,300.8 |
|
| R1 |
10,349.3 |
10,349.3 |
10,286.4 |
10,309.5 |
| PP |
10,269.7 |
10,269.7 |
10,269.7 |
10,249.8 |
| S1 |
10,192.3 |
10,192.3 |
10,257.6 |
10,152.5 |
| S2 |
10,112.7 |
10,112.7 |
10,243.2 |
|
| S3 |
9,955.7 |
10,035.3 |
10,228.8 |
|
| S4 |
9,798.7 |
9,878.3 |
10,185.7 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,170.7 |
12,781.3 |
10,855.0 |
|
| R3 |
12,110.7 |
11,721.3 |
10,563.5 |
|
| R2 |
11,050.7 |
11,050.7 |
10,466.3 |
|
| R1 |
10,661.3 |
10,661.3 |
10,369.2 |
10,856.0 |
| PP |
9,990.7 |
9,990.7 |
9,990.7 |
10,088.0 |
| S1 |
9,601.3 |
9,601.3 |
10,174.8 |
9,796.0 |
| S2 |
8,930.7 |
8,930.7 |
10,077.7 |
|
| S3 |
7,870.7 |
8,541.3 |
9,980.5 |
|
| S4 |
6,810.7 |
7,481.3 |
9,689.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,380.0 |
9,320.0 |
1,060.0 |
10.3% |
357.4 |
3.5% |
90% |
False |
False |
1,963 |
| 10 |
11,111.5 |
9,320.0 |
1,791.5 |
17.4% |
313.4 |
3.1% |
53% |
False |
False |
1,502 |
| 20 |
11,670.5 |
9,320.0 |
2,350.5 |
22.9% |
247.3 |
2.4% |
41% |
False |
False |
910 |
| 40 |
11,811.0 |
9,320.0 |
2,491.0 |
24.3% |
212.5 |
2.1% |
38% |
False |
False |
630 |
| 60 |
11,811.0 |
9,320.0 |
2,491.0 |
24.3% |
218.4 |
2.1% |
38% |
False |
False |
553 |
| 80 |
11,900.5 |
9,320.0 |
2,580.5 |
25.1% |
205.7 |
2.0% |
37% |
False |
False |
430 |
| 100 |
12,421.0 |
9,320.0 |
3,101.0 |
30.2% |
203.5 |
2.0% |
31% |
False |
False |
354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,014.3 |
|
2.618 |
10,758.0 |
|
1.618 |
10,601.0 |
|
1.000 |
10,504.0 |
|
0.618 |
10,444.0 |
|
HIGH |
10,347.0 |
|
0.618 |
10,287.0 |
|
0.500 |
10,268.5 |
|
0.382 |
10,250.0 |
|
LOW |
10,190.0 |
|
0.618 |
10,093.0 |
|
1.000 |
10,033.0 |
|
1.618 |
9,936.0 |
|
2.618 |
9,779.0 |
|
4.250 |
9,522.8 |
|
|
| Fisher Pivots for day following 28-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,270.8 |
10,221.1 |
| PP |
10,269.7 |
10,170.2 |
| S1 |
10,268.5 |
10,119.3 |
|