| Trading Metrics calculated at close of trading on 31-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2015 |
31-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
10,333.0 |
10,155.0 |
-178.0 |
-1.7% |
9,815.5 |
| High |
10,347.0 |
10,302.5 |
-44.5 |
-0.4% |
10,380.0 |
| Low |
10,190.0 |
10,135.0 |
-55.0 |
-0.5% |
9,320.0 |
| Close |
10,272.0 |
10,248.5 |
-23.5 |
-0.2% |
10,272.0 |
| Range |
157.0 |
167.5 |
10.5 |
6.7% |
1,060.0 |
| ATR |
291.5 |
282.7 |
-8.9 |
-3.0% |
0.0 |
| Volume |
2,091 |
1,995 |
-96 |
-4.6% |
9,816 |
|
| Daily Pivots for day following 31-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,731.2 |
10,657.3 |
10,340.6 |
|
| R3 |
10,563.7 |
10,489.8 |
10,294.6 |
|
| R2 |
10,396.2 |
10,396.2 |
10,279.2 |
|
| R1 |
10,322.3 |
10,322.3 |
10,263.9 |
10,359.3 |
| PP |
10,228.7 |
10,228.7 |
10,228.7 |
10,247.1 |
| S1 |
10,154.8 |
10,154.8 |
10,233.1 |
10,191.8 |
| S2 |
10,061.2 |
10,061.2 |
10,217.8 |
|
| S3 |
9,893.7 |
9,987.3 |
10,202.4 |
|
| S4 |
9,726.2 |
9,819.8 |
10,156.4 |
|
|
| 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 |
9,700.0 |
680.0 |
6.6% |
268.3 |
2.6% |
81% |
False |
False |
1,536 |
| 10 |
10,985.5 |
9,320.0 |
1,665.5 |
16.3% |
301.9 |
2.9% |
56% |
False |
False |
1,676 |
| 20 |
11,670.5 |
9,320.0 |
2,350.5 |
22.9% |
245.5 |
2.4% |
40% |
False |
False |
996 |
| 40 |
11,811.0 |
9,320.0 |
2,491.0 |
24.3% |
210.4 |
2.1% |
37% |
False |
False |
670 |
| 60 |
11,811.0 |
9,320.0 |
2,491.0 |
24.3% |
218.0 |
2.1% |
37% |
False |
False |
583 |
| 80 |
11,900.5 |
9,320.0 |
2,580.5 |
25.2% |
205.7 |
2.0% |
36% |
False |
False |
455 |
| 100 |
12,421.0 |
9,320.0 |
3,101.0 |
30.3% |
203.6 |
2.0% |
30% |
False |
False |
373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,014.4 |
|
2.618 |
10,741.0 |
|
1.618 |
10,573.5 |
|
1.000 |
10,470.0 |
|
0.618 |
10,406.0 |
|
HIGH |
10,302.5 |
|
0.618 |
10,238.5 |
|
0.500 |
10,218.8 |
|
0.382 |
10,199.0 |
|
LOW |
10,135.0 |
|
0.618 |
10,031.5 |
|
1.000 |
9,967.5 |
|
1.618 |
9,864.0 |
|
2.618 |
9,696.5 |
|
4.250 |
9,423.1 |
|
|
| Fisher Pivots for day following 31-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,238.6 |
10,257.5 |
| PP |
10,228.7 |
10,254.5 |
| S1 |
10,218.8 |
10,251.5 |
|