| Trading Metrics calculated at close of trading on 24-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2015 |
24-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
3,269.0 |
3,146.0 |
-123.0 |
-3.8% |
3,503.0 |
| High |
3,340.0 |
3,176.0 |
-164.0 |
-4.9% |
3,527.0 |
| Low |
3,200.0 |
2,950.0 |
-250.0 |
-7.8% |
3,200.0 |
| Close |
3,245.0 |
3,056.0 |
-189.0 |
-5.8% |
3,245.0 |
| Range |
140.0 |
226.0 |
86.0 |
61.4% |
327.0 |
| ATR |
72.8 |
88.7 |
15.9 |
21.8% |
0.0 |
| Volume |
3,343 |
11,748 |
8,405 |
251.4% |
6,660 |
|
| Daily Pivots for day following 24-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,738.7 |
3,623.3 |
3,180.3 |
|
| R3 |
3,512.7 |
3,397.3 |
3,118.2 |
|
| R2 |
3,286.7 |
3,286.7 |
3,097.4 |
|
| R1 |
3,171.3 |
3,171.3 |
3,076.7 |
3,116.0 |
| PP |
3,060.7 |
3,060.7 |
3,060.7 |
3,033.0 |
| S1 |
2,945.3 |
2,945.3 |
3,035.3 |
2,890.0 |
| S2 |
2,834.7 |
2,834.7 |
3,014.6 |
|
| S3 |
2,608.7 |
2,719.3 |
2,993.9 |
|
| S4 |
2,382.7 |
2,493.3 |
2,931.7 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,305.0 |
4,102.0 |
3,424.9 |
|
| R3 |
3,978.0 |
3,775.0 |
3,334.9 |
|
| R2 |
3,651.0 |
3,651.0 |
3,305.0 |
|
| R1 |
3,448.0 |
3,448.0 |
3,275.0 |
3,386.0 |
| PP |
3,324.0 |
3,324.0 |
3,324.0 |
3,293.0 |
| S1 |
3,121.0 |
3,121.0 |
3,215.0 |
3,059.0 |
| S2 |
2,997.0 |
2,997.0 |
3,185.1 |
|
| S3 |
2,670.0 |
2,794.0 |
3,155.1 |
|
| S4 |
2,343.0 |
2,467.0 |
3,065.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,501.0 |
2,950.0 |
551.0 |
18.0% |
111.4 |
3.6% |
19% |
False |
True |
3,532 |
| 10 |
3,656.0 |
2,950.0 |
706.0 |
23.1% |
95.1 |
3.1% |
15% |
False |
True |
2,023 |
| 20 |
3,677.0 |
2,950.0 |
727.0 |
23.8% |
69.7 |
2.3% |
15% |
False |
True |
1,197 |
| 40 |
3,699.0 |
2,950.0 |
749.0 |
24.5% |
66.9 |
2.2% |
14% |
False |
True |
1,830 |
| 60 |
3,699.0 |
2,950.0 |
749.0 |
24.5% |
67.7 |
2.2% |
14% |
False |
True |
2,356 |
| 80 |
3,699.0 |
2,950.0 |
749.0 |
24.5% |
62.7 |
2.1% |
14% |
False |
True |
1,838 |
| 100 |
3,740.0 |
2,950.0 |
790.0 |
25.9% |
56.1 |
1.8% |
13% |
False |
True |
1,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,136.5 |
|
2.618 |
3,767.7 |
|
1.618 |
3,541.7 |
|
1.000 |
3,402.0 |
|
0.618 |
3,315.7 |
|
HIGH |
3,176.0 |
|
0.618 |
3,089.7 |
|
0.500 |
3,063.0 |
|
0.382 |
3,036.3 |
|
LOW |
2,950.0 |
|
0.618 |
2,810.3 |
|
1.000 |
2,724.0 |
|
1.618 |
2,584.3 |
|
2.618 |
2,358.3 |
|
4.250 |
1,989.5 |
|
|
| Fisher Pivots for day following 24-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,063.0 |
3,183.0 |
| PP |
3,060.7 |
3,140.7 |
| S1 |
3,058.3 |
3,098.3 |
|