| 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 |
3,081.0 |
3,172.0 |
91.0 |
3.0% |
3,503.0 |
| High |
3,226.0 |
3,222.0 |
-4.0 |
-0.1% |
3,527.0 |
| Low |
3,081.0 |
3,115.0 |
34.0 |
1.1% |
3,200.0 |
| Close |
3,218.0 |
3,170.0 |
-48.0 |
-1.5% |
3,245.0 |
| Range |
145.0 |
107.0 |
-38.0 |
-26.2% |
327.0 |
| ATR |
94.5 |
95.4 |
0.9 |
0.9% |
0.0 |
| Volume |
73,097 |
2,387 |
-70,710 |
-96.7% |
6,660 |
|
| Daily Pivots for day following 26-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,490.0 |
3,437.0 |
3,228.9 |
|
| R3 |
3,383.0 |
3,330.0 |
3,199.4 |
|
| R2 |
3,276.0 |
3,276.0 |
3,189.6 |
|
| R1 |
3,223.0 |
3,223.0 |
3,179.8 |
3,196.0 |
| PP |
3,169.0 |
3,169.0 |
3,169.0 |
3,155.5 |
| S1 |
3,116.0 |
3,116.0 |
3,160.2 |
3,089.0 |
| S2 |
3,062.0 |
3,062.0 |
3,150.4 |
|
| S3 |
2,955.0 |
3,009.0 |
3,140.6 |
|
| S4 |
2,848.0 |
2,902.0 |
3,111.2 |
|
|
| 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 |
3,416.0 |
2,950.0 |
466.0 |
14.7% |
144.6 |
4.6% |
47% |
False |
False |
18,371 |
| 10 |
3,548.0 |
2,950.0 |
598.0 |
18.9% |
100.1 |
3.2% |
37% |
False |
False |
9,434 |
| 20 |
3,677.0 |
2,950.0 |
727.0 |
22.9% |
77.7 |
2.4% |
30% |
False |
False |
4,938 |
| 40 |
3,699.0 |
2,950.0 |
749.0 |
23.6% |
68.8 |
2.2% |
29% |
False |
False |
3,398 |
| 60 |
3,699.0 |
2,950.0 |
749.0 |
23.6% |
70.5 |
2.2% |
29% |
False |
False |
3,613 |
| 80 |
3,699.0 |
2,950.0 |
749.0 |
23.6% |
64.1 |
2.0% |
29% |
False |
False |
2,781 |
| 100 |
3,740.0 |
2,950.0 |
790.0 |
24.9% |
58.5 |
1.8% |
28% |
False |
False |
2,237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,676.8 |
|
2.618 |
3,502.1 |
|
1.618 |
3,395.1 |
|
1.000 |
3,329.0 |
|
0.618 |
3,288.1 |
|
HIGH |
3,222.0 |
|
0.618 |
3,181.1 |
|
0.500 |
3,168.5 |
|
0.382 |
3,155.9 |
|
LOW |
3,115.0 |
|
0.618 |
3,048.9 |
|
1.000 |
3,008.0 |
|
1.618 |
2,941.9 |
|
2.618 |
2,834.9 |
|
4.250 |
2,660.3 |
|
|
| Fisher Pivots for day following 26-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,169.5 |
3,142.7 |
| PP |
3,169.0 |
3,115.3 |
| S1 |
3,168.5 |
3,088.0 |
|