| Trading Metrics calculated at close of trading on 17-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2015 |
17-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
17,410.12 |
17,472.66 |
62.54 |
0.4% |
17,375.18 |
| High |
17,492.90 |
17,551.40 |
58.50 |
0.3% |
17,629.13 |
| Low |
17,394.06 |
17,341.72 |
-52.34 |
-0.3% |
17,125.81 |
| Close |
17,477.40 |
17,545.18 |
67.78 |
0.4% |
17,477.40 |
| Range |
98.84 |
209.68 |
110.84 |
112.1% |
503.32 |
| ATR |
175.97 |
178.38 |
2.41 |
1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,108.47 |
18,036.51 |
17,660.50 |
|
| R3 |
17,898.79 |
17,826.83 |
17,602.84 |
|
| R2 |
17,689.11 |
17,689.11 |
17,583.62 |
|
| R1 |
17,617.15 |
17,617.15 |
17,564.40 |
17,653.13 |
| PP |
17,479.43 |
17,479.43 |
17,479.43 |
17,497.43 |
| S1 |
17,407.47 |
17,407.47 |
17,525.96 |
17,443.45 |
| S2 |
17,269.75 |
17,269.75 |
17,506.74 |
|
| S3 |
17,060.07 |
17,197.79 |
17,487.52 |
|
| S4 |
16,850.39 |
16,988.11 |
17,429.86 |
|
|
| Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,920.74 |
18,702.39 |
17,754.23 |
|
| R3 |
18,417.42 |
18,199.07 |
17,615.81 |
|
| R2 |
17,914.10 |
17,914.10 |
17,569.68 |
|
| R1 |
17,695.75 |
17,695.75 |
17,523.54 |
17,804.93 |
| PP |
17,410.78 |
17,410.78 |
17,410.78 |
17,465.37 |
| S1 |
17,192.43 |
17,192.43 |
17,431.26 |
17,301.61 |
| S2 |
16,907.46 |
16,907.46 |
17,385.12 |
|
| S3 |
16,404.14 |
16,689.11 |
17,338.99 |
|
| S4 |
15,900.82 |
16,185.79 |
17,200.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,593.59 |
17,125.81 |
467.78 |
2.7% |
197.60 |
1.1% |
90% |
False |
False |
|
| 10 |
17,661.37 |
17,125.81 |
535.56 |
3.1% |
188.58 |
1.1% |
78% |
False |
False |
|
| 20 |
18,096.67 |
17,125.81 |
970.86 |
5.5% |
176.79 |
1.0% |
43% |
False |
False |
|
| 40 |
18,188.81 |
17,125.81 |
1,063.00 |
6.1% |
171.32 |
1.0% |
39% |
False |
False |
|
| 60 |
18,286.87 |
17,125.81 |
1,161.06 |
6.6% |
165.45 |
0.9% |
36% |
False |
False |
|
| 80 |
18,351.36 |
17,125.81 |
1,225.55 |
7.0% |
161.70 |
0.9% |
34% |
False |
False |
|
| 100 |
18,351.36 |
17,125.81 |
1,225.55 |
7.0% |
165.10 |
0.9% |
34% |
False |
False |
|
| 120 |
18,351.36 |
17,125.81 |
1,225.55 |
7.0% |
170.30 |
1.0% |
34% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,442.54 |
|
2.618 |
18,100.34 |
|
1.618 |
17,890.66 |
|
1.000 |
17,761.08 |
|
0.618 |
17,680.98 |
|
HIGH |
17,551.40 |
|
0.618 |
17,471.30 |
|
0.500 |
17,446.56 |
|
0.382 |
17,421.82 |
|
LOW |
17,341.72 |
|
0.618 |
17,212.14 |
|
1.000 |
17,132.04 |
|
1.618 |
17,002.46 |
|
2.618 |
16,792.78 |
|
4.250 |
16,450.58 |
|
|
| Fisher Pivots for day following 17-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,512.31 |
17,512.24 |
| PP |
17,479.43 |
17,479.31 |
| S1 |
17,446.56 |
17,446.37 |
|