| Trading Metrics calculated at close of trading on 20-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2015 |
20-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
17,508.74 |
17,345.32 |
-163.42 |
-0.9% |
17,375.18 |
| High |
17,517.19 |
17,345.32 |
-171.87 |
-1.0% |
17,629.13 |
| Low |
17,282.42 |
16,990.69 |
-291.73 |
-1.7% |
17,125.81 |
| Close |
17,348.73 |
16,990.69 |
-358.04 |
-2.1% |
17,477.40 |
| Range |
234.77 |
354.63 |
119.86 |
51.1% |
503.32 |
| ATR |
176.01 |
189.02 |
13.00 |
7.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,172.79 |
17,936.37 |
17,185.74 |
|
| R3 |
17,818.16 |
17,581.74 |
17,088.21 |
|
| R2 |
17,463.53 |
17,463.53 |
17,055.71 |
|
| R1 |
17,227.11 |
17,227.11 |
17,023.20 |
17,168.01 |
| PP |
17,108.90 |
17,108.90 |
17,108.90 |
17,079.35 |
| S1 |
16,872.48 |
16,872.48 |
16,958.18 |
16,813.38 |
| S2 |
16,754.27 |
16,754.27 |
16,925.67 |
|
| S3 |
16,399.64 |
16,517.85 |
16,893.17 |
|
| S4 |
16,045.01 |
16,163.22 |
16,795.64 |
|
|
| 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 |
17,568.40 |
16,990.69 |
577.71 |
3.4% |
195.98 |
1.2% |
0% |
False |
True |
|
| 10 |
17,629.13 |
16,990.69 |
638.44 |
3.8% |
204.92 |
1.2% |
0% |
False |
True |
|
| 20 |
17,783.59 |
16,990.69 |
792.90 |
4.7% |
185.55 |
1.1% |
0% |
False |
True |
|
| 40 |
18,137.12 |
16,990.69 |
1,146.43 |
6.7% |
177.91 |
1.0% |
0% |
False |
True |
|
| 60 |
18,188.81 |
16,990.69 |
1,198.12 |
7.1% |
169.06 |
1.0% |
0% |
False |
True |
|
| 80 |
18,351.36 |
16,990.69 |
1,360.67 |
8.0% |
164.43 |
1.0% |
0% |
False |
True |
|
| 100 |
18,351.36 |
16,990.69 |
1,360.67 |
8.0% |
166.21 |
1.0% |
0% |
False |
True |
|
| 120 |
18,351.36 |
16,990.69 |
1,360.67 |
8.0% |
173.15 |
1.0% |
0% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,852.50 |
|
2.618 |
18,273.74 |
|
1.618 |
17,919.11 |
|
1.000 |
17,699.95 |
|
0.618 |
17,564.48 |
|
HIGH |
17,345.32 |
|
0.618 |
17,209.85 |
|
0.500 |
17,168.01 |
|
0.382 |
17,126.16 |
|
LOW |
16,990.69 |
|
0.618 |
16,771.53 |
|
1.000 |
16,636.06 |
|
1.618 |
16,416.90 |
|
2.618 |
16,062.27 |
|
4.250 |
15,483.51 |
|
|
| Fisher Pivots for day following 20-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,168.01 |
17,279.55 |
| PP |
17,108.90 |
17,183.26 |
| S1 |
17,049.80 |
17,086.98 |
|