| Trading Metrics calculated at close of trading on 25-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2015 |
25-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
16,438.57 |
15,936.89 |
-501.68 |
-3.1% |
17,472.66 |
| High |
16,459.75 |
16,312.94 |
-146.81 |
-0.9% |
17,568.40 |
| Low |
15,370.33 |
15,651.24 |
280.91 |
1.8% |
16,459.55 |
| Close |
15,871.35 |
15,666.44 |
-204.91 |
-1.3% |
16,459.75 |
| Range |
1,089.42 |
661.70 |
-427.72 |
-39.3% |
1,108.85 |
| ATR |
276.02 |
303.57 |
27.55 |
10.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,861.97 |
17,425.91 |
16,030.38 |
|
| R3 |
17,200.27 |
16,764.21 |
15,848.41 |
|
| R2 |
16,538.57 |
16,538.57 |
15,787.75 |
|
| R1 |
16,102.51 |
16,102.51 |
15,727.10 |
15,989.69 |
| PP |
15,876.87 |
15,876.87 |
15,876.87 |
15,820.47 |
| S1 |
15,440.81 |
15,440.81 |
15,605.78 |
15,327.99 |
| S2 |
15,215.17 |
15,215.17 |
15,545.13 |
|
| S3 |
14,553.47 |
14,779.11 |
15,484.47 |
|
| S4 |
13,891.77 |
14,117.41 |
15,302.51 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,155.78 |
19,416.62 |
17,069.62 |
|
| R3 |
19,046.93 |
18,307.77 |
16,764.68 |
|
| R2 |
17,938.08 |
17,938.08 |
16,663.04 |
|
| R1 |
17,198.92 |
17,198.92 |
16,561.39 |
17,014.08 |
| PP |
16,829.23 |
16,829.23 |
16,829.23 |
16,736.81 |
| S1 |
16,090.07 |
16,090.07 |
16,358.11 |
15,905.23 |
| S2 |
15,720.38 |
15,720.38 |
16,256.46 |
|
| S3 |
14,611.53 |
14,981.22 |
16,154.82 |
|
| S4 |
13,502.68 |
13,872.37 |
15,849.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,517.19 |
15,370.33 |
2,146.86 |
13.7% |
574.33 |
3.7% |
14% |
False |
False |
|
| 10 |
17,568.40 |
15,370.33 |
2,198.07 |
14.0% |
370.07 |
2.4% |
13% |
False |
False |
|
| 20 |
17,783.59 |
15,370.33 |
2,413.26 |
15.4% |
271.38 |
1.7% |
12% |
False |
False |
|
| 40 |
18,137.12 |
15,370.33 |
2,766.79 |
17.7% |
219.64 |
1.4% |
11% |
False |
False |
|
| 60 |
18,188.81 |
15,370.33 |
2,818.48 |
18.0% |
200.90 |
1.3% |
11% |
False |
False |
|
| 80 |
18,351.36 |
15,370.33 |
2,981.03 |
19.0% |
185.83 |
1.2% |
10% |
False |
False |
|
| 100 |
18,351.36 |
15,370.33 |
2,981.03 |
19.0% |
183.76 |
1.2% |
10% |
False |
False |
|
| 120 |
18,351.36 |
15,370.33 |
2,981.03 |
19.0% |
188.91 |
1.2% |
10% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,125.17 |
|
2.618 |
18,045.27 |
|
1.618 |
17,383.57 |
|
1.000 |
16,974.64 |
|
0.618 |
16,721.87 |
|
HIGH |
16,312.94 |
|
0.618 |
16,060.17 |
|
0.500 |
15,982.09 |
|
0.382 |
15,904.01 |
|
LOW |
15,651.24 |
|
0.618 |
15,242.31 |
|
1.000 |
14,989.54 |
|
1.618 |
14,580.61 |
|
2.618 |
13,918.91 |
|
4.250 |
12,839.02 |
|
|
| Fisher Pivots for day following 25-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
15,982.09 |
16,180.51 |
| PP |
15,876.87 |
16,009.15 |
| S1 |
15,771.66 |
15,837.80 |
|