| Trading Metrics calculated at close of trading on 31-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2015 |
31-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
16,649.42 |
16,632.02 |
-17.40 |
-0.1% |
16,438.57 |
| High |
16,669.97 |
16,632.02 |
-37.95 |
-0.2% |
16,669.97 |
| Low |
16,535.18 |
16,444.05 |
-91.13 |
-0.6% |
15,370.33 |
| Close |
16,643.01 |
16,528.03 |
-114.98 |
-0.7% |
16,643.01 |
| Range |
134.79 |
187.97 |
53.18 |
39.5% |
1,299.64 |
| ATR |
317.22 |
308.77 |
-8.45 |
-2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,098.61 |
17,001.29 |
16,631.41 |
|
| R3 |
16,910.64 |
16,813.32 |
16,579.72 |
|
| R2 |
16,722.67 |
16,722.67 |
16,562.49 |
|
| R1 |
16,625.35 |
16,625.35 |
16,545.26 |
16,580.03 |
| PP |
16,534.70 |
16,534.70 |
16,534.70 |
16,512.04 |
| S1 |
16,437.38 |
16,437.38 |
16,510.80 |
16,392.06 |
| S2 |
16,346.73 |
16,346.73 |
16,493.57 |
|
| S3 |
16,158.76 |
16,249.41 |
16,476.34 |
|
| S4 |
15,970.79 |
16,061.44 |
16,424.65 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,126.69 |
19,684.49 |
17,357.81 |
|
| R3 |
18,827.05 |
18,384.85 |
17,000.41 |
|
| R2 |
17,527.41 |
17,527.41 |
16,881.28 |
|
| R1 |
17,085.21 |
17,085.21 |
16,762.14 |
17,306.31 |
| PP |
16,227.77 |
16,227.77 |
16,227.77 |
16,338.32 |
| S1 |
15,785.57 |
15,785.57 |
16,523.88 |
16,006.67 |
| S2 |
14,928.13 |
14,928.13 |
16,404.74 |
|
| S3 |
13,628.49 |
14,485.93 |
16,285.61 |
|
| S4 |
12,328.85 |
13,186.29 |
15,928.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,669.97 |
15,651.24 |
1,018.73 |
6.2% |
398.63 |
2.4% |
86% |
False |
False |
|
| 10 |
17,568.40 |
15,370.33 |
2,198.07 |
13.3% |
428.51 |
2.6% |
53% |
False |
False |
|
| 20 |
17,661.37 |
15,370.33 |
2,291.04 |
13.9% |
308.54 |
1.9% |
51% |
False |
False |
|
| 40 |
18,137.12 |
15,370.33 |
2,766.79 |
16.7% |
237.68 |
1.4% |
42% |
False |
False |
|
| 60 |
18,188.81 |
15,370.33 |
2,818.48 |
17.1% |
212.22 |
1.3% |
41% |
False |
False |
|
| 80 |
18,351.36 |
15,370.33 |
2,981.03 |
18.0% |
193.08 |
1.2% |
39% |
False |
False |
|
| 100 |
18,351.36 |
15,370.33 |
2,981.03 |
18.0% |
189.85 |
1.1% |
39% |
False |
False |
|
| 120 |
18,351.36 |
15,370.33 |
2,981.03 |
18.0% |
192.36 |
1.2% |
39% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,430.89 |
|
2.618 |
17,124.13 |
|
1.618 |
16,936.16 |
|
1.000 |
16,819.99 |
|
0.618 |
16,748.19 |
|
HIGH |
16,632.02 |
|
0.618 |
16,560.22 |
|
0.500 |
16,538.04 |
|
0.382 |
16,515.85 |
|
LOW |
16,444.05 |
|
0.618 |
16,327.88 |
|
1.000 |
16,256.08 |
|
1.618 |
16,139.91 |
|
2.618 |
15,951.94 |
|
4.250 |
15,645.18 |
|
|
| Fisher Pivots for day following 31-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
16,538.04 |
16,511.27 |
| PP |
16,534.70 |
16,494.50 |
| S1 |
16,531.37 |
16,477.74 |
|