| Trading Metrics calculated at close of trading on 27-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2015 |
27-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1,876.00 |
1,941.25 |
65.25 |
3.5% |
2,089.50 |
| High |
1,943.00 |
1,990.25 |
47.25 |
2.4% |
2,103.75 |
| Low |
1,850.50 |
1,934.50 |
84.00 |
4.5% |
1,967.25 |
| Close |
1,938.00 |
1,989.25 |
51.25 |
2.6% |
1,971.50 |
| Range |
92.50 |
55.75 |
-36.75 |
-39.7% |
136.50 |
| ATR |
43.69 |
44.55 |
0.86 |
2.0% |
0.00 |
| Volume |
3,527,300 |
2,940,255 |
-587,045 |
-16.6% |
11,468,526 |
|
| Daily Pivots for day following 27-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,138.50 |
2,119.75 |
2,020.00 |
|
| R3 |
2,082.75 |
2,064.00 |
2,004.50 |
|
| R2 |
2,027.00 |
2,027.00 |
1,999.50 |
|
| R1 |
2,008.25 |
2,008.25 |
1,994.25 |
2,017.50 |
| PP |
1,971.25 |
1,971.25 |
1,971.25 |
1,976.00 |
| S1 |
1,952.50 |
1,952.50 |
1,984.25 |
1,962.00 |
| S2 |
1,915.50 |
1,915.50 |
1,979.00 |
|
| S3 |
1,859.75 |
1,896.75 |
1,974.00 |
|
| S4 |
1,804.00 |
1,841.00 |
1,958.50 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,423.75 |
2,334.00 |
2,046.50 |
|
| R3 |
2,287.25 |
2,197.50 |
2,009.00 |
|
| R2 |
2,150.75 |
2,150.75 |
1,996.50 |
|
| R1 |
2,061.00 |
2,061.00 |
1,984.00 |
2,037.50 |
| PP |
2,014.25 |
2,014.25 |
2,014.25 |
2,002.50 |
| S1 |
1,924.50 |
1,924.50 |
1,959.00 |
1,901.00 |
| S2 |
1,877.75 |
1,877.75 |
1,946.50 |
|
| S3 |
1,741.25 |
1,788.00 |
1,934.00 |
|
| S4 |
1,604.75 |
1,651.50 |
1,896.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,029.00 |
1,831.00 |
198.00 |
10.0% |
86.50 |
4.3% |
80% |
False |
False |
3,910,693 |
| 10 |
2,103.75 |
1,831.00 |
272.75 |
13.7% |
57.25 |
2.9% |
58% |
False |
False |
2,792,312 |
| 20 |
2,109.25 |
1,831.00 |
278.25 |
14.0% |
41.00 |
2.1% |
57% |
False |
False |
2,189,903 |
| 40 |
2,126.25 |
1,831.00 |
295.25 |
14.8% |
32.25 |
1.6% |
54% |
False |
False |
1,840,530 |
| 60 |
2,126.25 |
1,831.00 |
295.25 |
14.8% |
28.50 |
1.4% |
54% |
False |
False |
1,614,188 |
| 80 |
2,126.25 |
1,831.00 |
295.25 |
14.8% |
26.25 |
1.3% |
54% |
False |
False |
1,212,318 |
| 100 |
2,126.25 |
1,831.00 |
295.25 |
14.8% |
25.00 |
1.3% |
54% |
False |
False |
970,371 |
| 120 |
2,126.25 |
1,831.00 |
295.25 |
14.8% |
25.00 |
1.3% |
54% |
False |
False |
808,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,227.25 |
|
2.618 |
2,136.25 |
|
1.618 |
2,080.50 |
|
1.000 |
2,046.00 |
|
0.618 |
2,024.75 |
|
HIGH |
1,990.25 |
|
0.618 |
1,969.00 |
|
0.500 |
1,962.50 |
|
0.382 |
1,955.75 |
|
LOW |
1,934.50 |
|
0.618 |
1,900.00 |
|
1.000 |
1,878.75 |
|
1.618 |
1,844.25 |
|
2.618 |
1,788.50 |
|
4.250 |
1,697.50 |
|
|
| Fisher Pivots for day following 27-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,980.25 |
1,966.25 |
| PP |
1,971.25 |
1,943.25 |
| S1 |
1,962.50 |
1,920.50 |
|