| 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 |
1,104.6 |
1,109.6 |
5.0 |
0.5% |
1,211.3 |
| High |
1,155.3 |
1,154.6 |
-0.7 |
-0.1% |
1,224.8 |
| Low |
1,071.6 |
1,100.1 |
28.5 |
2.7% |
1,149.3 |
| Close |
1,099.4 |
1,109.4 |
10.0 |
0.9% |
1,155.9 |
| Range |
83.7 |
54.5 |
-29.2 |
-34.9% |
75.5 |
| ATR |
24.5 |
26.6 |
2.2 |
9.0% |
0.0 |
| Volume |
258,887 |
205,579 |
-53,308 |
-20.6% |
693,899 |
|
| Daily Pivots for day following 25-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,284.8 |
1,251.8 |
1,139.5 |
|
| R3 |
1,230.3 |
1,197.3 |
1,124.5 |
|
| R2 |
1,175.8 |
1,175.8 |
1,119.5 |
|
| R1 |
1,142.8 |
1,142.8 |
1,114.5 |
1,132.0 |
| PP |
1,121.3 |
1,121.3 |
1,121.3 |
1,116.0 |
| S1 |
1,088.3 |
1,088.3 |
1,104.5 |
1,077.5 |
| S2 |
1,066.8 |
1,066.8 |
1,099.5 |
|
| S3 |
1,012.3 |
1,033.8 |
1,094.5 |
|
| S4 |
957.8 |
979.3 |
1,079.5 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,403.3 |
1,355.0 |
1,197.5 |
|
| R3 |
1,327.8 |
1,279.5 |
1,176.8 |
|
| R2 |
1,252.3 |
1,252.3 |
1,169.8 |
|
| R1 |
1,204.0 |
1,204.0 |
1,162.8 |
1,190.3 |
| PP |
1,176.8 |
1,176.8 |
1,176.8 |
1,169.8 |
| S1 |
1,128.5 |
1,128.5 |
1,149.0 |
1,114.8 |
| S2 |
1,101.3 |
1,101.3 |
1,142.0 |
|
| S3 |
1,025.8 |
1,053.0 |
1,135.3 |
|
| S4 |
950.3 |
977.5 |
1,114.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,213.8 |
1,071.6 |
142.2 |
12.8% |
43.8 |
3.9% |
27% |
False |
False |
198,628 |
| 10 |
1,224.8 |
1,071.6 |
153.2 |
13.8% |
31.0 |
2.8% |
25% |
False |
False |
144,775 |
| 20 |
1,242.8 |
1,071.6 |
171.2 |
15.4% |
24.5 |
2.2% |
22% |
False |
False |
119,811 |
| 40 |
1,274.2 |
1,071.6 |
202.6 |
18.3% |
21.5 |
1.9% |
19% |
False |
False |
103,977 |
| 60 |
1,292.3 |
1,071.6 |
220.7 |
19.9% |
19.5 |
1.8% |
17% |
False |
False |
93,372 |
| 80 |
1,292.3 |
1,071.6 |
220.7 |
19.9% |
16.3 |
1.5% |
17% |
False |
False |
70,034 |
| 100 |
1,292.3 |
1,071.6 |
220.7 |
19.9% |
14.3 |
1.3% |
17% |
False |
False |
56,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,386.3 |
|
2.618 |
1,297.3 |
|
1.618 |
1,242.8 |
|
1.000 |
1,209.0 |
|
0.618 |
1,188.3 |
|
HIGH |
1,154.5 |
|
0.618 |
1,133.8 |
|
0.500 |
1,127.3 |
|
0.382 |
1,121.0 |
|
LOW |
1,100.0 |
|
0.618 |
1,066.5 |
|
1.000 |
1,045.5 |
|
1.618 |
1,012.0 |
|
2.618 |
957.5 |
|
4.250 |
868.5 |
|
|
| Fisher Pivots for day following 25-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,127.3 |
1,122.0 |
| PP |
1,121.3 |
1,117.8 |
| S1 |
1,115.5 |
1,113.5 |
|