| Trading Metrics calculated at close of trading on 10-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2015 |
10-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
17,370 |
17,310 |
-60 |
-0.3% |
17,620 |
| High |
17,399 |
17,573 |
174 |
1.0% |
17,658 |
| Low |
17,221 |
17,300 |
79 |
0.5% |
17,221 |
| Close |
17,321 |
17,553 |
232 |
1.3% |
17,321 |
| Range |
178 |
273 |
95 |
53.4% |
437 |
| ATR |
186 |
192 |
6 |
3.3% |
0 |
| Volume |
156,569 |
128,190 |
-28,379 |
-18.1% |
685,358 |
|
| Daily Pivots for day following 10-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,294 |
18,197 |
17,703 |
|
| R3 |
18,021 |
17,924 |
17,628 |
|
| R2 |
17,748 |
17,748 |
17,603 |
|
| R1 |
17,651 |
17,651 |
17,578 |
17,700 |
| PP |
17,475 |
17,475 |
17,475 |
17,500 |
| S1 |
17,378 |
17,378 |
17,528 |
17,427 |
| S2 |
17,202 |
17,202 |
17,503 |
|
| S3 |
16,929 |
17,105 |
17,478 |
|
| S4 |
16,656 |
16,832 |
17,403 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,711 |
18,453 |
17,561 |
|
| R3 |
18,274 |
18,016 |
17,441 |
|
| R2 |
17,837 |
17,837 |
17,401 |
|
| R1 |
17,579 |
17,579 |
17,361 |
17,490 |
| PP |
17,400 |
17,400 |
17,400 |
17,355 |
| S1 |
17,142 |
17,142 |
17,281 |
17,053 |
| S2 |
16,963 |
16,963 |
17,241 |
|
| S3 |
16,526 |
16,705 |
17,201 |
|
| S4 |
16,089 |
16,268 |
17,081 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,595 |
17,221 |
374 |
2.1% |
198 |
1.1% |
89% |
False |
False |
134,296 |
| 10 |
17,721 |
17,221 |
500 |
2.8% |
188 |
1.1% |
66% |
False |
False |
134,173 |
| 20 |
18,075 |
17,221 |
854 |
4.9% |
167 |
1.0% |
39% |
False |
False |
120,827 |
| 40 |
18,108 |
17,221 |
887 |
5.1% |
193 |
1.1% |
37% |
False |
False |
138,854 |
| 60 |
18,250 |
17,221 |
1,029 |
5.9% |
176 |
1.0% |
32% |
False |
False |
95,540 |
| 80 |
18,250 |
17,221 |
1,029 |
5.9% |
176 |
1.0% |
32% |
False |
False |
71,668 |
| 100 |
18,250 |
17,221 |
1,029 |
5.9% |
169 |
1.0% |
32% |
False |
False |
57,337 |
| 120 |
18,250 |
17,221 |
1,029 |
5.9% |
150 |
0.9% |
32% |
False |
False |
47,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,733 |
|
2.618 |
18,288 |
|
1.618 |
18,015 |
|
1.000 |
17,846 |
|
0.618 |
17,742 |
|
HIGH |
17,573 |
|
0.618 |
17,469 |
|
0.500 |
17,437 |
|
0.382 |
17,404 |
|
LOW |
17,300 |
|
0.618 |
17,131 |
|
1.000 |
17,027 |
|
1.618 |
16,858 |
|
2.618 |
16,585 |
|
4.250 |
16,140 |
|
|
| Fisher Pivots for day following 10-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,514 |
17,501 |
| PP |
17,475 |
17,449 |
| S1 |
17,437 |
17,397 |
|