| Trading Metrics calculated at close of trading on 17-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2015 |
17-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
10,992.5 |
11,038.0 |
45.5 |
0.4% |
11,552.0 |
| High |
11,095.0 |
11,111.5 |
16.5 |
0.1% |
11,615.0 |
| Low |
10,927.0 |
10,829.0 |
-98.0 |
-0.9% |
10,898.0 |
| Close |
10,996.0 |
10,955.0 |
-41.0 |
-0.4% |
10,996.0 |
| Range |
168.0 |
282.5 |
114.5 |
68.2% |
717.0 |
| ATR |
204.2 |
209.8 |
5.6 |
2.7% |
0.0 |
| Volume |
277 |
251 |
-26 |
-9.4% |
2,398 |
|
| Daily Pivots for day following 17-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,812.7 |
11,666.3 |
11,110.4 |
|
| R3 |
11,530.2 |
11,383.8 |
11,032.7 |
|
| R2 |
11,247.7 |
11,247.7 |
11,006.8 |
|
| R1 |
11,101.3 |
11,101.3 |
10,980.9 |
11,033.3 |
| PP |
10,965.2 |
10,965.2 |
10,965.2 |
10,931.1 |
| S1 |
10,818.8 |
10,818.8 |
10,929.1 |
10,750.8 |
| S2 |
10,682.7 |
10,682.7 |
10,903.2 |
|
| S3 |
10,400.2 |
10,536.3 |
10,877.3 |
|
| S4 |
10,117.7 |
10,253.8 |
10,799.6 |
|
|
| Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,320.7 |
12,875.3 |
11,390.4 |
|
| R3 |
12,603.7 |
12,158.3 |
11,193.2 |
|
| R2 |
11,886.7 |
11,886.7 |
11,127.5 |
|
| R1 |
11,441.3 |
11,441.3 |
11,061.7 |
11,305.5 |
| PP |
11,169.7 |
11,169.7 |
11,169.7 |
11,101.8 |
| S1 |
10,724.3 |
10,724.3 |
10,930.3 |
10,588.5 |
| S2 |
10,452.7 |
10,452.7 |
10,864.6 |
|
| S3 |
9,735.7 |
10,007.3 |
10,798.8 |
|
| S4 |
9,018.7 |
9,290.3 |
10,601.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,566.0 |
10,829.0 |
737.0 |
6.7% |
244.5 |
2.2% |
17% |
False |
True |
508 |
| 10 |
11,670.5 |
10,829.0 |
841.5 |
7.7% |
189.1 |
1.7% |
15% |
False |
True |
316 |
| 20 |
11,785.0 |
10,829.0 |
956.0 |
8.7% |
184.9 |
1.7% |
13% |
False |
True |
399 |
| 40 |
11,811.0 |
10,661.0 |
1,150.0 |
10.5% |
188.4 |
1.7% |
26% |
False |
False |
329 |
| 60 |
11,900.5 |
10,661.0 |
1,239.5 |
11.3% |
197.0 |
1.8% |
24% |
False |
False |
318 |
| 80 |
12,080.0 |
10,661.0 |
1,419.0 |
13.0% |
197.1 |
1.8% |
21% |
False |
False |
251 |
| 100 |
12,421.0 |
10,661.0 |
1,760.0 |
16.1% |
180.3 |
1.6% |
17% |
False |
False |
209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,312.1 |
|
2.618 |
11,851.1 |
|
1.618 |
11,568.6 |
|
1.000 |
11,394.0 |
|
0.618 |
11,286.1 |
|
HIGH |
11,111.5 |
|
0.618 |
11,003.6 |
|
0.500 |
10,970.3 |
|
0.382 |
10,936.9 |
|
LOW |
10,829.0 |
|
0.618 |
10,654.4 |
|
1.000 |
10,546.5 |
|
1.618 |
10,371.9 |
|
2.618 |
10,089.4 |
|
4.250 |
9,628.4 |
|
|
| Fisher Pivots for day following 17-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,970.3 |
10,994.5 |
| PP |
10,965.2 |
10,981.3 |
| S1 |
10,960.1 |
10,968.2 |
|