| 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 |
1,163.0 |
1,156.2 |
-6.8 |
-0.6% |
1,115.0 |
| High |
1,169.7 |
1,156.2 |
-13.5 |
-1.2% |
1,168.6 |
| Low |
1,149.5 |
1,135.4 |
-14.1 |
-1.2% |
1,110.1 |
| Close |
1,154.6 |
1,139.3 |
-15.3 |
-1.3% |
1,160.7 |
| Range |
20.2 |
20.8 |
0.6 |
3.0% |
58.5 |
| ATR |
15.0 |
15.4 |
0.4 |
2.8% |
0.0 |
| Volume |
7,945 |
1,260 |
-6,685 |
-84.1% |
5,386 |
|
| Daily Pivots for day following 25-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,206.0 |
1,193.5 |
1,150.7 |
|
| R3 |
1,185.2 |
1,172.7 |
1,145.0 |
|
| R2 |
1,164.4 |
1,164.4 |
1,143.1 |
|
| R1 |
1,151.9 |
1,151.9 |
1,141.2 |
1,147.8 |
| PP |
1,143.6 |
1,143.6 |
1,143.6 |
1,141.6 |
| S1 |
1,131.1 |
1,131.1 |
1,137.4 |
1,127.0 |
| S2 |
1,122.8 |
1,122.8 |
1,135.5 |
|
| S3 |
1,102.0 |
1,110.3 |
1,133.6 |
|
| S4 |
1,081.2 |
1,089.5 |
1,127.9 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,322.0 |
1,299.8 |
1,192.9 |
|
| R3 |
1,263.5 |
1,241.3 |
1,176.8 |
|
| R2 |
1,205.0 |
1,205.0 |
1,171.4 |
|
| R1 |
1,182.8 |
1,182.8 |
1,166.1 |
1,193.9 |
| PP |
1,146.5 |
1,146.5 |
1,146.5 |
1,152.0 |
| S1 |
1,124.3 |
1,124.3 |
1,155.3 |
1,135.4 |
| S2 |
1,088.0 |
1,088.0 |
1,150.0 |
|
| S3 |
1,029.5 |
1,065.8 |
1,144.6 |
|
| S4 |
971.0 |
1,007.3 |
1,128.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,169.7 |
1,117.0 |
52.7 |
4.6% |
19.6 |
1.7% |
42% |
False |
False |
2,660 |
| 10 |
1,169.7 |
1,110.1 |
59.6 |
5.2% |
14.9 |
1.3% |
49% |
False |
False |
1,797 |
| 20 |
1,169.7 |
1,080.5 |
89.2 |
7.8% |
14.6 |
1.3% |
66% |
False |
False |
1,490 |
| 40 |
1,179.1 |
1,077.9 |
101.2 |
8.9% |
13.1 |
1.1% |
61% |
False |
False |
1,918 |
| 60 |
1,207.5 |
1,077.9 |
129.6 |
11.4% |
12.1 |
1.1% |
47% |
False |
False |
1,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,244.6 |
|
2.618 |
1,210.7 |
|
1.618 |
1,189.9 |
|
1.000 |
1,177.0 |
|
0.618 |
1,169.1 |
|
HIGH |
1,156.2 |
|
0.618 |
1,148.3 |
|
0.500 |
1,145.8 |
|
0.382 |
1,143.3 |
|
LOW |
1,135.4 |
|
0.618 |
1,122.5 |
|
1.000 |
1,114.6 |
|
1.618 |
1,101.7 |
|
2.618 |
1,080.9 |
|
4.250 |
1,047.0 |
|
|
| Fisher Pivots for day following 25-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,145.8 |
1,152.6 |
| PP |
1,143.6 |
1,148.1 |
| S1 |
1,141.5 |
1,143.7 |
|