| Trading Metrics calculated at close of trading on 18-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2015 |
18-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
5,296.0 |
5,303.0 |
7.0 |
0.1% |
5,401.0 |
| High |
5,338.0 |
5,347.0 |
9.0 |
0.2% |
5,495.0 |
| Low |
5,279.0 |
5,248.0 |
-31.0 |
-0.6% |
5,269.0 |
| Close |
5,302.0 |
5,269.0 |
-33.0 |
-0.6% |
5,291.0 |
| Range |
59.0 |
99.0 |
40.0 |
67.8% |
226.0 |
| ATR |
78.2 |
79.7 |
1.5 |
1.9% |
0.0 |
| Volume |
30,259 |
39,339 |
9,080 |
30.0% |
158,833 |
|
| Daily Pivots for day following 18-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,585.0 |
5,526.0 |
5,323.5 |
|
| R3 |
5,486.0 |
5,427.0 |
5,296.2 |
|
| R2 |
5,387.0 |
5,387.0 |
5,287.2 |
|
| R1 |
5,328.0 |
5,328.0 |
5,278.1 |
5,308.0 |
| PP |
5,288.0 |
5,288.0 |
5,288.0 |
5,278.0 |
| S1 |
5,229.0 |
5,229.0 |
5,259.9 |
5,209.0 |
| S2 |
5,189.0 |
5,189.0 |
5,250.9 |
|
| S3 |
5,090.0 |
5,130.0 |
5,241.8 |
|
| S4 |
4,991.0 |
5,031.0 |
5,214.6 |
|
|
| Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,029.7 |
5,886.3 |
5,415.3 |
|
| R3 |
5,803.7 |
5,660.3 |
5,353.2 |
|
| R2 |
5,577.7 |
5,577.7 |
5,332.4 |
|
| R1 |
5,434.3 |
5,434.3 |
5,311.7 |
5,393.0 |
| PP |
5,351.7 |
5,351.7 |
5,351.7 |
5,331.0 |
| S1 |
5,208.3 |
5,208.3 |
5,270.3 |
5,167.0 |
| S2 |
5,125.7 |
5,125.7 |
5,249.6 |
|
| S3 |
4,899.7 |
4,982.3 |
5,228.9 |
|
| S4 |
4,673.7 |
4,756.3 |
5,166.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,437.0 |
5,248.0 |
189.0 |
3.6% |
88.8 |
1.7% |
11% |
False |
True |
32,494 |
| 10 |
5,635.0 |
5,248.0 |
387.0 |
7.3% |
83.0 |
1.6% |
5% |
False |
True |
31,894 |
| 20 |
5,671.0 |
5,248.0 |
423.0 |
8.0% |
70.0 |
1.3% |
5% |
False |
True |
26,241 |
| 40 |
5,671.0 |
5,248.0 |
423.0 |
8.0% |
72.9 |
1.4% |
5% |
False |
True |
26,744 |
| 60 |
5,756.0 |
5,248.0 |
508.0 |
9.6% |
65.6 |
1.2% |
4% |
False |
True |
24,473 |
| 80 |
5,923.0 |
5,248.0 |
675.0 |
12.8% |
53.9 |
1.0% |
3% |
False |
True |
18,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,767.8 |
|
2.618 |
5,606.2 |
|
1.618 |
5,507.2 |
|
1.000 |
5,446.0 |
|
0.618 |
5,408.2 |
|
HIGH |
5,347.0 |
|
0.618 |
5,309.2 |
|
0.500 |
5,297.5 |
|
0.382 |
5,285.8 |
|
LOW |
5,248.0 |
|
0.618 |
5,186.8 |
|
1.000 |
5,149.0 |
|
1.618 |
5,087.8 |
|
2.618 |
4,988.8 |
|
4.250 |
4,827.3 |
|
|
| Fisher Pivots for day following 18-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
5,297.5 |
5,297.5 |
| PP |
5,288.0 |
5,288.0 |
| S1 |
5,278.5 |
5,278.5 |
|