| 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 |
2,080.00 |
2,072.00 |
-8.00 |
-0.4% |
2,098.75 |
| High |
2,082.75 |
2,101.25 |
18.50 |
0.9% |
2,107.00 |
| Low |
2,062.00 |
2,071.75 |
9.75 |
0.5% |
2,062.00 |
| Close |
2,073.50 |
2,099.75 |
26.25 |
1.3% |
2,073.50 |
| Range |
20.75 |
29.50 |
8.75 |
42.2% |
45.00 |
| ATR |
21.96 |
22.50 |
0.54 |
2.5% |
0.00 |
| Volume |
1,596,391 |
1,198,912 |
-397,479 |
-24.9% |
7,429,492 |
|
| Daily Pivots for day following 10-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,179.50 |
2,169.00 |
2,116.00 |
|
| R3 |
2,150.00 |
2,139.50 |
2,107.75 |
|
| R2 |
2,120.50 |
2,120.50 |
2,105.25 |
|
| R1 |
2,110.00 |
2,110.00 |
2,102.50 |
2,115.25 |
| PP |
2,091.00 |
2,091.00 |
2,091.00 |
2,093.50 |
| S1 |
2,080.50 |
2,080.50 |
2,097.00 |
2,085.75 |
| S2 |
2,061.50 |
2,061.50 |
2,094.25 |
|
| S3 |
2,032.00 |
2,051.00 |
2,091.75 |
|
| S4 |
2,002.50 |
2,021.50 |
2,083.50 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,215.75 |
2,189.75 |
2,098.25 |
|
| R3 |
2,170.75 |
2,144.75 |
2,086.00 |
|
| R2 |
2,125.75 |
2,125.75 |
2,081.75 |
|
| R1 |
2,099.75 |
2,099.75 |
2,077.50 |
2,090.25 |
| PP |
2,080.75 |
2,080.75 |
2,080.75 |
2,076.00 |
| S1 |
2,054.75 |
2,054.75 |
2,069.50 |
2,045.25 |
| S2 |
2,035.75 |
2,035.75 |
2,065.25 |
|
| S3 |
1,990.75 |
2,009.75 |
2,061.00 |
|
| S4 |
1,945.75 |
1,964.75 |
2,048.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,107.00 |
2,062.00 |
45.00 |
2.1% |
23.75 |
1.1% |
84% |
False |
False |
1,423,259 |
| 10 |
2,109.25 |
2,061.50 |
47.75 |
2.3% |
22.00 |
1.0% |
80% |
False |
False |
1,464,038 |
| 20 |
2,126.25 |
2,056.50 |
69.75 |
3.3% |
19.50 |
0.9% |
62% |
False |
False |
1,350,733 |
| 40 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
22.75 |
1.1% |
71% |
False |
False |
1,505,967 |
| 60 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
21.00 |
1.0% |
71% |
False |
False |
1,056,713 |
| 80 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
21.50 |
1.0% |
71% |
False |
False |
793,141 |
| 100 |
2,126.25 |
2,026.00 |
100.25 |
4.8% |
21.50 |
1.0% |
74% |
False |
False |
634,941 |
| 120 |
2,126.25 |
2,024.25 |
102.00 |
4.9% |
21.00 |
1.0% |
74% |
False |
False |
529,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,226.50 |
|
2.618 |
2,178.50 |
|
1.618 |
2,149.00 |
|
1.000 |
2,130.75 |
|
0.618 |
2,119.50 |
|
HIGH |
2,101.25 |
|
0.618 |
2,090.00 |
|
0.500 |
2,086.50 |
|
0.382 |
2,083.00 |
|
LOW |
2,071.75 |
|
0.618 |
2,053.50 |
|
1.000 |
2,042.25 |
|
1.618 |
2,024.00 |
|
2.618 |
1,994.50 |
|
4.250 |
1,946.50 |
|
|
| Fisher Pivots for day following 10-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,095.25 |
2,093.75 |
| PP |
2,091.00 |
2,087.75 |
| S1 |
2,086.50 |
2,081.50 |
|