| Trading Metrics calculated at close of trading on 11-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2015 |
11-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2,072.00 |
2,100.75 |
28.75 |
1.4% |
2,098.75 |
| High |
2,101.25 |
2,101.75 |
0.50 |
0.0% |
2,107.00 |
| Low |
2,071.75 |
2,070.75 |
-1.00 |
0.0% |
2,062.00 |
| Close |
2,099.75 |
2,079.75 |
-20.00 |
-1.0% |
2,073.50 |
| Range |
29.50 |
31.00 |
1.50 |
5.1% |
45.00 |
| ATR |
22.50 |
23.11 |
0.61 |
2.7% |
0.00 |
| Volume |
1,198,912 |
1,783,349 |
584,437 |
48.7% |
7,429,492 |
|
| Daily Pivots for day following 11-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,177.00 |
2,159.50 |
2,096.75 |
|
| R3 |
2,146.00 |
2,128.50 |
2,088.25 |
|
| R2 |
2,115.00 |
2,115.00 |
2,085.50 |
|
| R1 |
2,097.50 |
2,097.50 |
2,082.50 |
2,090.75 |
| PP |
2,084.00 |
2,084.00 |
2,084.00 |
2,080.75 |
| S1 |
2,066.50 |
2,066.50 |
2,077.00 |
2,059.75 |
| S2 |
2,053.00 |
2,053.00 |
2,074.00 |
|
| S3 |
2,022.00 |
2,035.50 |
2,071.25 |
|
| S4 |
1,991.00 |
2,004.50 |
2,062.75 |
|
|
| 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 |
2.2% |
27.00 |
1.3% |
39% |
False |
False |
1,514,353 |
| 10 |
2,109.25 |
2,062.00 |
47.25 |
2.3% |
22.25 |
1.1% |
38% |
False |
False |
1,469,794 |
| 20 |
2,126.25 |
2,056.50 |
69.75 |
3.4% |
20.25 |
1.0% |
33% |
False |
False |
1,392,125 |
| 40 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
23.25 |
1.1% |
49% |
False |
False |
1,500,556 |
| 60 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
21.50 |
1.0% |
49% |
False |
False |
1,086,403 |
| 80 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
21.50 |
1.0% |
49% |
False |
False |
815,419 |
| 100 |
2,126.25 |
2,026.00 |
100.25 |
4.8% |
21.50 |
1.0% |
54% |
False |
False |
652,771 |
| 120 |
2,126.25 |
2,024.25 |
102.00 |
4.9% |
21.00 |
1.0% |
54% |
False |
False |
544,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,233.50 |
|
2.618 |
2,183.00 |
|
1.618 |
2,152.00 |
|
1.000 |
2,132.75 |
|
0.618 |
2,121.00 |
|
HIGH |
2,101.75 |
|
0.618 |
2,090.00 |
|
0.500 |
2,086.25 |
|
0.382 |
2,082.50 |
|
LOW |
2,070.75 |
|
0.618 |
2,051.50 |
|
1.000 |
2,039.75 |
|
1.618 |
2,020.50 |
|
2.618 |
1,989.50 |
|
4.250 |
1,939.00 |
|
|
| Fisher Pivots for day following 11-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,086.25 |
2,082.00 |
| PP |
2,084.00 |
2,081.25 |
| S1 |
2,082.00 |
2,080.50 |
|