| Trading Metrics calculated at close of trading on 12-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2015 |
12-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2,100.75 |
2,080.75 |
-20.00 |
-1.0% |
2,098.75 |
| High |
2,101.75 |
2,085.25 |
-16.50 |
-0.8% |
2,107.00 |
| Low |
2,070.75 |
2,046.50 |
-24.25 |
-1.2% |
2,062.00 |
| Close |
2,079.75 |
2,084.25 |
4.50 |
0.2% |
2,073.50 |
| Range |
31.00 |
38.75 |
7.75 |
25.0% |
45.00 |
| ATR |
23.11 |
24.22 |
1.12 |
4.8% |
0.00 |
| Volume |
1,783,349 |
2,364,321 |
580,972 |
32.6% |
7,429,492 |
|
| Daily Pivots for day following 12-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,188.25 |
2,175.00 |
2,105.50 |
|
| R3 |
2,149.50 |
2,136.25 |
2,095.00 |
|
| R2 |
2,110.75 |
2,110.75 |
2,091.25 |
|
| R1 |
2,097.50 |
2,097.50 |
2,087.75 |
2,104.00 |
| PP |
2,072.00 |
2,072.00 |
2,072.00 |
2,075.25 |
| S1 |
2,058.75 |
2,058.75 |
2,080.75 |
2,065.50 |
| S2 |
2,033.25 |
2,033.25 |
2,077.25 |
|
| S3 |
1,994.50 |
2,020.00 |
2,073.50 |
|
| S4 |
1,955.75 |
1,981.25 |
2,063.00 |
|
|
| 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 |
2,101.75 |
2,046.50 |
55.25 |
2.7% |
29.75 |
1.4% |
68% |
False |
True |
1,710,369 |
| 10 |
2,109.25 |
2,046.50 |
62.75 |
3.0% |
24.25 |
1.2% |
60% |
False |
True |
1,566,503 |
| 20 |
2,126.25 |
2,046.50 |
79.75 |
3.8% |
21.50 |
1.0% |
47% |
False |
True |
1,452,961 |
| 40 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
23.50 |
1.1% |
54% |
False |
False |
1,518,227 |
| 60 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
21.75 |
1.0% |
54% |
False |
False |
1,125,723 |
| 80 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
21.75 |
1.0% |
54% |
False |
False |
844,947 |
| 100 |
2,126.25 |
2,026.00 |
100.25 |
4.8% |
21.75 |
1.0% |
58% |
False |
False |
676,409 |
| 120 |
2,126.25 |
2,024.25 |
102.00 |
4.9% |
21.25 |
1.0% |
59% |
False |
False |
563,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,250.00 |
|
2.618 |
2,186.75 |
|
1.618 |
2,148.00 |
|
1.000 |
2,124.00 |
|
0.618 |
2,109.25 |
|
HIGH |
2,085.25 |
|
0.618 |
2,070.50 |
|
0.500 |
2,066.00 |
|
0.382 |
2,061.25 |
|
LOW |
2,046.50 |
|
0.618 |
2,022.50 |
|
1.000 |
2,007.75 |
|
1.618 |
1,983.75 |
|
2.618 |
1,945.00 |
|
4.250 |
1,881.75 |
|
|
| Fisher Pivots for day following 12-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,078.00 |
2,081.00 |
| PP |
2,072.00 |
2,077.50 |
| S1 |
2,066.00 |
2,074.00 |
|