| Trading Metrics calculated at close of trading on 14-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2015 |
14-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2,082.75 |
2,079.25 |
-3.50 |
-0.2% |
2,072.00 |
| High |
2,093.00 |
2,090.50 |
-2.50 |
-0.1% |
2,101.75 |
| Low |
2,073.25 |
2,073.75 |
0.50 |
0.0% |
2,046.50 |
| Close |
2,080.50 |
2,089.50 |
9.00 |
0.4% |
2,089.50 |
| Range |
19.75 |
16.75 |
-3.00 |
-15.2% |
55.25 |
| ATR |
23.90 |
23.39 |
-0.51 |
-2.1% |
0.00 |
| Volume |
1,496,065 |
1,069,465 |
-426,600 |
-28.5% |
7,912,112 |
|
| Daily Pivots for day following 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,134.75 |
2,129.00 |
2,098.75 |
|
| R3 |
2,118.00 |
2,112.25 |
2,094.00 |
|
| R2 |
2,101.25 |
2,101.25 |
2,092.50 |
|
| R1 |
2,095.50 |
2,095.50 |
2,091.00 |
2,098.50 |
| PP |
2,084.50 |
2,084.50 |
2,084.50 |
2,086.00 |
| S1 |
2,078.75 |
2,078.75 |
2,088.00 |
2,081.50 |
| S2 |
2,067.75 |
2,067.75 |
2,086.50 |
|
| S3 |
2,051.00 |
2,062.00 |
2,085.00 |
|
| S4 |
2,034.25 |
2,045.25 |
2,080.25 |
|
|
| Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,245.00 |
2,222.50 |
2,120.00 |
|
| R3 |
2,189.75 |
2,167.25 |
2,104.75 |
|
| R2 |
2,134.50 |
2,134.50 |
2,099.75 |
|
| R1 |
2,112.00 |
2,112.00 |
2,094.50 |
2,123.25 |
| PP |
2,079.25 |
2,079.25 |
2,079.25 |
2,085.00 |
| S1 |
2,056.75 |
2,056.75 |
2,084.50 |
2,068.00 |
| S2 |
2,024.00 |
2,024.00 |
2,079.25 |
|
| S3 |
1,968.75 |
2,001.50 |
2,074.25 |
|
| S4 |
1,913.50 |
1,946.25 |
2,059.00 |
|
|
| 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 |
2.6% |
27.25 |
1.3% |
78% |
False |
False |
1,582,422 |
| 10 |
2,107.00 |
2,046.50 |
60.50 |
2.9% |
24.75 |
1.2% |
71% |
False |
False |
1,534,160 |
| 20 |
2,126.25 |
2,046.50 |
79.75 |
3.8% |
22.25 |
1.1% |
54% |
False |
False |
1,480,684 |
| 40 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
23.00 |
1.1% |
60% |
False |
False |
1,495,337 |
| 60 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
22.00 |
1.1% |
60% |
False |
False |
1,168,379 |
| 80 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
21.75 |
1.0% |
60% |
False |
False |
876,904 |
| 100 |
2,126.25 |
2,026.00 |
100.25 |
4.8% |
21.50 |
1.0% |
63% |
False |
False |
702,043 |
| 120 |
2,126.25 |
2,024.25 |
102.00 |
4.9% |
21.50 |
1.0% |
64% |
False |
False |
585,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,161.75 |
|
2.618 |
2,134.25 |
|
1.618 |
2,117.50 |
|
1.000 |
2,107.25 |
|
0.618 |
2,100.75 |
|
HIGH |
2,090.50 |
|
0.618 |
2,084.00 |
|
0.500 |
2,082.00 |
|
0.382 |
2,080.25 |
|
LOW |
2,073.75 |
|
0.618 |
2,063.50 |
|
1.000 |
2,057.00 |
|
1.618 |
2,046.75 |
|
2.618 |
2,030.00 |
|
4.250 |
2,002.50 |
|
|
| Fisher Pivots for day following 14-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,087.00 |
2,083.00 |
| PP |
2,084.50 |
2,076.25 |
| S1 |
2,082.00 |
2,069.75 |
|