| 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 |
2,089.50 |
2,098.25 |
8.75 |
0.4% |
2,072.00 |
| High |
2,100.50 |
2,103.75 |
3.25 |
0.2% |
2,101.75 |
| Low |
2,074.75 |
2,090.25 |
15.50 |
0.7% |
2,046.50 |
| Close |
2,099.25 |
2,094.00 |
-5.25 |
-0.3% |
2,089.50 |
| Range |
25.75 |
13.50 |
-12.25 |
-47.6% |
55.25 |
| ATR |
23.56 |
22.84 |
-0.72 |
-3.1% |
0.00 |
| Volume |
1,292,437 |
1,135,552 |
-156,885 |
-12.1% |
7,912,112 |
|
| Daily Pivots for day following 18-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,136.50 |
2,128.75 |
2,101.50 |
|
| R3 |
2,123.00 |
2,115.25 |
2,097.75 |
|
| R2 |
2,109.50 |
2,109.50 |
2,096.50 |
|
| R1 |
2,101.75 |
2,101.75 |
2,095.25 |
2,099.00 |
| PP |
2,096.00 |
2,096.00 |
2,096.00 |
2,094.50 |
| S1 |
2,088.25 |
2,088.25 |
2,092.75 |
2,085.50 |
| S2 |
2,082.50 |
2,082.50 |
2,091.50 |
|
| S3 |
2,069.00 |
2,074.75 |
2,090.25 |
|
| S4 |
2,055.50 |
2,061.25 |
2,086.50 |
|
|
| 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 |
2,103.75 |
2,046.50 |
57.25 |
2.7% |
23.00 |
1.1% |
83% |
True |
False |
1,471,568 |
| 10 |
2,107.00 |
2,046.50 |
60.50 |
2.9% |
25.00 |
1.2% |
79% |
False |
False |
1,492,960 |
| 20 |
2,113.75 |
2,046.50 |
67.25 |
3.2% |
22.75 |
1.1% |
71% |
False |
False |
1,494,737 |
| 40 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
23.00 |
1.1% |
65% |
False |
False |
1,497,663 |
| 60 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
22.25 |
1.1% |
65% |
False |
False |
1,208,705 |
| 80 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
21.75 |
1.0% |
65% |
False |
False |
907,154 |
| 100 |
2,126.25 |
2,027.00 |
99.25 |
4.7% |
21.50 |
1.0% |
68% |
False |
False |
726,296 |
| 120 |
2,126.25 |
2,024.25 |
102.00 |
4.9% |
21.75 |
1.0% |
68% |
False |
False |
605,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,161.00 |
|
2.618 |
2,139.00 |
|
1.618 |
2,125.50 |
|
1.000 |
2,117.25 |
|
0.618 |
2,112.00 |
|
HIGH |
2,103.75 |
|
0.618 |
2,098.50 |
|
0.500 |
2,097.00 |
|
0.382 |
2,095.50 |
|
LOW |
2,090.25 |
|
0.618 |
2,082.00 |
|
1.000 |
2,076.75 |
|
1.618 |
2,068.50 |
|
2.618 |
2,055.00 |
|
4.250 |
2,033.00 |
|
|
| Fisher Pivots for day following 18-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,097.00 |
2,092.25 |
| PP |
2,096.00 |
2,090.50 |
| S1 |
2,095.00 |
2,088.75 |
|