| Trading Metrics calculated at close of trading on 31-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2015 |
31-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1,988.25 |
1,986.25 |
-2.00 |
-0.1% |
1,964.50 |
| High |
1,992.75 |
1,987.75 |
-5.00 |
-0.3% |
1,992.75 |
| Low |
1,967.25 |
1,959.25 |
-8.00 |
-0.4% |
1,831.00 |
| Close |
1,989.75 |
1,969.25 |
-20.50 |
-1.0% |
1,989.75 |
| Range |
25.50 |
28.50 |
3.00 |
11.8% |
161.75 |
| ATR |
43.19 |
42.28 |
-0.91 |
-2.1% |
0.00 |
| Volume |
1,968,514 |
1,876,279 |
-92,235 |
-4.7% |
17,353,648 |
|
| Daily Pivots for day following 31-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,057.50 |
2,042.00 |
1,985.00 |
|
| R3 |
2,029.00 |
2,013.50 |
1,977.00 |
|
| R2 |
2,000.50 |
2,000.50 |
1,974.50 |
|
| R1 |
1,985.00 |
1,985.00 |
1,971.75 |
1,978.50 |
| PP |
1,972.00 |
1,972.00 |
1,972.00 |
1,969.00 |
| S1 |
1,956.50 |
1,956.50 |
1,966.75 |
1,950.00 |
| S2 |
1,943.50 |
1,943.50 |
1,964.00 |
|
| S3 |
1,915.00 |
1,928.00 |
1,961.50 |
|
| S4 |
1,886.50 |
1,899.50 |
1,953.50 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,423.00 |
2,368.25 |
2,078.75 |
|
| R3 |
2,261.25 |
2,206.50 |
2,034.25 |
|
| R2 |
2,099.50 |
2,099.50 |
2,019.50 |
|
| R1 |
2,044.75 |
2,044.75 |
2,004.50 |
2,072.00 |
| PP |
1,937.75 |
1,937.75 |
1,937.75 |
1,951.50 |
| S1 |
1,883.00 |
1,883.00 |
1,975.00 |
1,910.50 |
| S2 |
1,776.00 |
1,776.00 |
1,960.00 |
|
| S3 |
1,614.25 |
1,721.25 |
1,945.25 |
|
| S4 |
1,452.50 |
1,559.50 |
1,900.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,992.75 |
1,850.50 |
142.25 |
7.2% |
58.25 |
3.0% |
83% |
False |
False |
2,794,235 |
| 10 |
2,103.75 |
1,831.00 |
272.75 |
13.9% |
58.50 |
3.0% |
51% |
False |
False |
2,940,601 |
| 20 |
2,107.00 |
1,831.00 |
276.00 |
14.0% |
41.75 |
2.1% |
50% |
False |
False |
2,226,397 |
| 40 |
2,126.25 |
1,831.00 |
295.25 |
15.0% |
32.25 |
1.6% |
47% |
False |
False |
1,856,015 |
| 60 |
2,126.25 |
1,831.00 |
295.25 |
15.0% |
28.75 |
1.5% |
47% |
False |
False |
1,677,373 |
| 80 |
2,126.25 |
1,831.00 |
295.25 |
15.0% |
26.00 |
1.3% |
47% |
False |
False |
1,260,314 |
| 100 |
2,126.25 |
1,831.00 |
295.25 |
15.0% |
25.25 |
1.3% |
47% |
False |
False |
1,008,775 |
| 120 |
2,126.25 |
1,831.00 |
295.25 |
15.0% |
25.00 |
1.3% |
47% |
False |
False |
840,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,109.00 |
|
2.618 |
2,062.25 |
|
1.618 |
2,033.75 |
|
1.000 |
2,016.25 |
|
0.618 |
2,005.25 |
|
HIGH |
1,987.75 |
|
0.618 |
1,976.75 |
|
0.500 |
1,973.50 |
|
0.382 |
1,970.25 |
|
LOW |
1,959.25 |
|
0.618 |
1,941.75 |
|
1.000 |
1,930.75 |
|
1.618 |
1,913.25 |
|
2.618 |
1,884.75 |
|
4.250 |
1,838.00 |
|
|
| Fisher Pivots for day following 31-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,973.50 |
1,967.50 |
| PP |
1,972.00 |
1,965.50 |
| S1 |
1,970.75 |
1,963.50 |
|