| 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 |
4,532.50 |
4,562.50 |
30.00 |
0.7% |
4,514.00 |
| High |
4,567.75 |
4,573.50 |
5.75 |
0.1% |
4,584.75 |
| Low |
4,503.25 |
4,533.75 |
30.50 |
0.7% |
4,431.25 |
| Close |
4,564.75 |
4,544.00 |
-20.75 |
-0.5% |
4,531.75 |
| Range |
64.50 |
39.75 |
-24.75 |
-38.4% |
153.50 |
| ATR |
65.03 |
63.22 |
-1.81 |
-2.8% |
0.00 |
| Volume |
191,979 |
164,755 |
-27,224 |
-14.2% |
1,262,171 |
|
| Daily Pivots for day following 18-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,669.75 |
4,646.50 |
4,565.75 |
|
| R3 |
4,630.00 |
4,606.75 |
4,555.00 |
|
| R2 |
4,590.25 |
4,590.25 |
4,551.25 |
|
| R1 |
4,567.00 |
4,567.00 |
4,547.75 |
4,558.75 |
| PP |
4,550.50 |
4,550.50 |
4,550.50 |
4,546.25 |
| S1 |
4,527.25 |
4,527.25 |
4,540.25 |
4,519.00 |
| S2 |
4,510.75 |
4,510.75 |
4,536.75 |
|
| S3 |
4,471.00 |
4,487.50 |
4,533.00 |
|
| S4 |
4,431.25 |
4,447.75 |
4,522.25 |
|
|
| Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,976.50 |
4,907.50 |
4,616.25 |
|
| R3 |
4,823.00 |
4,754.00 |
4,574.00 |
|
| R2 |
4,669.50 |
4,669.50 |
4,560.00 |
|
| R1 |
4,600.50 |
4,600.50 |
4,545.75 |
4,635.00 |
| PP |
4,516.00 |
4,516.00 |
4,516.00 |
4,533.00 |
| S1 |
4,447.00 |
4,447.00 |
4,517.75 |
4,481.50 |
| S2 |
4,362.50 |
4,362.50 |
4,503.50 |
|
| S3 |
4,209.00 |
4,293.50 |
4,489.50 |
|
| S4 |
4,055.50 |
4,140.00 |
4,447.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,573.50 |
4,431.25 |
142.25 |
3.1% |
58.25 |
1.3% |
79% |
True |
False |
223,546 |
| 10 |
4,629.00 |
4,431.25 |
197.75 |
4.4% |
69.50 |
1.5% |
57% |
False |
False |
238,799 |
| 20 |
4,638.75 |
4,431.25 |
207.50 |
4.6% |
62.50 |
1.4% |
54% |
False |
False |
240,662 |
| 40 |
4,686.00 |
4,331.75 |
354.25 |
7.8% |
62.75 |
1.4% |
60% |
False |
False |
232,868 |
| 60 |
4,686.00 |
4,331.75 |
354.25 |
7.8% |
59.75 |
1.3% |
60% |
False |
False |
182,578 |
| 80 |
4,686.00 |
4,331.75 |
354.25 |
7.8% |
56.75 |
1.2% |
60% |
False |
False |
136,952 |
| 100 |
4,686.00 |
4,253.50 |
432.50 |
9.5% |
54.50 |
1.2% |
67% |
False |
False |
109,574 |
| 120 |
4,686.00 |
4,253.50 |
432.50 |
9.5% |
49.75 |
1.1% |
67% |
False |
False |
91,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,742.50 |
|
2.618 |
4,677.50 |
|
1.618 |
4,637.75 |
|
1.000 |
4,613.25 |
|
0.618 |
4,598.00 |
|
HIGH |
4,573.50 |
|
0.618 |
4,558.25 |
|
0.500 |
4,553.50 |
|
0.382 |
4,549.00 |
|
LOW |
4,533.75 |
|
0.618 |
4,509.25 |
|
1.000 |
4,494.00 |
|
1.618 |
4,469.50 |
|
2.618 |
4,429.75 |
|
4.250 |
4,364.75 |
|
|
| Fisher Pivots for day following 18-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
4,553.50 |
4,541.50 |
| PP |
4,550.50 |
4,538.75 |
| S1 |
4,547.25 |
4,536.25 |
|