| Trading Metrics calculated at close of trading on 17-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2015 |
17-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1,199.8 |
1,211.3 |
11.5 |
1.0% |
1,203.1 |
| High |
1,212.0 |
1,223.3 |
11.3 |
0.9% |
1,221.2 |
| Low |
1,195.9 |
1,201.6 |
5.7 |
0.5% |
1,185.2 |
| Close |
1,210.1 |
1,222.7 |
12.6 |
1.0% |
1,210.1 |
| Range |
16.1 |
21.7 |
5.6 |
34.8% |
36.0 |
| ATR |
18.2 |
18.4 |
0.3 |
1.4% |
0.0 |
| Volume |
71,831 |
78,365 |
6,534 |
9.1% |
483,620 |
|
| Daily Pivots for day following 17-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,281.0 |
1,273.5 |
1,234.8 |
|
| R3 |
1,259.3 |
1,251.8 |
1,228.8 |
|
| R2 |
1,237.5 |
1,237.5 |
1,226.8 |
|
| R1 |
1,230.3 |
1,230.3 |
1,224.8 |
1,233.8 |
| PP |
1,215.8 |
1,215.8 |
1,215.8 |
1,217.8 |
| S1 |
1,208.5 |
1,208.5 |
1,220.8 |
1,212.3 |
| S2 |
1,194.3 |
1,194.3 |
1,218.8 |
|
| S3 |
1,172.5 |
1,186.8 |
1,216.8 |
|
| S4 |
1,150.8 |
1,165.0 |
1,210.8 |
|
|
| Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,313.5 |
1,297.8 |
1,230.0 |
|
| R3 |
1,277.5 |
1,261.8 |
1,220.0 |
|
| R2 |
1,241.5 |
1,241.5 |
1,216.8 |
|
| R1 |
1,225.8 |
1,225.8 |
1,213.5 |
1,233.8 |
| PP |
1,205.5 |
1,205.5 |
1,205.5 |
1,209.5 |
| S1 |
1,189.8 |
1,189.8 |
1,206.8 |
1,197.8 |
| S2 |
1,169.5 |
1,169.5 |
1,203.5 |
|
| S3 |
1,133.5 |
1,153.8 |
1,200.3 |
|
| S4 |
1,097.5 |
1,117.8 |
1,190.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,223.3 |
1,185.2 |
38.1 |
3.1% |
18.8 |
1.5% |
98% |
True |
False |
95,520 |
| 10 |
1,241.7 |
1,185.2 |
56.5 |
4.6% |
19.3 |
1.6% |
66% |
False |
False |
94,887 |
| 20 |
1,264.3 |
1,185.2 |
79.1 |
6.5% |
18.8 |
1.5% |
47% |
False |
False |
95,260 |
| 40 |
1,292.3 |
1,185.2 |
107.1 |
8.8% |
18.0 |
1.5% |
35% |
False |
False |
90,829 |
| 60 |
1,292.3 |
1,185.2 |
107.1 |
8.8% |
16.8 |
1.4% |
35% |
False |
False |
75,376 |
| 80 |
1,292.3 |
1,185.2 |
107.1 |
8.8% |
14.3 |
1.2% |
35% |
False |
False |
56,536 |
| 100 |
1,292.3 |
1,185.2 |
107.1 |
8.8% |
12.0 |
1.0% |
35% |
False |
False |
45,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,315.5 |
|
2.618 |
1,280.0 |
|
1.618 |
1,258.5 |
|
1.000 |
1,245.0 |
|
0.618 |
1,236.8 |
|
HIGH |
1,223.3 |
|
0.618 |
1,215.0 |
|
0.500 |
1,212.5 |
|
0.382 |
1,210.0 |
|
LOW |
1,201.5 |
|
0.618 |
1,188.3 |
|
1.000 |
1,180.0 |
|
1.618 |
1,166.5 |
|
2.618 |
1,144.8 |
|
4.250 |
1,109.5 |
|
|
| Fisher Pivots for day following 17-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,219.3 |
1,218.3 |
| PP |
1,215.8 |
1,214.0 |
| S1 |
1,212.5 |
1,209.5 |
|