| Trading Metrics calculated at close of trading on 10-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2015 |
10-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2,071.25 |
2,064.25 |
-7.00 |
-0.3% |
2,092.25 |
| High |
2,074.50 |
2,093.25 |
18.75 |
0.9% |
2,099.00 |
| Low |
2,054.50 |
2,063.75 |
9.25 |
0.5% |
2,054.50 |
| Close |
2,065.75 |
2,092.00 |
26.25 |
1.3% |
2,065.75 |
| Range |
20.00 |
29.50 |
9.50 |
47.5% |
44.50 |
| ATR |
21.41 |
21.98 |
0.58 |
2.7% |
0.00 |
| Volume |
2,686 |
8,145 |
5,459 |
203.2% |
17,816 |
|
| Daily Pivots for day following 10-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,171.50 |
2,161.25 |
2,108.25 |
|
| R3 |
2,142.00 |
2,131.75 |
2,100.00 |
|
| R2 |
2,112.50 |
2,112.50 |
2,097.50 |
|
| R1 |
2,102.25 |
2,102.25 |
2,094.75 |
2,107.50 |
| PP |
2,083.00 |
2,083.00 |
2,083.00 |
2,085.50 |
| S1 |
2,072.75 |
2,072.75 |
2,089.25 |
2,078.00 |
| S2 |
2,053.50 |
2,053.50 |
2,086.50 |
|
| S3 |
2,024.00 |
2,043.25 |
2,084.00 |
|
| S4 |
1,994.50 |
2,013.75 |
2,075.75 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,206.50 |
2,180.75 |
2,090.25 |
|
| R3 |
2,162.00 |
2,136.25 |
2,078.00 |
|
| R2 |
2,117.50 |
2,117.50 |
2,074.00 |
|
| R1 |
2,091.75 |
2,091.75 |
2,069.75 |
2,082.50 |
| PP |
2,073.00 |
2,073.00 |
2,073.00 |
2,068.50 |
| S1 |
2,047.25 |
2,047.25 |
2,061.75 |
2,038.00 |
| S2 |
2,028.50 |
2,028.50 |
2,057.50 |
|
| S3 |
1,984.00 |
2,002.75 |
2,053.50 |
|
| S4 |
1,939.50 |
1,958.25 |
2,041.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,099.00 |
2,054.50 |
44.50 |
2.1% |
23.25 |
1.1% |
84% |
False |
False |
4,509 |
| 10 |
2,101.25 |
2,054.00 |
47.25 |
2.3% |
21.50 |
1.0% |
80% |
False |
False |
4,002 |
| 20 |
2,118.50 |
2,049.00 |
69.50 |
3.3% |
19.00 |
0.9% |
62% |
False |
False |
3,092 |
| 40 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
22.00 |
1.1% |
72% |
False |
False |
2,763 |
| 60 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
20.00 |
1.0% |
72% |
False |
False |
2,078 |
| 80 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
19.75 |
0.9% |
72% |
False |
False |
1,637 |
| 100 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
19.25 |
0.9% |
72% |
False |
False |
1,322 |
| 120 |
2,118.50 |
2,018.75 |
99.75 |
4.8% |
18.00 |
0.9% |
73% |
False |
False |
1,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,218.50 |
|
2.618 |
2,170.50 |
|
1.618 |
2,141.00 |
|
1.000 |
2,122.75 |
|
0.618 |
2,111.50 |
|
HIGH |
2,093.25 |
|
0.618 |
2,082.00 |
|
0.500 |
2,078.50 |
|
0.382 |
2,075.00 |
|
LOW |
2,063.75 |
|
0.618 |
2,045.50 |
|
1.000 |
2,034.25 |
|
1.618 |
2,016.00 |
|
2.618 |
1,986.50 |
|
4.250 |
1,938.50 |
|
|
| Fisher Pivots for day following 10-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,087.50 |
2,086.00 |
| PP |
2,083.00 |
2,080.00 |
| S1 |
2,078.50 |
2,074.00 |
|