| Trading Metrics calculated at close of trading on 11-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2015 |
11-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2,064.25 |
2,093.00 |
28.75 |
1.4% |
2,092.25 |
| High |
2,093.25 |
2,093.50 |
0.25 |
0.0% |
2,099.00 |
| Low |
2,063.75 |
2,062.75 |
-1.00 |
0.0% |
2,054.50 |
| Close |
2,092.00 |
2,071.75 |
-20.25 |
-1.0% |
2,065.75 |
| Range |
29.50 |
30.75 |
1.25 |
4.2% |
44.50 |
| ATR |
21.98 |
22.61 |
0.63 |
2.8% |
0.00 |
| Volume |
8,145 |
3,033 |
-5,112 |
-62.8% |
17,816 |
|
| Daily Pivots for day following 11-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,168.25 |
2,150.75 |
2,088.75 |
|
| R3 |
2,137.50 |
2,120.00 |
2,080.25 |
|
| R2 |
2,106.75 |
2,106.75 |
2,077.50 |
|
| R1 |
2,089.25 |
2,089.25 |
2,074.50 |
2,082.50 |
| PP |
2,076.00 |
2,076.00 |
2,076.00 |
2,072.75 |
| S1 |
2,058.50 |
2,058.50 |
2,069.00 |
2,052.00 |
| S2 |
2,045.25 |
2,045.25 |
2,066.00 |
|
| S3 |
2,014.50 |
2,027.75 |
2,063.25 |
|
| S4 |
1,983.75 |
1,997.00 |
2,054.75 |
|
|
| 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% |
26.50 |
1.3% |
39% |
False |
False |
4,477 |
| 10 |
2,101.25 |
2,054.50 |
46.75 |
2.3% |
21.75 |
1.1% |
37% |
False |
False |
4,026 |
| 20 |
2,118.50 |
2,049.00 |
69.50 |
3.4% |
19.75 |
1.0% |
33% |
False |
False |
3,167 |
| 40 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
22.50 |
1.1% |
51% |
False |
False |
2,757 |
| 60 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
20.25 |
1.0% |
51% |
False |
False |
2,125 |
| 80 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
19.75 |
1.0% |
51% |
False |
False |
1,674 |
| 100 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
19.50 |
0.9% |
51% |
False |
False |
1,351 |
| 120 |
2,118.50 |
2,018.75 |
99.75 |
4.8% |
18.00 |
0.9% |
53% |
False |
False |
1,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,224.25 |
|
2.618 |
2,174.00 |
|
1.618 |
2,143.25 |
|
1.000 |
2,124.25 |
|
0.618 |
2,112.50 |
|
HIGH |
2,093.50 |
|
0.618 |
2,081.75 |
|
0.500 |
2,078.00 |
|
0.382 |
2,074.50 |
|
LOW |
2,062.75 |
|
0.618 |
2,043.75 |
|
1.000 |
2,032.00 |
|
1.618 |
2,013.00 |
|
2.618 |
1,982.25 |
|
4.250 |
1,932.00 |
|
|
| Fisher Pivots for day following 11-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,078.00 |
2,074.00 |
| PP |
2,076.00 |
2,073.25 |
| S1 |
2,074.00 |
2,072.50 |
|