| Trading Metrics calculated at close of trading on 12-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2015 |
12-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2,093.00 |
2,073.00 |
-20.00 |
-1.0% |
2,092.25 |
| High |
2,093.50 |
2,076.75 |
-16.75 |
-0.8% |
2,099.00 |
| Low |
2,062.75 |
2,038.75 |
-24.00 |
-1.2% |
2,054.50 |
| Close |
2,071.75 |
2,076.00 |
4.25 |
0.2% |
2,065.75 |
| Range |
30.75 |
38.00 |
7.25 |
23.6% |
44.50 |
| ATR |
22.61 |
23.71 |
1.10 |
4.9% |
0.00 |
| Volume |
3,033 |
5,661 |
2,628 |
86.6% |
17,816 |
|
| Daily Pivots for day following 12-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,177.75 |
2,165.00 |
2,097.00 |
|
| R3 |
2,139.75 |
2,127.00 |
2,086.50 |
|
| R2 |
2,101.75 |
2,101.75 |
2,083.00 |
|
| R1 |
2,089.00 |
2,089.00 |
2,079.50 |
2,095.50 |
| PP |
2,063.75 |
2,063.75 |
2,063.75 |
2,067.00 |
| S1 |
2,051.00 |
2,051.00 |
2,072.50 |
2,057.50 |
| S2 |
2,025.75 |
2,025.75 |
2,069.00 |
|
| S3 |
1,987.75 |
2,013.00 |
2,065.50 |
|
| S4 |
1,949.75 |
1,975.00 |
2,055.00 |
|
|
| 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 |
2,093.50 |
2,038.75 |
54.75 |
2.6% |
29.25 |
1.4% |
68% |
False |
True |
4,842 |
| 10 |
2,101.25 |
2,038.75 |
62.50 |
3.0% |
23.75 |
1.1% |
60% |
False |
True |
4,150 |
| 20 |
2,118.50 |
2,038.75 |
79.75 |
3.8% |
21.00 |
1.0% |
47% |
False |
True |
3,320 |
| 40 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
22.75 |
1.1% |
56% |
False |
False |
2,864 |
| 60 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
20.75 |
1.0% |
56% |
False |
False |
2,219 |
| 80 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
20.25 |
1.0% |
56% |
False |
False |
1,743 |
| 100 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
19.75 |
0.9% |
56% |
False |
False |
1,408 |
| 120 |
2,118.50 |
2,018.75 |
99.75 |
4.8% |
18.50 |
0.9% |
57% |
False |
False |
1,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,238.25 |
|
2.618 |
2,176.25 |
|
1.618 |
2,138.25 |
|
1.000 |
2,114.75 |
|
0.618 |
2,100.25 |
|
HIGH |
2,076.75 |
|
0.618 |
2,062.25 |
|
0.500 |
2,057.75 |
|
0.382 |
2,053.25 |
|
LOW |
2,038.75 |
|
0.618 |
2,015.25 |
|
1.000 |
2,000.75 |
|
1.618 |
1,977.25 |
|
2.618 |
1,939.25 |
|
4.250 |
1,877.25 |
|
|
| Fisher Pivots for day following 12-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,070.00 |
2,072.75 |
| PP |
2,063.75 |
2,069.50 |
| S1 |
2,057.75 |
2,066.00 |
|