| Trading Metrics calculated at close of trading on 14-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2015 |
14-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2,074.50 |
2,071.50 |
-3.00 |
-0.1% |
2,064.25 |
| High |
2,084.50 |
2,082.25 |
-2.25 |
-0.1% |
2,093.50 |
| Low |
2,065.50 |
2,065.50 |
0.00 |
0.0% |
2,038.75 |
| Close |
2,072.50 |
2,081.25 |
8.75 |
0.4% |
2,081.25 |
| Range |
19.00 |
16.75 |
-2.25 |
-11.8% |
54.75 |
| ATR |
23.37 |
22.90 |
-0.47 |
-2.0% |
0.00 |
| Volume |
11,562 |
8,170 |
-3,392 |
-29.3% |
36,571 |
|
| Daily Pivots for day following 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,126.50 |
2,120.75 |
2,090.50 |
|
| R3 |
2,109.75 |
2,104.00 |
2,085.75 |
|
| R2 |
2,093.00 |
2,093.00 |
2,084.25 |
|
| R1 |
2,087.25 |
2,087.25 |
2,082.75 |
2,090.00 |
| PP |
2,076.25 |
2,076.25 |
2,076.25 |
2,077.75 |
| S1 |
2,070.50 |
2,070.50 |
2,079.75 |
2,073.50 |
| S2 |
2,059.50 |
2,059.50 |
2,078.25 |
|
| S3 |
2,042.75 |
2,053.75 |
2,076.75 |
|
| S4 |
2,026.00 |
2,037.00 |
2,072.00 |
|
|
| Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,235.50 |
2,213.00 |
2,111.25 |
|
| R3 |
2,180.75 |
2,158.25 |
2,096.25 |
|
| R2 |
2,126.00 |
2,126.00 |
2,091.25 |
|
| R1 |
2,103.50 |
2,103.50 |
2,086.25 |
2,114.75 |
| PP |
2,071.25 |
2,071.25 |
2,071.25 |
2,076.75 |
| S1 |
2,048.75 |
2,048.75 |
2,076.25 |
2,060.00 |
| S2 |
2,016.50 |
2,016.50 |
2,071.25 |
|
| S3 |
1,961.75 |
1,994.00 |
2,066.25 |
|
| S4 |
1,907.00 |
1,939.25 |
2,051.25 |
|
|
| 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% |
26.75 |
1.3% |
78% |
False |
False |
7,314 |
| 10 |
2,099.00 |
2,038.75 |
60.25 |
2.9% |
24.25 |
1.2% |
71% |
False |
False |
5,438 |
| 20 |
2,118.50 |
2,038.75 |
79.75 |
3.8% |
21.75 |
1.0% |
53% |
False |
False |
4,105 |
| 40 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
22.25 |
1.1% |
61% |
False |
False |
3,322 |
| 60 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
21.00 |
1.0% |
61% |
False |
False |
2,544 |
| 80 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
20.25 |
1.0% |
61% |
False |
False |
1,987 |
| 100 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
19.50 |
0.9% |
61% |
False |
False |
1,605 |
| 120 |
2,118.50 |
2,018.75 |
99.75 |
4.8% |
18.75 |
0.9% |
63% |
False |
False |
1,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,153.50 |
|
2.618 |
2,126.00 |
|
1.618 |
2,109.25 |
|
1.000 |
2,099.00 |
|
0.618 |
2,092.50 |
|
HIGH |
2,082.25 |
|
0.618 |
2,075.75 |
|
0.500 |
2,074.00 |
|
0.382 |
2,072.00 |
|
LOW |
2,065.50 |
|
0.618 |
2,055.25 |
|
1.000 |
2,048.75 |
|
1.618 |
2,038.50 |
|
2.618 |
2,021.75 |
|
4.250 |
1,994.25 |
|
|
| Fisher Pivots for day following 14-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,078.75 |
2,074.75 |
| PP |
2,076.25 |
2,068.25 |
| S1 |
2,074.00 |
2,061.50 |
|