| 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 |
2,071.50 |
2,082.50 |
11.00 |
0.5% |
2,064.25 |
| High |
2,082.25 |
2,092.00 |
9.75 |
0.5% |
2,093.50 |
| Low |
2,065.50 |
2,066.75 |
1.25 |
0.1% |
2,038.75 |
| Close |
2,081.25 |
2,091.25 |
10.00 |
0.5% |
2,081.25 |
| Range |
16.75 |
25.25 |
8.50 |
50.7% |
54.75 |
| ATR |
22.90 |
23.07 |
0.17 |
0.7% |
0.00 |
| Volume |
8,170 |
4,094 |
-4,076 |
-49.9% |
36,571 |
|
| Daily Pivots for day following 17-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,159.00 |
2,150.50 |
2,105.25 |
|
| R3 |
2,133.75 |
2,125.25 |
2,098.25 |
|
| R2 |
2,108.50 |
2,108.50 |
2,096.00 |
|
| R1 |
2,100.00 |
2,100.00 |
2,093.50 |
2,104.25 |
| PP |
2,083.25 |
2,083.25 |
2,083.25 |
2,085.50 |
| S1 |
2,074.75 |
2,074.75 |
2,089.00 |
2,079.00 |
| S2 |
2,058.00 |
2,058.00 |
2,086.50 |
|
| S3 |
2,032.75 |
2,049.50 |
2,084.25 |
|
| S4 |
2,007.50 |
2,024.25 |
2,077.25 |
|
|
| 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% |
26.00 |
1.2% |
96% |
False |
False |
6,504 |
| 10 |
2,099.00 |
2,038.75 |
60.25 |
2.9% |
24.50 |
1.2% |
87% |
False |
False |
5,506 |
| 20 |
2,117.00 |
2,038.75 |
78.25 |
3.7% |
22.50 |
1.1% |
67% |
False |
False |
4,186 |
| 40 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
22.50 |
1.1% |
72% |
False |
False |
3,397 |
| 60 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
21.00 |
1.0% |
72% |
False |
False |
2,611 |
| 80 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
20.25 |
1.0% |
72% |
False |
False |
2,037 |
| 100 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
19.75 |
0.9% |
72% |
False |
False |
1,645 |
| 120 |
2,118.50 |
2,018.75 |
99.75 |
4.8% |
19.00 |
0.9% |
73% |
False |
False |
1,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,199.25 |
|
2.618 |
2,158.00 |
|
1.618 |
2,132.75 |
|
1.000 |
2,117.25 |
|
0.618 |
2,107.50 |
|
HIGH |
2,092.00 |
|
0.618 |
2,082.25 |
|
0.500 |
2,079.50 |
|
0.382 |
2,076.50 |
|
LOW |
2,066.75 |
|
0.618 |
2,051.25 |
|
1.000 |
2,041.50 |
|
1.618 |
2,026.00 |
|
2.618 |
2,000.75 |
|
4.250 |
1,959.50 |
|
|
| Fisher Pivots for day following 17-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,087.25 |
2,087.00 |
| PP |
2,083.25 |
2,083.00 |
| S1 |
2,079.50 |
2,078.75 |
|