| Trading Metrics calculated at close of trading on 18-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2015 |
18-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2,082.50 |
2,090.00 |
7.50 |
0.4% |
2,064.25 |
| High |
2,092.00 |
2,095.50 |
3.50 |
0.2% |
2,093.50 |
| Low |
2,066.75 |
2,082.50 |
15.75 |
0.8% |
2,038.75 |
| Close |
2,091.25 |
2,085.75 |
-5.50 |
-0.3% |
2,081.25 |
| Range |
25.25 |
13.00 |
-12.25 |
-48.5% |
54.75 |
| ATR |
23.07 |
22.35 |
-0.72 |
-3.1% |
0.00 |
| Volume |
4,094 |
6,591 |
2,497 |
61.0% |
36,571 |
|
| Daily Pivots for day following 18-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,127.00 |
2,119.25 |
2,093.00 |
|
| R3 |
2,114.00 |
2,106.25 |
2,089.25 |
|
| R2 |
2,101.00 |
2,101.00 |
2,088.25 |
|
| R1 |
2,093.25 |
2,093.25 |
2,087.00 |
2,090.50 |
| PP |
2,088.00 |
2,088.00 |
2,088.00 |
2,086.50 |
| S1 |
2,080.25 |
2,080.25 |
2,084.50 |
2,077.50 |
| S2 |
2,075.00 |
2,075.00 |
2,083.25 |
|
| S3 |
2,062.00 |
2,067.25 |
2,082.25 |
|
| S4 |
2,049.00 |
2,054.25 |
2,078.50 |
|
|
| 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 |
2,095.50 |
2,038.75 |
56.75 |
2.7% |
22.50 |
1.1% |
83% |
True |
False |
7,215 |
| 10 |
2,099.00 |
2,038.75 |
60.25 |
2.9% |
24.50 |
1.2% |
78% |
False |
False |
5,846 |
| 20 |
2,106.00 |
2,038.75 |
67.25 |
3.2% |
22.25 |
1.1% |
70% |
False |
False |
4,425 |
| 40 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
22.25 |
1.1% |
66% |
False |
False |
3,547 |
| 60 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
21.25 |
1.0% |
66% |
False |
False |
2,717 |
| 80 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
20.25 |
1.0% |
66% |
False |
False |
2,118 |
| 100 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
19.75 |
0.9% |
66% |
False |
False |
1,710 |
| 120 |
2,118.50 |
2,018.75 |
99.75 |
4.8% |
19.00 |
0.9% |
67% |
False |
False |
1,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,150.75 |
|
2.618 |
2,129.50 |
|
1.618 |
2,116.50 |
|
1.000 |
2,108.50 |
|
0.618 |
2,103.50 |
|
HIGH |
2,095.50 |
|
0.618 |
2,090.50 |
|
0.500 |
2,089.00 |
|
0.382 |
2,087.50 |
|
LOW |
2,082.50 |
|
0.618 |
2,074.50 |
|
1.000 |
2,069.50 |
|
1.618 |
2,061.50 |
|
2.618 |
2,048.50 |
|
4.250 |
2,027.25 |
|
|
| Fisher Pivots for day following 18-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,089.00 |
2,084.00 |
| PP |
2,088.00 |
2,082.25 |
| S1 |
2,086.75 |
2,080.50 |
|