| Trading Metrics calculated at close of trading on 19-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2015 |
19-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2,090.00 |
2,085.50 |
-4.50 |
-0.2% |
2,064.25 |
| High |
2,095.50 |
2,089.75 |
-5.75 |
-0.3% |
2,093.50 |
| Low |
2,082.50 |
2,058.75 |
-23.75 |
-1.1% |
2,038.75 |
| Close |
2,085.75 |
2,064.50 |
-21.25 |
-1.0% |
2,081.25 |
| Range |
13.00 |
31.00 |
18.00 |
138.5% |
54.75 |
| ATR |
22.35 |
22.97 |
0.62 |
2.8% |
0.00 |
| Volume |
6,591 |
4,575 |
-2,016 |
-30.6% |
36,571 |
|
| Daily Pivots for day following 19-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,164.00 |
2,145.25 |
2,081.50 |
|
| R3 |
2,133.00 |
2,114.25 |
2,073.00 |
|
| R2 |
2,102.00 |
2,102.00 |
2,070.25 |
|
| R1 |
2,083.25 |
2,083.25 |
2,067.25 |
2,077.00 |
| PP |
2,071.00 |
2,071.00 |
2,071.00 |
2,068.00 |
| S1 |
2,052.25 |
2,052.25 |
2,061.75 |
2,046.00 |
| S2 |
2,040.00 |
2,040.00 |
2,058.75 |
|
| S3 |
2,009.00 |
2,021.25 |
2,056.00 |
|
| S4 |
1,978.00 |
1,990.25 |
2,047.50 |
|
|
| 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 |
2,058.75 |
36.75 |
1.8% |
21.00 |
1.0% |
16% |
False |
True |
6,998 |
| 10 |
2,095.50 |
2,038.75 |
56.75 |
2.7% |
25.25 |
1.2% |
45% |
False |
False |
5,920 |
| 20 |
2,106.00 |
2,038.75 |
67.25 |
3.3% |
23.25 |
1.1% |
38% |
False |
False |
4,510 |
| 40 |
2,118.50 |
2,022.50 |
96.00 |
4.7% |
23.00 |
1.1% |
44% |
False |
False |
3,636 |
| 60 |
2,118.50 |
2,022.50 |
96.00 |
4.7% |
21.25 |
1.0% |
44% |
False |
False |
2,792 |
| 80 |
2,118.50 |
2,022.50 |
96.00 |
4.7% |
20.50 |
1.0% |
44% |
False |
False |
2,174 |
| 100 |
2,118.50 |
2,022.50 |
96.00 |
4.7% |
19.75 |
1.0% |
44% |
False |
False |
1,755 |
| 120 |
2,118.50 |
2,018.75 |
99.75 |
4.8% |
19.25 |
0.9% |
46% |
False |
False |
1,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,221.50 |
|
2.618 |
2,171.00 |
|
1.618 |
2,140.00 |
|
1.000 |
2,120.75 |
|
0.618 |
2,109.00 |
|
HIGH |
2,089.75 |
|
0.618 |
2,078.00 |
|
0.500 |
2,074.25 |
|
0.382 |
2,070.50 |
|
LOW |
2,058.75 |
|
0.618 |
2,039.50 |
|
1.000 |
2,027.75 |
|
1.618 |
2,008.50 |
|
2.618 |
1,977.50 |
|
4.250 |
1,927.00 |
|
|
| Fisher Pivots for day following 19-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,074.25 |
2,077.00 |
| PP |
2,071.00 |
2,073.00 |
| S1 |
2,067.75 |
2,068.75 |
|