| Trading Metrics calculated at close of trading on 20-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2015 |
20-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2,085.50 |
2,065.00 |
-20.50 |
-1.0% |
2,064.25 |
| High |
2,089.75 |
2,069.50 |
-20.25 |
-1.0% |
2,093.50 |
| Low |
2,058.75 |
2,016.75 |
-42.00 |
-2.0% |
2,038.75 |
| Close |
2,064.50 |
2,017.25 |
-47.25 |
-2.3% |
2,081.25 |
| Range |
31.00 |
52.75 |
21.75 |
70.2% |
54.75 |
| ATR |
22.97 |
25.09 |
2.13 |
9.3% |
0.00 |
| Volume |
4,575 |
7,867 |
3,292 |
72.0% |
36,571 |
|
| Daily Pivots for day following 20-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,192.75 |
2,157.75 |
2,046.25 |
|
| R3 |
2,140.00 |
2,105.00 |
2,031.75 |
|
| R2 |
2,087.25 |
2,087.25 |
2,027.00 |
|
| R1 |
2,052.25 |
2,052.25 |
2,022.00 |
2,043.50 |
| PP |
2,034.50 |
2,034.50 |
2,034.50 |
2,030.00 |
| S1 |
1,999.50 |
1,999.50 |
2,012.50 |
1,990.50 |
| S2 |
1,981.75 |
1,981.75 |
2,007.50 |
|
| S3 |
1,929.00 |
1,946.75 |
2,002.75 |
|
| S4 |
1,876.25 |
1,894.00 |
1,988.25 |
|
|
| 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 |
2,095.50 |
2,016.75 |
78.75 |
3.9% |
27.75 |
1.4% |
1% |
False |
True |
6,259 |
| 10 |
2,095.50 |
2,016.75 |
78.75 |
3.9% |
27.50 |
1.4% |
1% |
False |
True |
6,238 |
| 20 |
2,101.25 |
2,016.75 |
84.50 |
4.2% |
25.00 |
1.2% |
1% |
False |
True |
4,791 |
| 40 |
2,118.50 |
2,016.75 |
101.75 |
5.0% |
23.75 |
1.2% |
0% |
False |
True |
3,801 |
| 60 |
2,118.50 |
2,016.75 |
101.75 |
5.0% |
21.75 |
1.1% |
0% |
False |
True |
2,908 |
| 80 |
2,118.50 |
2,016.75 |
101.75 |
5.0% |
20.75 |
1.0% |
0% |
False |
True |
2,259 |
| 100 |
2,118.50 |
2,016.75 |
101.75 |
5.0% |
20.25 |
1.0% |
0% |
False |
True |
1,833 |
| 120 |
2,118.50 |
2,016.75 |
101.75 |
5.0% |
19.50 |
1.0% |
0% |
False |
True |
1,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,293.75 |
|
2.618 |
2,207.50 |
|
1.618 |
2,154.75 |
|
1.000 |
2,122.25 |
|
0.618 |
2,102.00 |
|
HIGH |
2,069.50 |
|
0.618 |
2,049.25 |
|
0.500 |
2,043.00 |
|
0.382 |
2,037.00 |
|
LOW |
2,016.75 |
|
0.618 |
1,984.25 |
|
1.000 |
1,964.00 |
|
1.618 |
1,931.50 |
|
2.618 |
1,878.75 |
|
4.250 |
1,792.50 |
|
|
| Fisher Pivots for day following 20-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,043.00 |
2,056.00 |
| PP |
2,034.50 |
2,043.25 |
| S1 |
2,026.00 |
2,030.25 |
|