| Trading Metrics calculated at close of trading on 21-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2015 |
21-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2,065.00 |
2,018.50 |
-46.50 |
-2.3% |
2,082.50 |
| High |
2,069.50 |
2,021.50 |
-48.00 |
-2.3% |
2,095.50 |
| Low |
2,016.75 |
1,959.50 |
-57.25 |
-2.8% |
1,959.50 |
| Close |
2,017.25 |
1,963.00 |
-54.25 |
-2.7% |
1,963.00 |
| Range |
52.75 |
62.00 |
9.25 |
17.5% |
136.00 |
| ATR |
25.09 |
27.73 |
2.64 |
10.5% |
0.00 |
| Volume |
7,867 |
11,090 |
3,223 |
41.0% |
34,217 |
|
| Daily Pivots for day following 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,167.25 |
2,127.25 |
1,997.00 |
|
| R3 |
2,105.25 |
2,065.25 |
1,980.00 |
|
| R2 |
2,043.25 |
2,043.25 |
1,974.25 |
|
| R1 |
2,003.25 |
2,003.25 |
1,968.75 |
1,992.25 |
| PP |
1,981.25 |
1,981.25 |
1,981.25 |
1,976.00 |
| S1 |
1,941.25 |
1,941.25 |
1,957.25 |
1,930.25 |
| S2 |
1,919.25 |
1,919.25 |
1,951.75 |
|
| S3 |
1,857.25 |
1,879.25 |
1,946.00 |
|
| S4 |
1,795.25 |
1,817.25 |
1,929.00 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,414.00 |
2,324.50 |
2,037.75 |
|
| R3 |
2,278.00 |
2,188.50 |
2,000.50 |
|
| R2 |
2,142.00 |
2,142.00 |
1,988.00 |
|
| R1 |
2,052.50 |
2,052.50 |
1,975.50 |
2,029.25 |
| PP |
2,006.00 |
2,006.00 |
2,006.00 |
1,994.50 |
| S1 |
1,916.50 |
1,916.50 |
1,950.50 |
1,893.25 |
| S2 |
1,870.00 |
1,870.00 |
1,938.00 |
|
| S3 |
1,734.00 |
1,780.50 |
1,925.50 |
|
| S4 |
1,598.00 |
1,644.50 |
1,888.25 |
|
|
| 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 |
1,959.50 |
136.00 |
6.9% |
36.75 |
1.9% |
3% |
False |
True |
6,843 |
| 10 |
2,095.50 |
1,959.50 |
136.00 |
6.9% |
31.75 |
1.6% |
3% |
False |
True |
7,078 |
| 20 |
2,101.25 |
1,959.50 |
141.75 |
7.2% |
26.25 |
1.3% |
2% |
False |
True |
5,261 |
| 40 |
2,118.50 |
1,959.50 |
159.00 |
8.1% |
24.75 |
1.3% |
2% |
False |
True |
4,011 |
| 60 |
2,118.50 |
1,959.50 |
159.00 |
8.1% |
22.75 |
1.2% |
2% |
False |
True |
3,090 |
| 80 |
2,118.50 |
1,959.50 |
159.00 |
8.1% |
21.25 |
1.1% |
2% |
False |
True |
2,391 |
| 100 |
2,118.50 |
1,959.50 |
159.00 |
8.1% |
20.50 |
1.0% |
2% |
False |
True |
1,943 |
| 120 |
2,118.50 |
1,959.50 |
159.00 |
8.1% |
20.00 |
1.0% |
2% |
False |
True |
1,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,285.00 |
|
2.618 |
2,183.75 |
|
1.618 |
2,121.75 |
|
1.000 |
2,083.50 |
|
0.618 |
2,059.75 |
|
HIGH |
2,021.50 |
|
0.618 |
1,997.75 |
|
0.500 |
1,990.50 |
|
0.382 |
1,983.25 |
|
LOW |
1,959.50 |
|
0.618 |
1,921.25 |
|
1.000 |
1,897.50 |
|
1.618 |
1,859.25 |
|
2.618 |
1,797.25 |
|
4.250 |
1,696.00 |
|
|
| Fisher Pivots for day following 21-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,990.50 |
2,024.50 |
| PP |
1,981.25 |
2,004.00 |
| S1 |
1,972.25 |
1,983.50 |
|