| Trading Metrics calculated at close of trading on 25-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2015 |
25-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1,959.00 |
1,867.00 |
-92.00 |
-4.7% |
2,082.50 |
| High |
1,959.00 |
1,938.75 |
-20.25 |
-1.0% |
2,095.50 |
| Low |
1,823.00 |
1,852.75 |
29.75 |
1.6% |
1,959.50 |
| Close |
1,862.25 |
1,864.25 |
2.00 |
0.1% |
1,963.00 |
| Range |
136.00 |
86.00 |
-50.00 |
-36.8% |
136.00 |
| ATR |
35.75 |
39.34 |
3.59 |
10.0% |
0.00 |
| Volume |
20,487 |
49,231 |
28,744 |
140.3% |
34,217 |
|
| Daily Pivots for day following 25-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,143.25 |
2,089.75 |
1,911.50 |
|
| R3 |
2,057.25 |
2,003.75 |
1,888.00 |
|
| R2 |
1,971.25 |
1,971.25 |
1,880.00 |
|
| R1 |
1,917.75 |
1,917.75 |
1,872.25 |
1,901.50 |
| PP |
1,885.25 |
1,885.25 |
1,885.25 |
1,877.00 |
| S1 |
1,831.75 |
1,831.75 |
1,856.25 |
1,815.50 |
| S2 |
1,799.25 |
1,799.25 |
1,848.50 |
|
| S3 |
1,713.25 |
1,745.75 |
1,840.50 |
|
| S4 |
1,627.25 |
1,659.75 |
1,817.00 |
|
|
| 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 |
2,089.75 |
1,823.00 |
266.75 |
14.3% |
73.50 |
3.9% |
15% |
False |
False |
18,650 |
| 10 |
2,095.50 |
1,823.00 |
272.50 |
14.6% |
48.00 |
2.6% |
15% |
False |
False |
12,932 |
| 20 |
2,101.25 |
1,823.00 |
278.25 |
14.9% |
35.00 |
1.9% |
15% |
False |
False |
8,479 |
| 40 |
2,118.50 |
1,823.00 |
295.50 |
15.9% |
29.25 |
1.6% |
14% |
False |
False |
5,602 |
| 60 |
2,118.50 |
1,823.00 |
295.50 |
15.9% |
25.75 |
1.4% |
14% |
False |
False |
4,234 |
| 80 |
2,118.50 |
1,823.00 |
295.50 |
15.9% |
23.75 |
1.3% |
14% |
False |
False |
3,251 |
| 100 |
2,118.50 |
1,823.00 |
295.50 |
15.9% |
22.50 |
1.2% |
14% |
False |
False |
2,639 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
15.9% |
21.75 |
1.2% |
14% |
False |
False |
2,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,304.25 |
|
2.618 |
2,164.00 |
|
1.618 |
2,078.00 |
|
1.000 |
2,024.75 |
|
0.618 |
1,992.00 |
|
HIGH |
1,938.75 |
|
0.618 |
1,906.00 |
|
0.500 |
1,895.75 |
|
0.382 |
1,885.50 |
|
LOW |
1,852.75 |
|
0.618 |
1,799.50 |
|
1.000 |
1,766.75 |
|
1.618 |
1,713.50 |
|
2.618 |
1,627.50 |
|
4.250 |
1,487.25 |
|
|
| Fisher Pivots for day following 25-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,895.75 |
1,922.25 |
| PP |
1,885.25 |
1,903.00 |
| S1 |
1,874.75 |
1,883.50 |
|