| Trading Metrics calculated at close of trading on 13-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2015 |
13-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2,080.75 |
2,082.75 |
2.00 |
0.1% |
2,098.75 |
| High |
2,085.25 |
2,093.00 |
7.75 |
0.4% |
2,107.00 |
| Low |
2,046.50 |
2,073.25 |
26.75 |
1.3% |
2,062.00 |
| Close |
2,084.25 |
2,080.50 |
-3.75 |
-0.2% |
2,073.50 |
| Range |
38.75 |
19.75 |
-19.00 |
-49.0% |
45.00 |
| ATR |
24.22 |
23.90 |
-0.32 |
-1.3% |
0.00 |
| Volume |
2,364,321 |
1,496,065 |
-868,256 |
-36.7% |
7,429,492 |
|
| Daily Pivots for day following 13-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,141.50 |
2,130.75 |
2,091.25 |
|
| R3 |
2,121.75 |
2,111.00 |
2,086.00 |
|
| R2 |
2,102.00 |
2,102.00 |
2,084.00 |
|
| R1 |
2,091.25 |
2,091.25 |
2,082.25 |
2,086.75 |
| PP |
2,082.25 |
2,082.25 |
2,082.25 |
2,080.00 |
| S1 |
2,071.50 |
2,071.50 |
2,078.75 |
2,067.00 |
| S2 |
2,062.50 |
2,062.50 |
2,077.00 |
|
| S3 |
2,042.75 |
2,051.75 |
2,075.00 |
|
| S4 |
2,023.00 |
2,032.00 |
2,069.75 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,215.75 |
2,189.75 |
2,098.25 |
|
| R3 |
2,170.75 |
2,144.75 |
2,086.00 |
|
| R2 |
2,125.75 |
2,125.75 |
2,081.75 |
|
| R1 |
2,099.75 |
2,099.75 |
2,077.50 |
2,090.25 |
| PP |
2,080.75 |
2,080.75 |
2,080.75 |
2,076.00 |
| S1 |
2,054.75 |
2,054.75 |
2,069.50 |
2,045.25 |
| S2 |
2,035.75 |
2,035.75 |
2,065.25 |
|
| S3 |
1,990.75 |
2,009.75 |
2,061.00 |
|
| S4 |
1,945.75 |
1,964.75 |
2,048.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,101.75 |
2,046.50 |
55.25 |
2.7% |
28.00 |
1.3% |
62% |
False |
False |
1,687,807 |
| 10 |
2,109.25 |
2,046.50 |
62.75 |
3.0% |
24.50 |
1.2% |
54% |
False |
False |
1,587,494 |
| 20 |
2,126.25 |
2,046.50 |
79.75 |
3.8% |
21.75 |
1.0% |
43% |
False |
False |
1,472,395 |
| 40 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
23.50 |
1.1% |
50% |
False |
False |
1,516,155 |
| 60 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
22.00 |
1.1% |
50% |
False |
False |
1,150,607 |
| 80 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
21.75 |
1.0% |
50% |
False |
False |
863,620 |
| 100 |
2,126.25 |
2,026.00 |
100.25 |
4.8% |
21.75 |
1.0% |
54% |
False |
False |
691,366 |
| 120 |
2,126.25 |
2,024.25 |
102.00 |
4.9% |
21.50 |
1.0% |
55% |
False |
False |
576,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,177.00 |
|
2.618 |
2,144.75 |
|
1.618 |
2,125.00 |
|
1.000 |
2,112.75 |
|
0.618 |
2,105.25 |
|
HIGH |
2,093.00 |
|
0.618 |
2,085.50 |
|
0.500 |
2,083.00 |
|
0.382 |
2,080.75 |
|
LOW |
2,073.25 |
|
0.618 |
2,061.00 |
|
1.000 |
2,053.50 |
|
1.618 |
2,041.25 |
|
2.618 |
2,021.50 |
|
4.250 |
1,989.25 |
|
|
| Fisher Pivots for day following 13-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,083.00 |
2,078.50 |
| PP |
2,082.25 |
2,076.25 |
| S1 |
2,081.50 |
2,074.00 |
|