| Trading Metrics calculated at close of trading on 17-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2015 |
17-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2,079.25 |
2,089.50 |
10.25 |
0.5% |
2,072.00 |
| High |
2,090.50 |
2,100.50 |
10.00 |
0.5% |
2,101.75 |
| Low |
2,073.75 |
2,074.75 |
1.00 |
0.0% |
2,046.50 |
| Close |
2,089.50 |
2,099.25 |
9.75 |
0.5% |
2,089.50 |
| Range |
16.75 |
25.75 |
9.00 |
53.7% |
55.25 |
| ATR |
23.39 |
23.56 |
0.17 |
0.7% |
0.00 |
| Volume |
1,069,465 |
1,292,437 |
222,972 |
20.8% |
7,912,112 |
|
| Daily Pivots for day following 17-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,168.75 |
2,159.75 |
2,113.50 |
|
| R3 |
2,143.00 |
2,134.00 |
2,106.25 |
|
| R2 |
2,117.25 |
2,117.25 |
2,104.00 |
|
| R1 |
2,108.25 |
2,108.25 |
2,101.50 |
2,112.75 |
| PP |
2,091.50 |
2,091.50 |
2,091.50 |
2,093.75 |
| S1 |
2,082.50 |
2,082.50 |
2,097.00 |
2,087.00 |
| S2 |
2,065.75 |
2,065.75 |
2,094.50 |
|
| S3 |
2,040.00 |
2,056.75 |
2,092.25 |
|
| S4 |
2,014.25 |
2,031.00 |
2,085.00 |
|
|
| Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,245.00 |
2,222.50 |
2,120.00 |
|
| R3 |
2,189.75 |
2,167.25 |
2,104.75 |
|
| R2 |
2,134.50 |
2,134.50 |
2,099.75 |
|
| R1 |
2,112.00 |
2,112.00 |
2,094.50 |
2,123.25 |
| PP |
2,079.25 |
2,079.25 |
2,079.25 |
2,085.00 |
| S1 |
2,056.75 |
2,056.75 |
2,084.50 |
2,068.00 |
| S2 |
2,024.00 |
2,024.00 |
2,079.25 |
|
| S3 |
1,968.75 |
2,001.50 |
2,074.25 |
|
| S4 |
1,913.50 |
1,946.25 |
2,059.00 |
|
|
| 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 |
2.6% |
26.50 |
1.3% |
95% |
False |
False |
1,601,127 |
| 10 |
2,107.00 |
2,046.50 |
60.50 |
2.9% |
25.00 |
1.2% |
87% |
False |
False |
1,512,193 |
| 20 |
2,125.00 |
2,046.50 |
78.50 |
3.7% |
23.00 |
1.1% |
67% |
False |
False |
1,498,424 |
| 40 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
23.00 |
1.1% |
71% |
False |
False |
1,496,667 |
| 60 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
22.00 |
1.1% |
71% |
False |
False |
1,189,859 |
| 80 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
21.75 |
1.0% |
71% |
False |
False |
893,033 |
| 100 |
2,126.25 |
2,027.00 |
99.25 |
4.7% |
21.50 |
1.0% |
73% |
False |
False |
714,954 |
| 120 |
2,126.25 |
2,024.25 |
102.00 |
4.9% |
21.75 |
1.0% |
74% |
False |
False |
595,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,210.00 |
|
2.618 |
2,168.00 |
|
1.618 |
2,142.25 |
|
1.000 |
2,126.25 |
|
0.618 |
2,116.50 |
|
HIGH |
2,100.50 |
|
0.618 |
2,090.75 |
|
0.500 |
2,087.50 |
|
0.382 |
2,084.50 |
|
LOW |
2,074.75 |
|
0.618 |
2,058.75 |
|
1.000 |
2,049.00 |
|
1.618 |
2,033.00 |
|
2.618 |
2,007.25 |
|
4.250 |
1,965.25 |
|
|
| Fisher Pivots for day following 17-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,095.50 |
2,095.00 |
| PP |
2,091.50 |
2,091.00 |
| S1 |
2,087.50 |
2,087.00 |
|