| Trading Metrics calculated at close of trading on 19-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2015 |
19-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2,098.25 |
2,093.25 |
-5.00 |
-0.2% |
2,072.00 |
| High |
2,103.75 |
2,098.00 |
-5.75 |
-0.3% |
2,101.75 |
| Low |
2,090.25 |
2,066.50 |
-23.75 |
-1.1% |
2,046.50 |
| Close |
2,094.00 |
2,072.75 |
-21.25 |
-1.0% |
2,089.50 |
| Range |
13.50 |
31.50 |
18.00 |
133.3% |
55.25 |
| ATR |
22.84 |
23.46 |
0.62 |
2.7% |
0.00 |
| Volume |
1,135,552 |
2,289,064 |
1,153,512 |
101.6% |
7,912,112 |
|
| Daily Pivots for day following 19-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,173.50 |
2,154.75 |
2,090.00 |
|
| R3 |
2,142.00 |
2,123.25 |
2,081.50 |
|
| R2 |
2,110.50 |
2,110.50 |
2,078.50 |
|
| R1 |
2,091.75 |
2,091.75 |
2,075.75 |
2,085.50 |
| PP |
2,079.00 |
2,079.00 |
2,079.00 |
2,076.00 |
| S1 |
2,060.25 |
2,060.25 |
2,069.75 |
2,054.00 |
| S2 |
2,047.50 |
2,047.50 |
2,067.00 |
|
| S3 |
2,016.00 |
2,028.75 |
2,064.00 |
|
| S4 |
1,984.50 |
1,997.25 |
2,055.50 |
|
|
| 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 |
2,103.75 |
2,066.50 |
37.25 |
1.8% |
21.50 |
1.0% |
17% |
False |
True |
1,456,516 |
| 10 |
2,103.75 |
2,046.50 |
57.25 |
2.8% |
25.75 |
1.2% |
46% |
False |
False |
1,583,443 |
| 20 |
2,113.75 |
2,046.50 |
67.25 |
3.2% |
23.75 |
1.2% |
39% |
False |
False |
1,547,970 |
| 40 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
23.50 |
1.1% |
42% |
False |
False |
1,533,962 |
| 60 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
22.25 |
1.1% |
42% |
False |
False |
1,246,815 |
| 80 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
21.75 |
1.1% |
42% |
False |
False |
935,760 |
| 100 |
2,126.25 |
2,027.00 |
99.25 |
4.8% |
21.50 |
1.0% |
46% |
False |
False |
749,168 |
| 120 |
2,126.25 |
2,024.25 |
102.00 |
4.9% |
22.00 |
1.1% |
48% |
False |
False |
624,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,232.00 |
|
2.618 |
2,180.50 |
|
1.618 |
2,149.00 |
|
1.000 |
2,129.50 |
|
0.618 |
2,117.50 |
|
HIGH |
2,098.00 |
|
0.618 |
2,086.00 |
|
0.500 |
2,082.25 |
|
0.382 |
2,078.50 |
|
LOW |
2,066.50 |
|
0.618 |
2,047.00 |
|
1.000 |
2,035.00 |
|
1.618 |
2,015.50 |
|
2.618 |
1,984.00 |
|
4.250 |
1,932.50 |
|
|
| Fisher Pivots for day following 19-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,082.25 |
2,085.00 |
| PP |
2,079.00 |
2,081.00 |
| S1 |
2,076.00 |
2,077.00 |
|