| Trading Metrics calculated at close of trading on 20-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2015 |
20-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2,093.25 |
2,073.50 |
-19.75 |
-0.9% |
2,072.00 |
| High |
2,098.00 |
2,077.75 |
-20.25 |
-1.0% |
2,101.75 |
| Low |
2,066.50 |
2,024.50 |
-42.00 |
-2.0% |
2,046.50 |
| Close |
2,072.75 |
2,025.50 |
-47.25 |
-2.3% |
2,089.50 |
| Range |
31.50 |
53.25 |
21.75 |
69.0% |
55.25 |
| ATR |
23.46 |
25.59 |
2.13 |
9.1% |
0.00 |
| Volume |
2,289,064 |
2,583,142 |
294,078 |
12.8% |
7,912,112 |
|
| Daily Pivots for day following 20-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,202.25 |
2,167.25 |
2,054.75 |
|
| R3 |
2,149.00 |
2,114.00 |
2,040.25 |
|
| R2 |
2,095.75 |
2,095.75 |
2,035.25 |
|
| R1 |
2,060.75 |
2,060.75 |
2,030.50 |
2,051.50 |
| PP |
2,042.50 |
2,042.50 |
2,042.50 |
2,038.00 |
| S1 |
2,007.50 |
2,007.50 |
2,020.50 |
1,998.50 |
| S2 |
1,989.25 |
1,989.25 |
2,015.75 |
|
| S3 |
1,936.00 |
1,954.25 |
2,010.75 |
|
| S4 |
1,882.75 |
1,901.00 |
1,996.25 |
|
|
| 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 |
2,024.50 |
79.25 |
3.9% |
28.25 |
1.4% |
1% |
False |
True |
1,673,932 |
| 10 |
2,103.75 |
2,024.50 |
79.25 |
3.9% |
28.00 |
1.4% |
1% |
False |
True |
1,680,869 |
| 20 |
2,109.25 |
2,024.50 |
84.75 |
4.2% |
25.50 |
1.3% |
1% |
False |
True |
1,605,265 |
| 40 |
2,126.25 |
2,024.50 |
101.75 |
5.0% |
24.25 |
1.2% |
1% |
False |
True |
1,569,462 |
| 60 |
2,126.25 |
2,024.50 |
101.75 |
5.0% |
22.75 |
1.1% |
1% |
False |
True |
1,289,769 |
| 80 |
2,126.25 |
2,024.50 |
101.75 |
5.0% |
22.25 |
1.1% |
1% |
False |
True |
968,018 |
| 100 |
2,126.25 |
2,024.50 |
101.75 |
5.0% |
22.00 |
1.1% |
1% |
False |
True |
774,988 |
| 120 |
2,126.25 |
2,024.25 |
102.00 |
5.0% |
22.25 |
1.1% |
1% |
False |
False |
645,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,304.00 |
|
2.618 |
2,217.25 |
|
1.618 |
2,164.00 |
|
1.000 |
2,131.00 |
|
0.618 |
2,110.75 |
|
HIGH |
2,077.75 |
|
0.618 |
2,057.50 |
|
0.500 |
2,051.00 |
|
0.382 |
2,044.75 |
|
LOW |
2,024.50 |
|
0.618 |
1,991.50 |
|
1.000 |
1,971.25 |
|
1.618 |
1,938.25 |
|
2.618 |
1,885.00 |
|
4.250 |
1,798.25 |
|
|
| Fisher Pivots for day following 20-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,051.00 |
2,064.00 |
| PP |
2,042.50 |
2,051.25 |
| S1 |
2,034.00 |
2,038.50 |
|