| Trading Metrics calculated at close of trading on 21-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2015 |
21-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2,073.50 |
2,026.25 |
-47.25 |
-2.3% |
2,089.50 |
| High |
2,077.75 |
2,029.00 |
-48.75 |
-2.3% |
2,103.75 |
| Low |
2,024.50 |
1,967.25 |
-57.25 |
-2.8% |
1,967.25 |
| Close |
2,025.50 |
1,971.50 |
-54.00 |
-2.7% |
1,971.50 |
| Range |
53.25 |
61.75 |
8.50 |
16.0% |
136.50 |
| ATR |
25.59 |
28.17 |
2.58 |
10.1% |
0.00 |
| Volume |
2,583,142 |
4,168,331 |
1,585,189 |
61.4% |
11,468,526 |
|
| Daily Pivots for day following 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,174.50 |
2,134.75 |
2,005.50 |
|
| R3 |
2,112.75 |
2,073.00 |
1,988.50 |
|
| R2 |
2,051.00 |
2,051.00 |
1,982.75 |
|
| R1 |
2,011.25 |
2,011.25 |
1,977.25 |
2,000.25 |
| PP |
1,989.25 |
1,989.25 |
1,989.25 |
1,983.75 |
| S1 |
1,949.50 |
1,949.50 |
1,965.75 |
1,938.50 |
| S2 |
1,927.50 |
1,927.50 |
1,960.25 |
|
| S3 |
1,865.75 |
1,887.75 |
1,954.50 |
|
| S4 |
1,804.00 |
1,826.00 |
1,937.50 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,423.75 |
2,334.00 |
2,046.50 |
|
| R3 |
2,287.25 |
2,197.50 |
2,009.00 |
|
| R2 |
2,150.75 |
2,150.75 |
1,996.50 |
|
| R1 |
2,061.00 |
2,061.00 |
1,984.00 |
2,037.50 |
| PP |
2,014.25 |
2,014.25 |
2,014.25 |
2,002.50 |
| S1 |
1,924.50 |
1,924.50 |
1,959.00 |
1,901.00 |
| S2 |
1,877.75 |
1,877.75 |
1,946.50 |
|
| S3 |
1,741.25 |
1,788.00 |
1,934.00 |
|
| S4 |
1,604.75 |
1,651.50 |
1,896.50 |
|
|
| 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 |
1,967.25 |
136.50 |
6.9% |
37.25 |
1.9% |
3% |
False |
True |
2,293,705 |
| 10 |
2,103.75 |
1,967.25 |
136.50 |
6.9% |
32.25 |
1.6% |
3% |
False |
True |
1,938,063 |
| 20 |
2,109.25 |
1,967.25 |
142.00 |
7.2% |
26.75 |
1.4% |
3% |
False |
True |
1,730,195 |
| 40 |
2,126.25 |
1,967.25 |
159.00 |
8.1% |
25.25 |
1.3% |
3% |
False |
True |
1,643,217 |
| 60 |
2,126.25 |
1,967.25 |
159.00 |
8.1% |
23.50 |
1.2% |
3% |
False |
True |
1,359,002 |
| 80 |
2,126.25 |
1,967.25 |
159.00 |
8.1% |
22.75 |
1.2% |
3% |
False |
True |
1,020,097 |
| 100 |
2,126.25 |
1,967.25 |
159.00 |
8.1% |
22.25 |
1.1% |
3% |
False |
True |
816,663 |
| 120 |
2,126.25 |
1,967.25 |
159.00 |
8.1% |
22.50 |
1.1% |
3% |
False |
True |
680,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,291.50 |
|
2.618 |
2,190.75 |
|
1.618 |
2,129.00 |
|
1.000 |
2,090.75 |
|
0.618 |
2,067.25 |
|
HIGH |
2,029.00 |
|
0.618 |
2,005.50 |
|
0.500 |
1,998.00 |
|
0.382 |
1,990.75 |
|
LOW |
1,967.25 |
|
0.618 |
1,929.00 |
|
1.000 |
1,905.50 |
|
1.618 |
1,867.25 |
|
2.618 |
1,805.50 |
|
4.250 |
1,704.75 |
|
|
| Fisher Pivots for day following 21-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,998.00 |
2,032.50 |
| PP |
1,989.25 |
2,012.25 |
| S1 |
1,980.50 |
1,992.00 |
|