| Trading Metrics calculated at close of trading on 25-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2015 |
25-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1,964.50 |
1,872.75 |
-91.75 |
-4.7% |
2,089.50 |
| High |
1,964.75 |
1,948.50 |
-16.25 |
-0.8% |
2,103.75 |
| Low |
1,831.00 |
1,860.00 |
29.00 |
1.6% |
1,967.25 |
| Close |
1,871.25 |
1,872.75 |
1.50 |
0.1% |
1,971.50 |
| Range |
133.75 |
88.50 |
-45.25 |
-33.8% |
136.50 |
| ATR |
36.20 |
39.93 |
3.74 |
10.3% |
0.00 |
| Volume |
5,258,752 |
3,658,827 |
-1,599,925 |
-30.4% |
11,468,526 |
|
| Daily Pivots for day following 25-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,159.25 |
2,104.50 |
1,921.50 |
|
| R3 |
2,070.75 |
2,016.00 |
1,897.00 |
|
| R2 |
1,982.25 |
1,982.25 |
1,889.00 |
|
| R1 |
1,927.50 |
1,927.50 |
1,880.75 |
1,917.00 |
| PP |
1,893.75 |
1,893.75 |
1,893.75 |
1,888.50 |
| S1 |
1,839.00 |
1,839.00 |
1,864.75 |
1,828.50 |
| S2 |
1,805.25 |
1,805.25 |
1,856.50 |
|
| S3 |
1,716.75 |
1,750.50 |
1,848.50 |
|
| S4 |
1,628.25 |
1,662.00 |
1,824.00 |
|
|
| 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 |
2,098.00 |
1,831.00 |
267.00 |
14.3% |
73.75 |
3.9% |
16% |
False |
False |
3,591,623 |
| 10 |
2,103.75 |
1,831.00 |
272.75 |
14.6% |
48.25 |
2.6% |
15% |
False |
False |
2,531,595 |
| 20 |
2,109.25 |
1,831.00 |
278.25 |
14.9% |
35.25 |
1.9% |
15% |
False |
False |
2,000,694 |
| 40 |
2,126.25 |
1,831.00 |
295.25 |
15.8% |
29.50 |
1.6% |
14% |
False |
False |
1,775,800 |
| 60 |
2,126.25 |
1,831.00 |
295.25 |
15.8% |
26.75 |
1.4% |
14% |
False |
False |
1,507,244 |
| 80 |
2,126.25 |
1,831.00 |
295.25 |
15.8% |
25.00 |
1.3% |
14% |
False |
False |
1,131,500 |
| 100 |
2,126.25 |
1,831.00 |
295.25 |
15.8% |
24.00 |
1.3% |
14% |
False |
False |
905,721 |
| 120 |
2,126.25 |
1,831.00 |
295.25 |
15.8% |
24.00 |
1.3% |
14% |
False |
False |
754,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,324.50 |
|
2.618 |
2,180.25 |
|
1.618 |
2,091.75 |
|
1.000 |
2,037.00 |
|
0.618 |
2,003.25 |
|
HIGH |
1,948.50 |
|
0.618 |
1,914.75 |
|
0.500 |
1,904.25 |
|
0.382 |
1,893.75 |
|
LOW |
1,860.00 |
|
0.618 |
1,805.25 |
|
1.000 |
1,771.50 |
|
1.618 |
1,716.75 |
|
2.618 |
1,628.25 |
|
4.250 |
1,484.00 |
|
|
| Fisher Pivots for day following 25-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,904.25 |
1,930.00 |
| PP |
1,893.75 |
1,911.00 |
| S1 |
1,883.25 |
1,891.75 |
|