| Trading Metrics calculated at close of trading on 11-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2015 |
11-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1,094.0 |
1,103.8 |
9.8 |
0.9% |
1,095.1 |
| High |
1,108.5 |
1,119.1 |
10.6 |
1.0% |
1,098.9 |
| Low |
1,089.0 |
1,093.3 |
4.3 |
0.4% |
1,080.2 |
| Close |
1,104.1 |
1,107.7 |
3.6 |
0.3% |
1,094.1 |
| Range |
19.5 |
25.8 |
6.3 |
32.3% |
18.7 |
| ATR |
15.6 |
16.3 |
0.7 |
4.7% |
0.0 |
| Volume |
148,926 |
191,830 |
42,904 |
28.8% |
603,171 |
|
| Daily Pivots for day following 11-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,184.1 |
1,171.7 |
1,121.9 |
|
| R3 |
1,158.3 |
1,145.9 |
1,114.8 |
|
| R2 |
1,132.5 |
1,132.5 |
1,112.4 |
|
| R1 |
1,120.1 |
1,120.1 |
1,110.1 |
1,126.3 |
| PP |
1,106.7 |
1,106.7 |
1,106.7 |
1,109.8 |
| S1 |
1,094.3 |
1,094.3 |
1,105.3 |
1,100.5 |
| S2 |
1,080.9 |
1,080.9 |
1,103.0 |
|
| S3 |
1,055.1 |
1,068.5 |
1,100.6 |
|
| S4 |
1,029.3 |
1,042.7 |
1,093.5 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,147.2 |
1,139.3 |
1,104.4 |
|
| R3 |
1,128.5 |
1,120.6 |
1,099.2 |
|
| R2 |
1,109.8 |
1,109.8 |
1,097.5 |
|
| R1 |
1,101.9 |
1,101.9 |
1,095.8 |
1,096.5 |
| PP |
1,091.1 |
1,091.1 |
1,091.1 |
1,088.4 |
| S1 |
1,083.2 |
1,083.2 |
1,092.4 |
1,077.8 |
| S2 |
1,072.4 |
1,072.4 |
1,090.7 |
|
| S3 |
1,053.7 |
1,064.5 |
1,089.0 |
|
| S4 |
1,035.0 |
1,045.8 |
1,083.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,119.1 |
1,081.4 |
37.7 |
3.4% |
16.6 |
1.5% |
70% |
True |
False |
144,780 |
| 10 |
1,119.1 |
1,079.2 |
39.9 |
3.6% |
16.2 |
1.5% |
71% |
True |
False |
140,072 |
| 20 |
1,157.9 |
1,073.7 |
84.2 |
7.6% |
17.4 |
1.6% |
40% |
False |
False |
90,906 |
| 40 |
1,207.3 |
1,073.7 |
133.6 |
12.1% |
14.9 |
1.3% |
25% |
False |
False |
49,248 |
| 60 |
1,234.0 |
1,073.7 |
160.3 |
14.5% |
14.1 |
1.3% |
21% |
False |
False |
34,006 |
| 80 |
1,234.0 |
1,073.7 |
160.3 |
14.5% |
14.5 |
1.3% |
21% |
False |
False |
26,263 |
| 100 |
1,234.0 |
1,073.7 |
160.3 |
14.5% |
14.3 |
1.3% |
21% |
False |
False |
21,524 |
| 120 |
1,234.0 |
1,073.7 |
160.3 |
14.5% |
14.4 |
1.3% |
21% |
False |
False |
18,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,228.8 |
|
2.618 |
1,186.6 |
|
1.618 |
1,160.8 |
|
1.000 |
1,144.9 |
|
0.618 |
1,135.0 |
|
HIGH |
1,119.1 |
|
0.618 |
1,109.2 |
|
0.500 |
1,106.2 |
|
0.382 |
1,103.2 |
|
LOW |
1,093.3 |
|
0.618 |
1,077.4 |
|
1.000 |
1,067.5 |
|
1.618 |
1,051.6 |
|
2.618 |
1,025.8 |
|
4.250 |
983.7 |
|
|
| Fisher Pivots for day following 11-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,107.2 |
1,105.2 |
| PP |
1,106.7 |
1,102.7 |
| S1 |
1,106.2 |
1,100.3 |
|