| Trading Metrics calculated at close of trading on 15-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2016 |
15-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
3,046.0 |
3,049.0 |
3.0 |
0.1% |
2,986.0 |
| High |
3,049.0 |
3,065.0 |
16.0 |
0.5% |
3,050.0 |
| Low |
3,035.0 |
3,041.0 |
6.0 |
0.2% |
2,975.0 |
| Close |
3,046.0 |
3,048.0 |
2.0 |
0.1% |
3,046.0 |
| Range |
14.0 |
24.0 |
10.0 |
71.4% |
75.0 |
| ATR |
46.5 |
44.9 |
-1.6 |
-3.5% |
0.0 |
| Volume |
502,117 |
926,404 |
424,287 |
84.5% |
3,582,455 |
|
| Daily Pivots for day following 15-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,123.3 |
3,109.7 |
3,061.2 |
|
| R3 |
3,099.3 |
3,085.7 |
3,054.6 |
|
| R2 |
3,075.3 |
3,075.3 |
3,052.4 |
|
| R1 |
3,061.7 |
3,061.7 |
3,050.2 |
3,056.5 |
| PP |
3,051.3 |
3,051.3 |
3,051.3 |
3,048.8 |
| S1 |
3,037.7 |
3,037.7 |
3,045.8 |
3,032.5 |
| S2 |
3,027.3 |
3,027.3 |
3,043.6 |
|
| S3 |
3,003.3 |
3,013.7 |
3,041.4 |
|
| S4 |
2,979.3 |
2,989.7 |
3,034.8 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,248.7 |
3,222.3 |
3,087.3 |
|
| R3 |
3,173.7 |
3,147.3 |
3,066.6 |
|
| R2 |
3,098.7 |
3,098.7 |
3,059.8 |
|
| R1 |
3,072.3 |
3,072.3 |
3,052.9 |
3,085.5 |
| PP |
3,023.7 |
3,023.7 |
3,023.7 |
3,030.3 |
| S1 |
2,997.3 |
2,997.3 |
3,039.1 |
3,010.5 |
| S2 |
2,948.7 |
2,948.7 |
3,032.3 |
|
| S3 |
2,873.7 |
2,922.3 |
3,025.4 |
|
| S4 |
2,798.7 |
2,847.3 |
3,004.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,065.0 |
2,976.0 |
89.0 |
2.9% |
29.4 |
1.0% |
81% |
True |
False |
724,294 |
| 10 |
3,065.0 |
2,888.0 |
177.0 |
5.8% |
34.8 |
1.1% |
90% |
True |
False |
785,522 |
| 20 |
3,065.0 |
2,888.0 |
177.0 |
5.8% |
38.3 |
1.3% |
90% |
True |
False |
862,631 |
| 40 |
3,065.0 |
2,645.0 |
420.0 |
13.8% |
52.5 |
1.7% |
96% |
True |
False |
1,194,521 |
| 60 |
3,078.0 |
2,645.0 |
433.0 |
14.2% |
50.8 |
1.7% |
93% |
False |
False |
974,680 |
| 80 |
3,078.0 |
2,645.0 |
433.0 |
14.2% |
49.6 |
1.6% |
93% |
False |
False |
733,761 |
| 100 |
3,078.0 |
2,645.0 |
433.0 |
14.2% |
49.4 |
1.6% |
93% |
False |
False |
587,900 |
| 120 |
3,078.0 |
2,645.0 |
433.0 |
14.2% |
47.2 |
1.5% |
93% |
False |
False |
492,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,167.0 |
|
2.618 |
3,127.8 |
|
1.618 |
3,103.8 |
|
1.000 |
3,089.0 |
|
0.618 |
3,079.8 |
|
HIGH |
3,065.0 |
|
0.618 |
3,055.8 |
|
0.500 |
3,053.0 |
|
0.382 |
3,050.2 |
|
LOW |
3,041.0 |
|
0.618 |
3,026.2 |
|
1.000 |
3,017.0 |
|
1.618 |
3,002.2 |
|
2.618 |
2,978.2 |
|
4.250 |
2,939.0 |
|
|
| Fisher Pivots for day following 15-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,053.0 |
3,045.0 |
| PP |
3,051.3 |
3,042.0 |
| S1 |
3,049.7 |
3,039.0 |
|