| Trading Metrics calculated at close of trading on 16-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2016 |
16-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
3,049.0 |
3,034.0 |
-15.0 |
-0.5% |
2,986.0 |
| High |
3,065.0 |
3,040.0 |
-25.0 |
-0.8% |
3,050.0 |
| Low |
3,041.0 |
3,008.0 |
-33.0 |
-1.1% |
2,975.0 |
| Close |
3,048.0 |
3,022.0 |
-26.0 |
-0.9% |
3,046.0 |
| Range |
24.0 |
32.0 |
8.0 |
33.3% |
75.0 |
| ATR |
44.9 |
44.6 |
-0.4 |
-0.8% |
0.0 |
| Volume |
926,404 |
946,631 |
20,227 |
2.2% |
3,582,455 |
|
| Daily Pivots for day following 16-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,119.3 |
3,102.7 |
3,039.6 |
|
| R3 |
3,087.3 |
3,070.7 |
3,030.8 |
|
| R2 |
3,055.3 |
3,055.3 |
3,027.9 |
|
| R1 |
3,038.7 |
3,038.7 |
3,024.9 |
3,031.0 |
| PP |
3,023.3 |
3,023.3 |
3,023.3 |
3,019.5 |
| S1 |
3,006.7 |
3,006.7 |
3,019.1 |
2,999.0 |
| S2 |
2,991.3 |
2,991.3 |
3,016.1 |
|
| S3 |
2,959.3 |
2,974.7 |
3,013.2 |
|
| S4 |
2,927.3 |
2,942.7 |
3,004.4 |
|
|
| 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 |
3,008.0 |
57.0 |
1.9% |
25.2 |
0.8% |
25% |
False |
True |
772,067 |
| 10 |
3,065.0 |
2,888.0 |
177.0 |
5.9% |
31.5 |
1.0% |
76% |
False |
False |
783,744 |
| 20 |
3,065.0 |
2,888.0 |
177.0 |
5.9% |
37.9 |
1.3% |
76% |
False |
False |
864,191 |
| 40 |
3,065.0 |
2,645.0 |
420.0 |
13.9% |
52.4 |
1.7% |
90% |
False |
False |
1,182,804 |
| 60 |
3,078.0 |
2,645.0 |
433.0 |
14.3% |
50.9 |
1.7% |
87% |
False |
False |
990,445 |
| 80 |
3,078.0 |
2,645.0 |
433.0 |
14.3% |
49.7 |
1.6% |
87% |
False |
False |
745,593 |
| 100 |
3,078.0 |
2,645.0 |
433.0 |
14.3% |
49.2 |
1.6% |
87% |
False |
False |
596,928 |
| 120 |
3,078.0 |
2,645.0 |
433.0 |
14.3% |
47.4 |
1.6% |
87% |
False |
False |
499,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,176.0 |
|
2.618 |
3,123.8 |
|
1.618 |
3,091.8 |
|
1.000 |
3,072.0 |
|
0.618 |
3,059.8 |
|
HIGH |
3,040.0 |
|
0.618 |
3,027.8 |
|
0.500 |
3,024.0 |
|
0.382 |
3,020.2 |
|
LOW |
3,008.0 |
|
0.618 |
2,988.2 |
|
1.000 |
2,976.0 |
|
1.618 |
2,956.2 |
|
2.618 |
2,924.2 |
|
4.250 |
2,872.0 |
|
|
| Fisher Pivots for day following 16-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,024.0 |
3,036.5 |
| PP |
3,023.3 |
3,031.7 |
| S1 |
3,022.7 |
3,026.8 |
|