| Trading Metrics calculated at close of trading on 17-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2016 |
17-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
3,034.0 |
3,012.0 |
-22.0 |
-0.7% |
2,986.0 |
| High |
3,040.0 |
3,027.0 |
-13.0 |
-0.4% |
3,050.0 |
| Low |
3,008.0 |
2,977.0 |
-31.0 |
-1.0% |
2,975.0 |
| Close |
3,022.0 |
2,982.0 |
-40.0 |
-1.3% |
3,046.0 |
| Range |
32.0 |
50.0 |
18.0 |
56.3% |
75.0 |
| ATR |
44.6 |
45.0 |
0.4 |
0.9% |
0.0 |
| Volume |
946,631 |
697,675 |
-248,956 |
-26.3% |
3,582,455 |
|
| Daily Pivots for day following 17-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,145.3 |
3,113.7 |
3,009.5 |
|
| R3 |
3,095.3 |
3,063.7 |
2,995.8 |
|
| R2 |
3,045.3 |
3,045.3 |
2,991.2 |
|
| R1 |
3,013.7 |
3,013.7 |
2,986.6 |
3,004.5 |
| PP |
2,995.3 |
2,995.3 |
2,995.3 |
2,990.8 |
| S1 |
2,963.7 |
2,963.7 |
2,977.4 |
2,954.5 |
| S2 |
2,945.3 |
2,945.3 |
2,972.8 |
|
| S3 |
2,895.3 |
2,913.7 |
2,968.3 |
|
| S4 |
2,845.3 |
2,863.7 |
2,954.5 |
|
|
| 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 |
2,977.0 |
88.0 |
3.0% |
31.4 |
1.1% |
6% |
False |
True |
747,256 |
| 10 |
3,065.0 |
2,914.0 |
151.0 |
5.1% |
33.2 |
1.1% |
45% |
False |
False |
761,852 |
| 20 |
3,065.0 |
2,888.0 |
177.0 |
5.9% |
38.4 |
1.3% |
53% |
False |
False |
850,599 |
| 40 |
3,065.0 |
2,645.0 |
420.0 |
14.1% |
52.0 |
1.7% |
80% |
False |
False |
1,166,725 |
| 60 |
3,078.0 |
2,645.0 |
433.0 |
14.5% |
51.0 |
1.7% |
78% |
False |
False |
1,002,049 |
| 80 |
3,078.0 |
2,645.0 |
433.0 |
14.5% |
49.9 |
1.7% |
78% |
False |
False |
754,305 |
| 100 |
3,078.0 |
2,645.0 |
433.0 |
14.5% |
49.3 |
1.7% |
78% |
False |
False |
603,904 |
| 120 |
3,078.0 |
2,645.0 |
433.0 |
14.5% |
47.5 |
1.6% |
78% |
False |
False |
505,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,239.5 |
|
2.618 |
3,157.9 |
|
1.618 |
3,107.9 |
|
1.000 |
3,077.0 |
|
0.618 |
3,057.9 |
|
HIGH |
3,027.0 |
|
0.618 |
3,007.9 |
|
0.500 |
3,002.0 |
|
0.382 |
2,996.1 |
|
LOW |
2,977.0 |
|
0.618 |
2,946.1 |
|
1.000 |
2,927.0 |
|
1.618 |
2,896.1 |
|
2.618 |
2,846.1 |
|
4.250 |
2,764.5 |
|
|
| Fisher Pivots for day following 17-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,002.0 |
3,021.0 |
| PP |
2,995.3 |
3,008.0 |
| S1 |
2,988.7 |
2,995.0 |
|