| Trading Metrics calculated at close of trading on 18-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2016 |
18-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
3,012.0 |
3,003.0 |
-9.0 |
-0.3% |
2,986.0 |
| High |
3,027.0 |
3,005.0 |
-22.0 |
-0.7% |
3,050.0 |
| Low |
2,977.0 |
2,976.0 |
-1.0 |
0.0% |
2,975.0 |
| Close |
2,982.0 |
2,992.0 |
10.0 |
0.3% |
3,046.0 |
| Range |
50.0 |
29.0 |
-21.0 |
-42.0% |
75.0 |
| ATR |
45.0 |
43.8 |
-1.1 |
-2.5% |
0.0 |
| Volume |
697,675 |
855,524 |
157,849 |
22.6% |
3,582,455 |
|
| Daily Pivots for day following 18-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,078.0 |
3,064.0 |
3,008.0 |
|
| R3 |
3,049.0 |
3,035.0 |
3,000.0 |
|
| R2 |
3,020.0 |
3,020.0 |
2,997.3 |
|
| R1 |
3,006.0 |
3,006.0 |
2,994.7 |
2,998.5 |
| PP |
2,991.0 |
2,991.0 |
2,991.0 |
2,987.3 |
| S1 |
2,977.0 |
2,977.0 |
2,989.3 |
2,969.5 |
| S2 |
2,962.0 |
2,962.0 |
2,986.7 |
|
| S3 |
2,933.0 |
2,948.0 |
2,984.0 |
|
| S4 |
2,904.0 |
2,919.0 |
2,976.1 |
|
|
| 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 |
3.0% |
29.8 |
1.0% |
18% |
False |
True |
785,670 |
| 10 |
3,065.0 |
2,930.0 |
135.0 |
4.5% |
33.0 |
1.1% |
46% |
False |
False |
765,602 |
| 20 |
3,065.0 |
2,888.0 |
177.0 |
5.9% |
38.0 |
1.3% |
59% |
False |
False |
851,010 |
| 40 |
3,065.0 |
2,645.0 |
420.0 |
14.0% |
51.8 |
1.7% |
83% |
False |
False |
1,143,453 |
| 60 |
3,078.0 |
2,645.0 |
433.0 |
14.5% |
49.7 |
1.7% |
80% |
False |
False |
1,016,275 |
| 80 |
3,078.0 |
2,645.0 |
433.0 |
14.5% |
49.8 |
1.7% |
80% |
False |
False |
764,342 |
| 100 |
3,078.0 |
2,645.0 |
433.0 |
14.5% |
49.2 |
1.6% |
80% |
False |
False |
612,408 |
| 120 |
3,078.0 |
2,645.0 |
433.0 |
14.5% |
47.6 |
1.6% |
80% |
False |
False |
512,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,128.3 |
|
2.618 |
3,080.9 |
|
1.618 |
3,051.9 |
|
1.000 |
3,034.0 |
|
0.618 |
3,022.9 |
|
HIGH |
3,005.0 |
|
0.618 |
2,993.9 |
|
0.500 |
2,990.5 |
|
0.382 |
2,987.1 |
|
LOW |
2,976.0 |
|
0.618 |
2,958.1 |
|
1.000 |
2,947.0 |
|
1.618 |
2,929.1 |
|
2.618 |
2,900.1 |
|
4.250 |
2,852.8 |
|
|
| Fisher Pivots for day following 18-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,991.5 |
3,008.0 |
| PP |
2,991.0 |
3,002.7 |
| S1 |
2,990.5 |
2,997.3 |
|