| Trading Metrics calculated at close of trading on 22-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2016 |
22-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,998.0 |
2,961.0 |
-37.0 |
-1.2% |
3,049.0 |
| High |
2,999.0 |
2,998.0 |
-1.0 |
0.0% |
3,065.0 |
| Low |
2,948.0 |
2,948.0 |
0.0 |
0.0% |
2,948.0 |
| Close |
2,969.0 |
2,956.0 |
-13.0 |
-0.4% |
2,969.0 |
| Range |
51.0 |
50.0 |
-1.0 |
-2.0% |
117.0 |
| ATR |
44.3 |
44.7 |
0.4 |
0.9% |
0.0 |
| Volume |
879,518 |
737,818 |
-141,700 |
-16.1% |
4,305,752 |
|
| Daily Pivots for day following 22-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,117.3 |
3,086.7 |
2,983.5 |
|
| R3 |
3,067.3 |
3,036.7 |
2,969.8 |
|
| R2 |
3,017.3 |
3,017.3 |
2,965.2 |
|
| R1 |
2,986.7 |
2,986.7 |
2,960.6 |
2,977.0 |
| PP |
2,967.3 |
2,967.3 |
2,967.3 |
2,962.5 |
| S1 |
2,936.7 |
2,936.7 |
2,951.4 |
2,927.0 |
| S2 |
2,917.3 |
2,917.3 |
2,946.8 |
|
| S3 |
2,867.3 |
2,886.7 |
2,942.3 |
|
| S4 |
2,817.3 |
2,836.7 |
2,928.5 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,345.0 |
3,274.0 |
3,033.4 |
|
| R3 |
3,228.0 |
3,157.0 |
3,001.2 |
|
| R2 |
3,111.0 |
3,111.0 |
2,990.5 |
|
| R1 |
3,040.0 |
3,040.0 |
2,979.7 |
3,017.0 |
| PP |
2,994.0 |
2,994.0 |
2,994.0 |
2,982.5 |
| S1 |
2,923.0 |
2,923.0 |
2,958.3 |
2,900.0 |
| S2 |
2,877.0 |
2,877.0 |
2,947.6 |
|
| S3 |
2,760.0 |
2,806.0 |
2,936.8 |
|
| S4 |
2,643.0 |
2,689.0 |
2,904.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,040.0 |
2,948.0 |
92.0 |
3.1% |
42.4 |
1.4% |
9% |
False |
True |
823,433 |
| 10 |
3,065.0 |
2,948.0 |
117.0 |
4.0% |
35.9 |
1.2% |
7% |
False |
True |
773,863 |
| 20 |
3,065.0 |
2,888.0 |
177.0 |
6.0% |
39.2 |
1.3% |
38% |
False |
False |
842,589 |
| 40 |
3,065.0 |
2,667.0 |
398.0 |
13.5% |
47.7 |
1.6% |
73% |
False |
False |
1,019,290 |
| 60 |
3,078.0 |
2,645.0 |
433.0 |
14.6% |
50.3 |
1.7% |
72% |
False |
False |
1,043,184 |
| 80 |
3,078.0 |
2,645.0 |
433.0 |
14.6% |
49.9 |
1.7% |
72% |
False |
False |
784,495 |
| 100 |
3,078.0 |
2,645.0 |
433.0 |
14.6% |
49.5 |
1.7% |
72% |
False |
False |
628,576 |
| 120 |
3,078.0 |
2,645.0 |
433.0 |
14.6% |
47.8 |
1.6% |
72% |
False |
False |
526,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,210.5 |
|
2.618 |
3,128.9 |
|
1.618 |
3,078.9 |
|
1.000 |
3,048.0 |
|
0.618 |
3,028.9 |
|
HIGH |
2,998.0 |
|
0.618 |
2,978.9 |
|
0.500 |
2,973.0 |
|
0.382 |
2,967.1 |
|
LOW |
2,948.0 |
|
0.618 |
2,917.1 |
|
1.000 |
2,898.0 |
|
1.618 |
2,867.1 |
|
2.618 |
2,817.1 |
|
4.250 |
2,735.5 |
|
|
| Fisher Pivots for day following 22-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,973.0 |
2,976.5 |
| PP |
2,967.3 |
2,969.7 |
| S1 |
2,961.7 |
2,962.8 |
|