| Trading Metrics calculated at close of trading on 24-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2016 |
24-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,969.0 |
2,981.0 |
12.0 |
0.4% |
3,049.0 |
| High |
3,002.0 |
3,018.0 |
16.0 |
0.5% |
3,065.0 |
| Low |
2,964.0 |
2,967.0 |
3.0 |
0.1% |
2,948.0 |
| Close |
2,993.0 |
3,007.0 |
14.0 |
0.5% |
2,969.0 |
| Range |
38.0 |
51.0 |
13.0 |
34.2% |
117.0 |
| ATR |
44.8 |
45.3 |
0.4 |
1.0% |
0.0 |
| Volume |
913,740 |
876,241 |
-37,499 |
-4.1% |
4,305,752 |
|
| Daily Pivots for day following 24-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,150.3 |
3,129.7 |
3,035.1 |
|
| R3 |
3,099.3 |
3,078.7 |
3,021.0 |
|
| R2 |
3,048.3 |
3,048.3 |
3,016.4 |
|
| R1 |
3,027.7 |
3,027.7 |
3,011.7 |
3,038.0 |
| PP |
2,997.3 |
2,997.3 |
2,997.3 |
3,002.5 |
| S1 |
2,976.7 |
2,976.7 |
3,002.3 |
2,987.0 |
| S2 |
2,946.3 |
2,946.3 |
2,997.7 |
|
| S3 |
2,895.3 |
2,925.7 |
2,993.0 |
|
| S4 |
2,844.3 |
2,874.7 |
2,979.0 |
|
|
| 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 |
3,018.0 |
2,948.0 |
70.0 |
2.3% |
43.8 |
1.5% |
84% |
True |
False |
852,568 |
| 10 |
3,065.0 |
2,948.0 |
117.0 |
3.9% |
37.6 |
1.3% |
50% |
False |
False |
799,912 |
| 20 |
3,065.0 |
2,888.0 |
177.0 |
5.9% |
40.1 |
1.3% |
67% |
False |
False |
831,233 |
| 40 |
3,065.0 |
2,734.0 |
331.0 |
11.0% |
45.8 |
1.5% |
82% |
False |
False |
977,193 |
| 60 |
3,065.0 |
2,645.0 |
420.0 |
14.0% |
50.7 |
1.7% |
86% |
False |
False |
1,070,142 |
| 80 |
3,078.0 |
2,645.0 |
433.0 |
14.4% |
49.8 |
1.7% |
84% |
False |
False |
806,863 |
| 100 |
3,078.0 |
2,645.0 |
433.0 |
14.4% |
49.1 |
1.6% |
84% |
False |
False |
646,468 |
| 120 |
3,078.0 |
2,645.0 |
433.0 |
14.4% |
48.3 |
1.6% |
84% |
False |
False |
540,870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,234.8 |
|
2.618 |
3,151.5 |
|
1.618 |
3,100.5 |
|
1.000 |
3,069.0 |
|
0.618 |
3,049.5 |
|
HIGH |
3,018.0 |
|
0.618 |
2,998.5 |
|
0.500 |
2,992.5 |
|
0.382 |
2,986.5 |
|
LOW |
2,967.0 |
|
0.618 |
2,935.5 |
|
1.000 |
2,916.0 |
|
1.618 |
2,884.5 |
|
2.618 |
2,833.5 |
|
4.250 |
2,750.3 |
|
|
| Fisher Pivots for day following 24-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,002.2 |
2,999.0 |
| PP |
2,997.3 |
2,991.0 |
| S1 |
2,992.5 |
2,983.0 |
|