| Trading Metrics calculated at close of trading on 25-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2016 |
25-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,981.0 |
3,004.0 |
23.0 |
0.8% |
3,049.0 |
| High |
3,018.0 |
3,005.0 |
-13.0 |
-0.4% |
3,065.0 |
| Low |
2,967.0 |
2,970.0 |
3.0 |
0.1% |
2,948.0 |
| Close |
3,007.0 |
2,988.0 |
-19.0 |
-0.6% |
2,969.0 |
| Range |
51.0 |
35.0 |
-16.0 |
-31.4% |
117.0 |
| ATR |
45.3 |
44.7 |
-0.6 |
-1.3% |
0.0 |
| Volume |
876,241 |
864,565 |
-11,676 |
-1.3% |
4,305,752 |
|
| Daily Pivots for day following 25-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,092.7 |
3,075.3 |
3,007.3 |
|
| R3 |
3,057.7 |
3,040.3 |
2,997.6 |
|
| R2 |
3,022.7 |
3,022.7 |
2,994.4 |
|
| R1 |
3,005.3 |
3,005.3 |
2,991.2 |
2,996.5 |
| PP |
2,987.7 |
2,987.7 |
2,987.7 |
2,983.3 |
| S1 |
2,970.3 |
2,970.3 |
2,984.8 |
2,961.5 |
| S2 |
2,952.7 |
2,952.7 |
2,981.6 |
|
| S3 |
2,917.7 |
2,935.3 |
2,978.4 |
|
| S4 |
2,882.7 |
2,900.3 |
2,968.8 |
|
|
| 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% |
45.0 |
1.5% |
57% |
False |
False |
854,376 |
| 10 |
3,065.0 |
2,948.0 |
117.0 |
3.9% |
37.4 |
1.3% |
34% |
False |
False |
820,023 |
| 20 |
3,065.0 |
2,888.0 |
177.0 |
5.9% |
39.6 |
1.3% |
56% |
False |
False |
829,405 |
| 40 |
3,065.0 |
2,734.0 |
331.0 |
11.1% |
45.3 |
1.5% |
77% |
False |
False |
953,067 |
| 60 |
3,065.0 |
2,645.0 |
420.0 |
14.1% |
50.7 |
1.7% |
82% |
False |
False |
1,083,716 |
| 80 |
3,078.0 |
2,645.0 |
433.0 |
14.5% |
49.5 |
1.7% |
79% |
False |
False |
817,615 |
| 100 |
3,078.0 |
2,645.0 |
433.0 |
14.5% |
48.9 |
1.6% |
79% |
False |
False |
655,105 |
| 120 |
3,078.0 |
2,645.0 |
433.0 |
14.5% |
48.4 |
1.6% |
79% |
False |
False |
547,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,153.8 |
|
2.618 |
3,096.6 |
|
1.618 |
3,061.6 |
|
1.000 |
3,040.0 |
|
0.618 |
3,026.6 |
|
HIGH |
3,005.0 |
|
0.618 |
2,991.6 |
|
0.500 |
2,987.5 |
|
0.382 |
2,983.4 |
|
LOW |
2,970.0 |
|
0.618 |
2,948.4 |
|
1.000 |
2,935.0 |
|
1.618 |
2,913.4 |
|
2.618 |
2,878.4 |
|
4.250 |
2,821.3 |
|
|
| Fisher Pivots for day following 25-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,987.8 |
2,991.0 |
| PP |
2,987.7 |
2,990.0 |
| S1 |
2,987.5 |
2,989.0 |
|