| Trading Metrics calculated at close of trading on 26-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2016 |
26-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
3,004.0 |
2,980.0 |
-24.0 |
-0.8% |
2,961.0 |
| High |
3,005.0 |
3,017.0 |
12.0 |
0.4% |
3,018.0 |
| Low |
2,970.0 |
2,972.0 |
2.0 |
0.1% |
2,948.0 |
| Close |
2,988.0 |
3,013.0 |
25.0 |
0.8% |
3,013.0 |
| Range |
35.0 |
45.0 |
10.0 |
28.6% |
70.0 |
| ATR |
44.7 |
44.7 |
0.0 |
0.1% |
0.0 |
| Volume |
864,565 |
588,526 |
-276,039 |
-31.9% |
3,980,890 |
|
| Daily Pivots for day following 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,135.7 |
3,119.3 |
3,037.8 |
|
| R3 |
3,090.7 |
3,074.3 |
3,025.4 |
|
| R2 |
3,045.7 |
3,045.7 |
3,021.3 |
|
| R1 |
3,029.3 |
3,029.3 |
3,017.1 |
3,037.5 |
| PP |
3,000.7 |
3,000.7 |
3,000.7 |
3,004.8 |
| S1 |
2,984.3 |
2,984.3 |
3,008.9 |
2,992.5 |
| S2 |
2,955.7 |
2,955.7 |
3,004.8 |
|
| S3 |
2,910.7 |
2,939.3 |
3,000.6 |
|
| S4 |
2,865.7 |
2,894.3 |
2,988.3 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,203.0 |
3,178.0 |
3,051.5 |
|
| R3 |
3,133.0 |
3,108.0 |
3,032.3 |
|
| R2 |
3,063.0 |
3,063.0 |
3,025.8 |
|
| R1 |
3,038.0 |
3,038.0 |
3,019.4 |
3,050.5 |
| PP |
2,993.0 |
2,993.0 |
2,993.0 |
2,999.3 |
| S1 |
2,968.0 |
2,968.0 |
3,006.6 |
2,980.5 |
| S2 |
2,923.0 |
2,923.0 |
3,000.2 |
|
| S3 |
2,853.0 |
2,898.0 |
2,993.8 |
|
| S4 |
2,783.0 |
2,828.0 |
2,974.5 |
|
|
| 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% |
93% |
False |
False |
796,178 |
| 10 |
3,065.0 |
2,948.0 |
117.0 |
3.9% |
40.5 |
1.3% |
56% |
False |
False |
828,664 |
| 20 |
3,065.0 |
2,888.0 |
177.0 |
5.9% |
40.6 |
1.3% |
71% |
False |
False |
817,725 |
| 40 |
3,065.0 |
2,734.0 |
331.0 |
11.0% |
43.8 |
1.5% |
84% |
False |
False |
934,572 |
| 60 |
3,065.0 |
2,645.0 |
420.0 |
13.9% |
50.9 |
1.7% |
88% |
False |
False |
1,093,089 |
| 80 |
3,078.0 |
2,645.0 |
433.0 |
14.4% |
49.5 |
1.6% |
85% |
False |
False |
824,968 |
| 100 |
3,078.0 |
2,645.0 |
433.0 |
14.4% |
49.0 |
1.6% |
85% |
False |
False |
660,989 |
| 120 |
3,078.0 |
2,645.0 |
433.0 |
14.4% |
48.7 |
1.6% |
85% |
False |
False |
552,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,208.3 |
|
2.618 |
3,134.8 |
|
1.618 |
3,089.8 |
|
1.000 |
3,062.0 |
|
0.618 |
3,044.8 |
|
HIGH |
3,017.0 |
|
0.618 |
2,999.8 |
|
0.500 |
2,994.5 |
|
0.382 |
2,989.2 |
|
LOW |
2,972.0 |
|
0.618 |
2,944.2 |
|
1.000 |
2,927.0 |
|
1.618 |
2,899.2 |
|
2.618 |
2,854.2 |
|
4.250 |
2,780.8 |
|
|
| Fisher Pivots for day following 26-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,006.8 |
3,006.2 |
| PP |
3,000.7 |
2,999.3 |
| S1 |
2,994.5 |
2,992.5 |
|