| Trading Metrics calculated at close of trading on 30-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2016 |
30-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,991.0 |
3,008.0 |
17.0 |
0.6% |
2,961.0 |
| High |
3,009.0 |
3,042.0 |
33.0 |
1.1% |
3,018.0 |
| Low |
2,973.0 |
3,007.0 |
34.0 |
1.1% |
2,948.0 |
| Close |
3,000.0 |
3,033.0 |
33.0 |
1.1% |
3,013.0 |
| Range |
36.0 |
35.0 |
-1.0 |
-2.8% |
70.0 |
| ATR |
44.4 |
44.2 |
-0.2 |
-0.4% |
0.0 |
| Volume |
871,813 |
1,179,880 |
308,067 |
35.3% |
3,980,890 |
|
| Daily Pivots for day following 30-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,132.3 |
3,117.7 |
3,052.3 |
|
| R3 |
3,097.3 |
3,082.7 |
3,042.6 |
|
| R2 |
3,062.3 |
3,062.3 |
3,039.4 |
|
| R1 |
3,047.7 |
3,047.7 |
3,036.2 |
3,055.0 |
| PP |
3,027.3 |
3,027.3 |
3,027.3 |
3,031.0 |
| S1 |
3,012.7 |
3,012.7 |
3,029.8 |
3,020.0 |
| S2 |
2,992.3 |
2,992.3 |
3,026.6 |
|
| S3 |
2,957.3 |
2,977.7 |
3,023.4 |
|
| S4 |
2,922.3 |
2,942.7 |
3,013.8 |
|
|
| 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 |
3,042.0 |
2,967.0 |
75.0 |
2.5% |
40.4 |
1.3% |
88% |
True |
False |
876,205 |
| 10 |
3,042.0 |
2,948.0 |
94.0 |
3.1% |
42.0 |
1.4% |
90% |
True |
False |
846,530 |
| 20 |
3,065.0 |
2,888.0 |
177.0 |
5.8% |
36.8 |
1.2% |
82% |
False |
False |
815,137 |
| 40 |
3,065.0 |
2,734.0 |
331.0 |
10.9% |
42.6 |
1.4% |
90% |
False |
False |
926,225 |
| 60 |
3,065.0 |
2,645.0 |
420.0 |
13.8% |
50.5 |
1.7% |
92% |
False |
False |
1,124,370 |
| 80 |
3,078.0 |
2,645.0 |
433.0 |
14.3% |
49.2 |
1.6% |
90% |
False |
False |
850,283 |
| 100 |
3,078.0 |
2,645.0 |
433.0 |
14.3% |
48.4 |
1.6% |
90% |
False |
False |
681,502 |
| 120 |
3,078.0 |
2,645.0 |
433.0 |
14.3% |
48.9 |
1.6% |
90% |
False |
False |
569,530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,190.8 |
|
2.618 |
3,133.6 |
|
1.618 |
3,098.6 |
|
1.000 |
3,077.0 |
|
0.618 |
3,063.6 |
|
HIGH |
3,042.0 |
|
0.618 |
3,028.6 |
|
0.500 |
3,024.5 |
|
0.382 |
3,020.4 |
|
LOW |
3,007.0 |
|
0.618 |
2,985.4 |
|
1.000 |
2,972.0 |
|
1.618 |
2,950.4 |
|
2.618 |
2,915.4 |
|
4.250 |
2,858.3 |
|
|
| Fisher Pivots for day following 30-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,030.2 |
3,024.3 |
| PP |
3,027.3 |
3,015.7 |
| S1 |
3,024.5 |
3,007.0 |
|