| Trading Metrics calculated at close of trading on 31-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2016 |
31-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
3,008.0 |
3,028.0 |
20.0 |
0.7% |
2,961.0 |
| High |
3,042.0 |
3,050.0 |
8.0 |
0.3% |
3,018.0 |
| Low |
3,007.0 |
3,010.0 |
3.0 |
0.1% |
2,948.0 |
| Close |
3,033.0 |
3,030.0 |
-3.0 |
-0.1% |
3,013.0 |
| Range |
35.0 |
40.0 |
5.0 |
14.3% |
70.0 |
| ATR |
44.2 |
43.9 |
-0.3 |
-0.7% |
0.0 |
| Volume |
1,179,880 |
1,144,823 |
-35,057 |
-3.0% |
3,980,890 |
|
| Daily Pivots for day following 31-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,150.0 |
3,130.0 |
3,052.0 |
|
| R3 |
3,110.0 |
3,090.0 |
3,041.0 |
|
| R2 |
3,070.0 |
3,070.0 |
3,037.3 |
|
| R1 |
3,050.0 |
3,050.0 |
3,033.7 |
3,060.0 |
| PP |
3,030.0 |
3,030.0 |
3,030.0 |
3,035.0 |
| S1 |
3,010.0 |
3,010.0 |
3,026.3 |
3,020.0 |
| S2 |
2,990.0 |
2,990.0 |
3,022.7 |
|
| S3 |
2,950.0 |
2,970.0 |
3,019.0 |
|
| S4 |
2,910.0 |
2,930.0 |
3,008.0 |
|
|
| 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 |
3,050.0 |
2,970.0 |
80.0 |
2.6% |
38.2 |
1.3% |
75% |
True |
False |
929,921 |
| 10 |
3,050.0 |
2,948.0 |
102.0 |
3.4% |
41.0 |
1.4% |
80% |
True |
False |
891,244 |
| 20 |
3,065.0 |
2,914.0 |
151.0 |
5.0% |
37.1 |
1.2% |
77% |
False |
False |
826,548 |
| 40 |
3,065.0 |
2,753.0 |
312.0 |
10.3% |
41.9 |
1.4% |
89% |
False |
False |
922,662 |
| 60 |
3,065.0 |
2,645.0 |
420.0 |
13.9% |
50.4 |
1.7% |
92% |
False |
False |
1,139,509 |
| 80 |
3,078.0 |
2,645.0 |
433.0 |
14.3% |
49.2 |
1.6% |
89% |
False |
False |
864,566 |
| 100 |
3,078.0 |
2,645.0 |
433.0 |
14.3% |
48.2 |
1.6% |
89% |
False |
False |
692,948 |
| 120 |
3,078.0 |
2,645.0 |
433.0 |
14.3% |
47.7 |
1.6% |
89% |
False |
False |
579,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,220.0 |
|
2.618 |
3,154.7 |
|
1.618 |
3,114.7 |
|
1.000 |
3,090.0 |
|
0.618 |
3,074.7 |
|
HIGH |
3,050.0 |
|
0.618 |
3,034.7 |
|
0.500 |
3,030.0 |
|
0.382 |
3,025.3 |
|
LOW |
3,010.0 |
|
0.618 |
2,985.3 |
|
1.000 |
2,970.0 |
|
1.618 |
2,945.3 |
|
2.618 |
2,905.3 |
|
4.250 |
2,840.0 |
|
|
| Fisher Pivots for day following 31-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,030.0 |
3,023.8 |
| PP |
3,030.0 |
3,017.7 |
| S1 |
3,030.0 |
3,011.5 |
|