| Trading Metrics calculated at close of trading on 09-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2016 |
09-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,176.00 |
2,176.00 |
0.00 |
0.0% |
2,174.00 |
| High |
2,183.00 |
2,183.50 |
0.50 |
0.0% |
2,178.50 |
| Low |
2,173.25 |
2,173.75 |
0.50 |
0.0% |
2,141.50 |
| Close |
2,175.50 |
2,177.50 |
2.00 |
0.1% |
2,176.75 |
| Range |
9.75 |
9.75 |
0.00 |
0.0% |
37.00 |
| ATR |
19.07 |
18.40 |
-0.67 |
-3.5% |
0.00 |
| Volume |
970,557 |
1,191,826 |
221,269 |
22.8% |
7,599,279 |
|
| Daily Pivots for day following 09-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,207.50 |
2,202.25 |
2,182.75 |
|
| R3 |
2,197.75 |
2,192.50 |
2,180.25 |
|
| R2 |
2,188.00 |
2,188.00 |
2,179.25 |
|
| R1 |
2,182.75 |
2,182.75 |
2,178.50 |
2,185.50 |
| PP |
2,178.25 |
2,178.25 |
2,178.25 |
2,179.50 |
| S1 |
2,173.00 |
2,173.00 |
2,176.50 |
2,175.50 |
| S2 |
2,168.50 |
2,168.50 |
2,175.75 |
|
| S3 |
2,158.75 |
2,163.25 |
2,174.75 |
|
| S4 |
2,149.00 |
2,153.50 |
2,172.25 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,276.50 |
2,263.75 |
2,197.00 |
|
| R3 |
2,239.50 |
2,226.75 |
2,187.00 |
|
| R2 |
2,202.50 |
2,202.50 |
2,183.50 |
|
| R1 |
2,189.75 |
2,189.75 |
2,180.25 |
2,196.00 |
| PP |
2,165.50 |
2,165.50 |
2,165.50 |
2,168.75 |
| S1 |
2,152.75 |
2,152.75 |
2,173.25 |
2,159.00 |
| S2 |
2,128.50 |
2,128.50 |
2,170.00 |
|
| S3 |
2,091.50 |
2,115.75 |
2,166.50 |
|
| S4 |
2,054.50 |
2,078.75 |
2,156.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,183.50 |
2,145.25 |
38.25 |
1.8% |
12.50 |
0.6% |
84% |
True |
False |
1,228,723 |
| 10 |
2,183.50 |
2,141.50 |
42.00 |
1.9% |
15.50 |
0.7% |
86% |
True |
False |
1,474,452 |
| 20 |
2,183.50 |
2,139.50 |
44.00 |
2.0% |
15.50 |
0.7% |
86% |
True |
False |
1,423,902 |
| 40 |
2,183.50 |
1,981.50 |
202.00 |
9.3% |
23.75 |
1.1% |
97% |
True |
False |
1,735,265 |
| 60 |
2,183.50 |
1,981.50 |
202.00 |
9.3% |
22.50 |
1.0% |
97% |
True |
False |
1,250,986 |
| 80 |
2,183.50 |
1,981.50 |
202.00 |
9.3% |
22.25 |
1.0% |
97% |
True |
False |
939,559 |
| 100 |
2,183.50 |
1,981.50 |
202.00 |
9.3% |
22.00 |
1.0% |
97% |
True |
False |
752,081 |
| 120 |
2,183.50 |
1,871.00 |
312.50 |
14.4% |
22.75 |
1.0% |
98% |
True |
False |
626,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,225.00 |
|
2.618 |
2,209.00 |
|
1.618 |
2,199.25 |
|
1.000 |
2,193.25 |
|
0.618 |
2,189.50 |
|
HIGH |
2,183.50 |
|
0.618 |
2,179.75 |
|
0.500 |
2,178.50 |
|
0.382 |
2,177.50 |
|
LOW |
2,173.75 |
|
0.618 |
2,167.75 |
|
1.000 |
2,164.00 |
|
1.618 |
2,158.00 |
|
2.618 |
2,148.25 |
|
4.250 |
2,132.25 |
|
|
| Fisher Pivots for day following 09-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,178.50 |
2,175.50 |
| PP |
2,178.25 |
2,173.50 |
| S1 |
2,178.00 |
2,171.50 |
|