| Trading Metrics calculated at close of trading on 15-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2016 |
15-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,181.75 |
2,180.75 |
-1.00 |
0.0% |
2,176.00 |
| High |
2,184.00 |
2,190.75 |
6.75 |
0.3% |
2,185.25 |
| Low |
2,175.50 |
2,180.50 |
5.00 |
0.2% |
2,167.75 |
| Close |
2,180.25 |
2,186.00 |
5.75 |
0.3% |
2,180.25 |
| Range |
8.50 |
10.25 |
1.75 |
20.6% |
17.50 |
| ATR |
17.20 |
16.72 |
-0.48 |
-2.8% |
0.00 |
| Volume |
1,270,055 |
1,090,675 |
-179,380 |
-14.1% |
6,130,379 |
|
| Daily Pivots for day following 15-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,216.50 |
2,211.50 |
2,191.75 |
|
| R3 |
2,206.25 |
2,201.25 |
2,188.75 |
|
| R2 |
2,196.00 |
2,196.00 |
2,188.00 |
|
| R1 |
2,191.00 |
2,191.00 |
2,187.00 |
2,193.50 |
| PP |
2,185.75 |
2,185.75 |
2,185.75 |
2,187.00 |
| S1 |
2,180.75 |
2,180.75 |
2,185.00 |
2,183.25 |
| S2 |
2,175.50 |
2,175.50 |
2,184.00 |
|
| S3 |
2,165.25 |
2,170.50 |
2,183.25 |
|
| S4 |
2,155.00 |
2,160.25 |
2,180.25 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,230.25 |
2,222.75 |
2,190.00 |
|
| R3 |
2,212.75 |
2,205.25 |
2,185.00 |
|
| R2 |
2,195.25 |
2,195.25 |
2,183.50 |
|
| R1 |
2,187.75 |
2,187.75 |
2,181.75 |
2,191.50 |
| PP |
2,177.75 |
2,177.75 |
2,177.75 |
2,179.50 |
| S1 |
2,170.25 |
2,170.25 |
2,178.75 |
2,174.00 |
| S2 |
2,160.25 |
2,160.25 |
2,177.00 |
|
| S3 |
2,142.75 |
2,152.75 |
2,175.50 |
|
| S4 |
2,125.25 |
2,135.25 |
2,170.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,190.75 |
2,167.75 |
23.00 |
1.1% |
11.50 |
0.5% |
79% |
True |
False |
1,250,099 |
| 10 |
2,190.75 |
2,141.50 |
49.25 |
2.3% |
14.00 |
0.6% |
90% |
True |
False |
1,316,123 |
| 20 |
2,190.75 |
2,141.50 |
49.25 |
2.3% |
14.50 |
0.7% |
90% |
True |
False |
1,369,831 |
| 40 |
2,190.75 |
1,981.50 |
209.25 |
9.6% |
22.75 |
1.0% |
98% |
True |
False |
1,637,529 |
| 60 |
2,190.75 |
1,981.50 |
209.25 |
9.6% |
21.25 |
1.0% |
98% |
True |
False |
1,334,834 |
| 80 |
2,190.75 |
1,981.50 |
209.25 |
9.6% |
21.75 |
1.0% |
98% |
True |
False |
1,002,655 |
| 100 |
2,190.75 |
1,981.50 |
209.25 |
9.6% |
21.75 |
1.0% |
98% |
True |
False |
802,612 |
| 120 |
2,190.75 |
1,904.25 |
286.50 |
13.1% |
22.00 |
1.0% |
98% |
True |
False |
668,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,234.25 |
|
2.618 |
2,217.50 |
|
1.618 |
2,207.25 |
|
1.000 |
2,201.00 |
|
0.618 |
2,197.00 |
|
HIGH |
2,190.75 |
|
0.618 |
2,186.75 |
|
0.500 |
2,185.50 |
|
0.382 |
2,184.50 |
|
LOW |
2,180.50 |
|
0.618 |
2,174.25 |
|
1.000 |
2,170.25 |
|
1.618 |
2,164.00 |
|
2.618 |
2,153.75 |
|
4.250 |
2,137.00 |
|
|
| Fisher Pivots for day following 15-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,186.00 |
2,184.00 |
| PP |
2,185.75 |
2,182.25 |
| S1 |
2,185.50 |
2,180.50 |
|