| Trading Metrics calculated at close of trading on 16-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2016 |
16-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,180.75 |
2,186.00 |
5.25 |
0.2% |
2,176.00 |
| High |
2,190.75 |
2,186.25 |
-4.50 |
-0.2% |
2,185.25 |
| Low |
2,180.50 |
2,175.25 |
-5.25 |
-0.2% |
2,167.75 |
| Close |
2,186.00 |
2,176.75 |
-9.25 |
-0.4% |
2,180.25 |
| Range |
10.25 |
11.00 |
0.75 |
7.3% |
17.50 |
| ATR |
16.72 |
16.31 |
-0.41 |
-2.4% |
0.00 |
| Volume |
1,090,675 |
1,391,768 |
301,093 |
27.6% |
6,130,379 |
|
| Daily Pivots for day following 16-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,212.50 |
2,205.50 |
2,182.75 |
|
| R3 |
2,201.50 |
2,194.50 |
2,179.75 |
|
| R2 |
2,190.50 |
2,190.50 |
2,178.75 |
|
| R1 |
2,183.50 |
2,183.50 |
2,177.75 |
2,181.50 |
| PP |
2,179.50 |
2,179.50 |
2,179.50 |
2,178.50 |
| S1 |
2,172.50 |
2,172.50 |
2,175.75 |
2,170.50 |
| S2 |
2,168.50 |
2,168.50 |
2,174.75 |
|
| S3 |
2,157.50 |
2,161.50 |
2,173.75 |
|
| S4 |
2,146.50 |
2,150.50 |
2,170.75 |
|
|
| 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% |
11.75 |
0.5% |
39% |
False |
False |
1,290,087 |
| 10 |
2,190.75 |
2,145.25 |
45.50 |
2.1% |
12.00 |
0.6% |
69% |
False |
False |
1,259,405 |
| 20 |
2,190.75 |
2,141.50 |
49.25 |
2.3% |
14.50 |
0.7% |
72% |
False |
False |
1,381,838 |
| 40 |
2,190.75 |
1,981.50 |
209.25 |
9.6% |
22.50 |
1.0% |
93% |
False |
False |
1,632,362 |
| 60 |
2,190.75 |
1,981.50 |
209.25 |
9.6% |
21.25 |
1.0% |
93% |
False |
False |
1,357,928 |
| 80 |
2,190.75 |
1,981.50 |
209.25 |
9.6% |
21.75 |
1.0% |
93% |
False |
False |
1,020,035 |
| 100 |
2,190.75 |
1,981.50 |
209.25 |
9.6% |
21.75 |
1.0% |
93% |
False |
False |
816,519 |
| 120 |
2,190.75 |
1,904.75 |
286.00 |
13.1% |
22.00 |
1.0% |
95% |
False |
False |
680,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,233.00 |
|
2.618 |
2,215.00 |
|
1.618 |
2,204.00 |
|
1.000 |
2,197.25 |
|
0.618 |
2,193.00 |
|
HIGH |
2,186.25 |
|
0.618 |
2,182.00 |
|
0.500 |
2,180.75 |
|
0.382 |
2,179.50 |
|
LOW |
2,175.25 |
|
0.618 |
2,168.50 |
|
1.000 |
2,164.25 |
|
1.618 |
2,157.50 |
|
2.618 |
2,146.50 |
|
4.250 |
2,128.50 |
|
|
| Fisher Pivots for day following 16-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,180.75 |
2,183.00 |
| PP |
2,179.50 |
2,181.00 |
| S1 |
2,178.00 |
2,178.75 |
|