| Trading Metrics calculated at close of trading on 17-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2016 |
17-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,186.00 |
2,177.50 |
-8.50 |
-0.4% |
2,176.00 |
| High |
2,186.25 |
2,182.00 |
-4.25 |
-0.2% |
2,185.25 |
| Low |
2,175.25 |
2,165.50 |
-9.75 |
-0.4% |
2,167.75 |
| Close |
2,176.75 |
2,179.75 |
3.00 |
0.1% |
2,180.25 |
| Range |
11.00 |
16.50 |
5.50 |
50.0% |
17.50 |
| ATR |
16.31 |
16.32 |
0.01 |
0.1% |
0.00 |
| Volume |
1,391,768 |
1,702,425 |
310,657 |
22.3% |
6,130,379 |
|
| Daily Pivots for day following 17-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,225.25 |
2,219.00 |
2,188.75 |
|
| R3 |
2,208.75 |
2,202.50 |
2,184.25 |
|
| R2 |
2,192.25 |
2,192.25 |
2,182.75 |
|
| R1 |
2,186.00 |
2,186.00 |
2,181.25 |
2,189.00 |
| PP |
2,175.75 |
2,175.75 |
2,175.75 |
2,177.25 |
| S1 |
2,169.50 |
2,169.50 |
2,178.25 |
2,172.50 |
| S2 |
2,159.25 |
2,159.25 |
2,176.75 |
|
| S3 |
2,142.75 |
2,153.00 |
2,175.25 |
|
| S4 |
2,126.25 |
2,136.50 |
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 |
2,165.50 |
25.25 |
1.2% |
12.25 |
0.6% |
56% |
False |
True |
1,356,185 |
| 10 |
2,190.75 |
2,154.00 |
36.75 |
1.7% |
12.50 |
0.6% |
70% |
False |
False |
1,292,530 |
| 20 |
2,190.75 |
2,141.50 |
49.25 |
2.3% |
14.50 |
0.7% |
78% |
False |
False |
1,410,253 |
| 40 |
2,190.75 |
1,981.50 |
209.25 |
9.6% |
22.50 |
1.0% |
95% |
False |
False |
1,639,905 |
| 60 |
2,190.75 |
1,981.50 |
209.25 |
9.6% |
21.25 |
1.0% |
95% |
False |
False |
1,386,187 |
| 80 |
2,190.75 |
1,981.50 |
209.25 |
9.6% |
21.75 |
1.0% |
95% |
False |
False |
1,041,302 |
| 100 |
2,190.75 |
1,981.50 |
209.25 |
9.6% |
21.75 |
1.0% |
95% |
False |
False |
833,535 |
| 120 |
2,190.75 |
1,904.75 |
286.00 |
13.1% |
21.75 |
1.0% |
96% |
False |
False |
694,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,252.00 |
|
2.618 |
2,225.25 |
|
1.618 |
2,208.75 |
|
1.000 |
2,198.50 |
|
0.618 |
2,192.25 |
|
HIGH |
2,182.00 |
|
0.618 |
2,175.75 |
|
0.500 |
2,173.75 |
|
0.382 |
2,171.75 |
|
LOW |
2,165.50 |
|
0.618 |
2,155.25 |
|
1.000 |
2,149.00 |
|
1.618 |
2,138.75 |
|
2.618 |
2,122.25 |
|
4.250 |
2,095.50 |
|
|
| Fisher Pivots for day following 17-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,177.75 |
2,179.25 |
| PP |
2,175.75 |
2,178.75 |
| S1 |
2,173.75 |
2,178.00 |
|