| Trading Metrics calculated at close of trading on 19-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2016 |
19-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,180.75 |
2,183.50 |
2.75 |
0.1% |
2,180.75 |
| High |
2,184.50 |
2,184.25 |
-0.25 |
0.0% |
2,190.75 |
| Low |
2,176.25 |
2,172.50 |
-3.75 |
-0.2% |
2,165.50 |
| Close |
2,183.50 |
2,181.75 |
-1.75 |
-0.1% |
2,181.75 |
| Range |
8.25 |
11.75 |
3.50 |
42.4% |
25.25 |
| ATR |
15.75 |
15.46 |
-0.29 |
-1.8% |
0.00 |
| Volume |
1,201,115 |
1,431,860 |
230,745 |
19.2% |
6,817,843 |
|
| Daily Pivots for day following 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,214.75 |
2,210.00 |
2,188.25 |
|
| R3 |
2,203.00 |
2,198.25 |
2,185.00 |
|
| R2 |
2,191.25 |
2,191.25 |
2,184.00 |
|
| R1 |
2,186.50 |
2,186.50 |
2,182.75 |
2,183.00 |
| PP |
2,179.50 |
2,179.50 |
2,179.50 |
2,177.75 |
| S1 |
2,174.75 |
2,174.75 |
2,180.75 |
2,171.25 |
| S2 |
2,167.75 |
2,167.75 |
2,179.50 |
|
| S3 |
2,156.00 |
2,163.00 |
2,178.50 |
|
| S4 |
2,144.25 |
2,151.25 |
2,175.25 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,255.00 |
2,243.75 |
2,195.75 |
|
| R3 |
2,229.75 |
2,218.50 |
2,188.75 |
|
| R2 |
2,204.50 |
2,204.50 |
2,186.50 |
|
| R1 |
2,193.25 |
2,193.25 |
2,184.00 |
2,199.00 |
| PP |
2,179.25 |
2,179.25 |
2,179.25 |
2,182.25 |
| S1 |
2,168.00 |
2,168.00 |
2,179.50 |
2,173.50 |
| S2 |
2,154.00 |
2,154.00 |
2,177.00 |
|
| S3 |
2,128.75 |
2,142.75 |
2,174.75 |
|
| S4 |
2,103.50 |
2,117.50 |
2,167.75 |
|
|
| 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% |
11.50 |
0.5% |
64% |
False |
False |
1,363,568 |
| 10 |
2,190.75 |
2,165.50 |
25.25 |
1.2% |
11.50 |
0.5% |
64% |
False |
False |
1,294,822 |
| 20 |
2,190.75 |
2,141.50 |
49.25 |
2.3% |
14.00 |
0.6% |
82% |
False |
False |
1,420,215 |
| 40 |
2,190.75 |
1,981.50 |
209.25 |
9.6% |
22.00 |
1.0% |
96% |
False |
False |
1,637,370 |
| 60 |
2,190.75 |
1,981.50 |
209.25 |
9.6% |
20.75 |
1.0% |
96% |
False |
False |
1,429,739 |
| 80 |
2,190.75 |
1,981.50 |
209.25 |
9.6% |
21.50 |
1.0% |
96% |
False |
False |
1,074,163 |
| 100 |
2,190.75 |
1,981.50 |
209.25 |
9.6% |
21.50 |
1.0% |
96% |
False |
False |
859,821 |
| 120 |
2,190.75 |
1,950.00 |
240.75 |
11.0% |
21.25 |
1.0% |
96% |
False |
False |
716,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,234.25 |
|
2.618 |
2,215.00 |
|
1.618 |
2,203.25 |
|
1.000 |
2,196.00 |
|
0.618 |
2,191.50 |
|
HIGH |
2,184.25 |
|
0.618 |
2,179.75 |
|
0.500 |
2,178.50 |
|
0.382 |
2,177.00 |
|
LOW |
2,172.50 |
|
0.618 |
2,165.25 |
|
1.000 |
2,160.75 |
|
1.618 |
2,153.50 |
|
2.618 |
2,141.75 |
|
4.250 |
2,122.50 |
|
|
| Fisher Pivots for day following 19-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,180.50 |
2,179.50 |
| PP |
2,179.50 |
2,177.25 |
| S1 |
2,178.50 |
2,175.00 |
|