| Trading Metrics calculated at close of trading on 25-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2016 |
25-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,185.75 |
2,175.00 |
-10.75 |
-0.5% |
2,180.75 |
| High |
2,187.75 |
2,177.25 |
-10.50 |
-0.5% |
2,190.75 |
| Low |
2,168.75 |
2,167.50 |
-1.25 |
-0.1% |
2,165.50 |
| Close |
2,175.00 |
2,173.50 |
-1.50 |
-0.1% |
2,181.75 |
| Range |
19.00 |
9.75 |
-9.25 |
-48.7% |
25.25 |
| ATR |
15.23 |
14.84 |
-0.39 |
-2.6% |
0.00 |
| Volume |
1,508,048 |
1,501,328 |
-6,720 |
-0.4% |
6,817,843 |
|
| Daily Pivots for day following 25-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,202.00 |
2,197.50 |
2,178.75 |
|
| R3 |
2,192.25 |
2,187.75 |
2,176.25 |
|
| R2 |
2,182.50 |
2,182.50 |
2,175.25 |
|
| R1 |
2,178.00 |
2,178.00 |
2,174.50 |
2,175.50 |
| PP |
2,172.75 |
2,172.75 |
2,172.75 |
2,171.50 |
| S1 |
2,168.25 |
2,168.25 |
2,172.50 |
2,165.50 |
| S2 |
2,163.00 |
2,163.00 |
2,171.75 |
|
| S3 |
2,153.25 |
2,158.50 |
2,170.75 |
|
| S4 |
2,143.50 |
2,148.75 |
2,168.25 |
|
|
| 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 |
2,191.50 |
2,167.50 |
24.00 |
1.1% |
12.75 |
0.6% |
25% |
False |
True |
1,421,997 |
| 10 |
2,191.50 |
2,165.50 |
26.00 |
1.2% |
11.75 |
0.5% |
31% |
False |
False |
1,376,602 |
| 20 |
2,191.50 |
2,141.50 |
50.00 |
2.3% |
13.50 |
0.6% |
64% |
False |
False |
1,397,189 |
| 40 |
2,191.50 |
2,056.50 |
135.00 |
6.2% |
16.75 |
0.8% |
87% |
False |
False |
1,490,661 |
| 60 |
2,191.50 |
1,981.50 |
210.00 |
9.7% |
20.75 |
1.0% |
91% |
False |
False |
1,523,238 |
| 80 |
2,191.50 |
1,981.50 |
210.00 |
9.7% |
20.75 |
1.0% |
91% |
False |
False |
1,144,746 |
| 100 |
2,191.50 |
1,981.50 |
210.00 |
9.7% |
21.00 |
1.0% |
91% |
False |
False |
916,478 |
| 120 |
2,191.50 |
1,950.50 |
241.00 |
11.1% |
21.25 |
1.0% |
93% |
False |
False |
763,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,218.75 |
|
2.618 |
2,202.75 |
|
1.618 |
2,193.00 |
|
1.000 |
2,187.00 |
|
0.618 |
2,183.25 |
|
HIGH |
2,177.25 |
|
0.618 |
2,173.50 |
|
0.500 |
2,172.50 |
|
0.382 |
2,171.25 |
|
LOW |
2,167.50 |
|
0.618 |
2,161.50 |
|
1.000 |
2,157.75 |
|
1.618 |
2,151.75 |
|
2.618 |
2,142.00 |
|
4.250 |
2,126.00 |
|
|
| Fisher Pivots for day following 25-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,173.00 |
2,179.50 |
| PP |
2,172.75 |
2,177.50 |
| S1 |
2,172.50 |
2,175.50 |
|