| Trading Metrics calculated at close of trading on 30-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2016 |
30-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,167.75 |
2,180.00 |
12.25 |
0.6% |
2,181.75 |
| High |
2,182.25 |
2,181.50 |
-0.75 |
0.0% |
2,191.50 |
| Low |
2,164.50 |
2,168.50 |
4.00 |
0.2% |
2,157.50 |
| Close |
2,179.25 |
2,175.25 |
-4.00 |
-0.2% |
2,168.50 |
| Range |
17.75 |
13.00 |
-4.75 |
-26.8% |
34.00 |
| ATR |
16.00 |
15.79 |
-0.21 |
-1.3% |
0.00 |
| Volume |
1,245,215 |
1,372,345 |
127,130 |
10.2% |
8,213,810 |
|
| Daily Pivots for day following 30-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,214.00 |
2,207.75 |
2,182.50 |
|
| R3 |
2,201.00 |
2,194.75 |
2,178.75 |
|
| R2 |
2,188.00 |
2,188.00 |
2,177.75 |
|
| R1 |
2,181.75 |
2,181.75 |
2,176.50 |
2,178.50 |
| PP |
2,175.00 |
2,175.00 |
2,175.00 |
2,173.50 |
| S1 |
2,168.75 |
2,168.75 |
2,174.00 |
2,165.50 |
| S2 |
2,162.00 |
2,162.00 |
2,172.75 |
|
| S3 |
2,149.00 |
2,155.75 |
2,171.75 |
|
| S4 |
2,136.00 |
2,142.75 |
2,168.00 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,274.50 |
2,255.50 |
2,187.25 |
|
| R3 |
2,240.50 |
2,221.50 |
2,177.75 |
|
| R2 |
2,206.50 |
2,206.50 |
2,174.75 |
|
| R1 |
2,187.50 |
2,187.50 |
2,171.50 |
2,180.00 |
| PP |
2,172.50 |
2,172.50 |
2,172.50 |
2,168.75 |
| S1 |
2,153.50 |
2,153.50 |
2,165.50 |
2,146.00 |
| S2 |
2,138.50 |
2,138.50 |
2,162.25 |
|
| S3 |
2,104.50 |
2,119.50 |
2,159.25 |
|
| S4 |
2,070.50 |
2,085.50 |
2,149.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,187.75 |
2,157.50 |
30.25 |
1.4% |
17.75 |
0.8% |
59% |
False |
False |
1,632,523 |
| 10 |
2,191.50 |
2,157.50 |
34.00 |
1.6% |
14.75 |
0.7% |
52% |
False |
False |
1,516,677 |
| 20 |
2,191.50 |
2,145.25 |
46.25 |
2.1% |
13.50 |
0.6% |
65% |
False |
False |
1,388,041 |
| 40 |
2,191.50 |
2,065.75 |
125.75 |
5.8% |
16.00 |
0.7% |
87% |
False |
False |
1,473,753 |
| 60 |
2,191.50 |
1,981.50 |
210.00 |
9.7% |
20.75 |
1.0% |
92% |
False |
False |
1,607,074 |
| 80 |
2,191.50 |
1,981.50 |
210.00 |
9.7% |
20.75 |
1.0% |
92% |
False |
False |
1,208,900 |
| 100 |
2,191.50 |
1,981.50 |
210.00 |
9.7% |
20.75 |
1.0% |
92% |
False |
False |
967,925 |
| 120 |
2,191.50 |
1,971.25 |
220.25 |
10.1% |
21.00 |
1.0% |
93% |
False |
False |
806,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,236.75 |
|
2.618 |
2,215.50 |
|
1.618 |
2,202.50 |
|
1.000 |
2,194.50 |
|
0.618 |
2,189.50 |
|
HIGH |
2,181.50 |
|
0.618 |
2,176.50 |
|
0.500 |
2,175.00 |
|
0.382 |
2,173.50 |
|
LOW |
2,168.50 |
|
0.618 |
2,160.50 |
|
1.000 |
2,155.50 |
|
1.618 |
2,147.50 |
|
2.618 |
2,134.50 |
|
4.250 |
2,113.25 |
|
|
| Fisher Pivots for day following 30-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,175.25 |
2,174.25 |
| PP |
2,175.00 |
2,173.25 |
| S1 |
2,175.00 |
2,172.00 |
|