| Trading Metrics calculated at close of trading on 31-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2016 |
31-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,180.00 |
2,175.75 |
-4.25 |
-0.2% |
2,181.75 |
| High |
2,181.50 |
2,176.25 |
-5.25 |
-0.2% |
2,191.50 |
| Low |
2,168.50 |
2,159.50 |
-9.00 |
-0.4% |
2,157.50 |
| Close |
2,175.25 |
2,169.50 |
-5.75 |
-0.3% |
2,168.50 |
| Range |
13.00 |
16.75 |
3.75 |
28.8% |
34.00 |
| ATR |
15.79 |
15.85 |
0.07 |
0.4% |
0.00 |
| Volume |
1,372,345 |
1,864,629 |
492,284 |
35.9% |
8,213,810 |
|
| Daily Pivots for day following 31-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,218.75 |
2,210.75 |
2,178.75 |
|
| R3 |
2,202.00 |
2,194.00 |
2,174.00 |
|
| R2 |
2,185.25 |
2,185.25 |
2,172.50 |
|
| R1 |
2,177.25 |
2,177.25 |
2,171.00 |
2,173.00 |
| PP |
2,168.50 |
2,168.50 |
2,168.50 |
2,166.25 |
| S1 |
2,160.50 |
2,160.50 |
2,168.00 |
2,156.00 |
| S2 |
2,151.75 |
2,151.75 |
2,166.50 |
|
| S3 |
2,135.00 |
2,143.75 |
2,165.00 |
|
| S4 |
2,118.25 |
2,127.00 |
2,160.25 |
|
|
| 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 |
2,186.75 |
2,157.50 |
29.25 |
1.3% |
17.25 |
0.8% |
41% |
False |
False |
1,703,839 |
| 10 |
2,191.50 |
2,157.50 |
34.00 |
1.6% |
15.00 |
0.7% |
35% |
False |
False |
1,532,897 |
| 20 |
2,191.50 |
2,154.00 |
37.50 |
1.7% |
13.75 |
0.6% |
41% |
False |
False |
1,412,714 |
| 40 |
2,191.50 |
2,081.75 |
109.75 |
5.1% |
15.75 |
0.7% |
80% |
False |
False |
1,468,999 |
| 60 |
2,191.50 |
1,981.50 |
210.00 |
9.7% |
20.75 |
1.0% |
90% |
False |
False |
1,636,916 |
| 80 |
2,191.50 |
1,981.50 |
210.00 |
9.7% |
21.00 |
1.0% |
90% |
False |
False |
1,232,160 |
| 100 |
2,191.50 |
1,981.50 |
210.00 |
9.7% |
20.75 |
1.0% |
90% |
False |
False |
986,544 |
| 120 |
2,191.50 |
1,981.50 |
210.00 |
9.7% |
20.75 |
1.0% |
90% |
False |
False |
822,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,247.50 |
|
2.618 |
2,220.00 |
|
1.618 |
2,203.25 |
|
1.000 |
2,193.00 |
|
0.618 |
2,186.50 |
|
HIGH |
2,176.25 |
|
0.618 |
2,169.75 |
|
0.500 |
2,168.00 |
|
0.382 |
2,166.00 |
|
LOW |
2,159.50 |
|
0.618 |
2,149.25 |
|
1.000 |
2,142.75 |
|
1.618 |
2,132.50 |
|
2.618 |
2,115.75 |
|
4.250 |
2,088.25 |
|
|
| Fisher Pivots for day following 31-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,169.00 |
2,171.00 |
| PP |
2,168.50 |
2,170.50 |
| S1 |
2,168.00 |
2,170.00 |
|