| Trading Metrics calculated at close of trading on 10-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2016 |
10-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,169.00 |
2,169.50 |
0.50 |
0.0% |
2,164.75 |
| High |
2,176.25 |
2,174.25 |
-2.00 |
-0.1% |
2,170.75 |
| Low |
2,166.50 |
2,160.75 |
-5.75 |
-0.3% |
2,134.00 |
| Close |
2,170.25 |
2,165.50 |
-4.75 |
-0.2% |
2,169.25 |
| Range |
9.75 |
13.50 |
3.75 |
38.5% |
36.75 |
| ATR |
18.10 |
17.77 |
-0.33 |
-1.8% |
0.00 |
| Volume |
1,845 |
5,261 |
3,416 |
185.1% |
22,397 |
|
| Daily Pivots for day following 10-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,207.25 |
2,200.00 |
2,173.00 |
|
| R3 |
2,193.75 |
2,186.50 |
2,169.25 |
|
| R2 |
2,180.25 |
2,180.25 |
2,168.00 |
|
| R1 |
2,173.00 |
2,173.00 |
2,166.75 |
2,170.00 |
| PP |
2,166.75 |
2,166.75 |
2,166.75 |
2,165.25 |
| S1 |
2,159.50 |
2,159.50 |
2,164.25 |
2,156.50 |
| S2 |
2,153.25 |
2,153.25 |
2,163.00 |
|
| S3 |
2,139.75 |
2,146.00 |
2,161.75 |
|
| S4 |
2,126.25 |
2,132.50 |
2,158.00 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,268.25 |
2,255.50 |
2,189.50 |
|
| R3 |
2,231.50 |
2,218.75 |
2,179.25 |
|
| R2 |
2,194.75 |
2,194.75 |
2,176.00 |
|
| R1 |
2,182.00 |
2,182.00 |
2,172.50 |
2,188.50 |
| PP |
2,158.00 |
2,158.00 |
2,158.00 |
2,161.25 |
| S1 |
2,145.25 |
2,145.25 |
2,166.00 |
2,151.50 |
| S2 |
2,121.25 |
2,121.25 |
2,162.50 |
|
| S3 |
2,084.50 |
2,108.50 |
2,159.25 |
|
| S4 |
2,047.75 |
2,071.75 |
2,149.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,176.25 |
2,146.25 |
30.00 |
1.4% |
12.25 |
0.6% |
64% |
False |
False |
3,233 |
| 10 |
2,176.25 |
2,134.00 |
42.25 |
2.0% |
15.00 |
0.7% |
75% |
False |
False |
4,288 |
| 20 |
2,176.25 |
2,134.00 |
42.25 |
2.0% |
15.25 |
0.7% |
75% |
False |
False |
3,896 |
| 40 |
2,176.25 |
1,972.25 |
204.00 |
9.4% |
23.50 |
1.1% |
95% |
False |
False |
3,529 |
| 60 |
2,176.25 |
1,972.25 |
204.00 |
9.4% |
21.75 |
1.0% |
95% |
False |
False |
2,488 |
| 80 |
2,176.25 |
1,972.25 |
204.00 |
9.4% |
21.75 |
1.0% |
95% |
False |
False |
2,019 |
| 100 |
2,176.25 |
1,972.25 |
204.00 |
9.4% |
21.50 |
1.0% |
95% |
False |
False |
1,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,231.50 |
|
2.618 |
2,209.50 |
|
1.618 |
2,196.00 |
|
1.000 |
2,187.75 |
|
0.618 |
2,182.50 |
|
HIGH |
2,174.25 |
|
0.618 |
2,169.00 |
|
0.500 |
2,167.50 |
|
0.382 |
2,166.00 |
|
LOW |
2,160.75 |
|
0.618 |
2,152.50 |
|
1.000 |
2,147.25 |
|
1.618 |
2,139.00 |
|
2.618 |
2,125.50 |
|
4.250 |
2,103.50 |
|
|
| Fisher Pivots for day following 10-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,167.50 |
2,168.50 |
| PP |
2,166.75 |
2,167.50 |
| S1 |
2,166.25 |
2,166.50 |
|