| Trading Metrics calculated at close of trading on 11-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2016 |
11-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,169.50 |
2,164.25 |
-5.25 |
-0.2% |
2,164.75 |
| High |
2,174.25 |
2,177.75 |
3.50 |
0.2% |
2,170.75 |
| Low |
2,160.75 |
2,163.00 |
2.25 |
0.1% |
2,134.00 |
| Close |
2,165.50 |
2,174.50 |
9.00 |
0.4% |
2,169.25 |
| Range |
13.50 |
14.75 |
1.25 |
9.3% |
36.75 |
| ATR |
17.77 |
17.56 |
-0.22 |
-1.2% |
0.00 |
| Volume |
5,261 |
4,312 |
-949 |
-18.0% |
22,397 |
|
| Daily Pivots for day following 11-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,216.00 |
2,210.00 |
2,182.50 |
|
| R3 |
2,201.25 |
2,195.25 |
2,178.50 |
|
| R2 |
2,186.50 |
2,186.50 |
2,177.25 |
|
| R1 |
2,180.50 |
2,180.50 |
2,175.75 |
2,183.50 |
| PP |
2,171.75 |
2,171.75 |
2,171.75 |
2,173.25 |
| S1 |
2,165.75 |
2,165.75 |
2,173.25 |
2,168.75 |
| S2 |
2,157.00 |
2,157.00 |
2,171.75 |
|
| S3 |
2,142.25 |
2,151.00 |
2,170.50 |
|
| S4 |
2,127.50 |
2,136.25 |
2,166.50 |
|
|
| 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 |
2,177.75 |
2,152.25 |
25.50 |
1.2% |
13.25 |
0.6% |
87% |
True |
False |
3,613 |
| 10 |
2,177.75 |
2,134.00 |
43.75 |
2.0% |
15.00 |
0.7% |
93% |
True |
False |
4,144 |
| 20 |
2,177.75 |
2,134.00 |
43.75 |
2.0% |
14.75 |
0.7% |
93% |
True |
False |
4,018 |
| 40 |
2,177.75 |
1,972.25 |
205.50 |
9.5% |
23.25 |
1.1% |
98% |
True |
False |
3,614 |
| 60 |
2,177.75 |
1,972.25 |
205.50 |
9.5% |
21.50 |
1.0% |
98% |
True |
False |
2,556 |
| 80 |
2,177.75 |
1,972.25 |
205.50 |
9.5% |
21.75 |
1.0% |
98% |
True |
False |
2,064 |
| 100 |
2,177.75 |
1,972.25 |
205.50 |
9.5% |
21.50 |
1.0% |
98% |
True |
False |
1,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,240.50 |
|
2.618 |
2,216.25 |
|
1.618 |
2,201.50 |
|
1.000 |
2,192.50 |
|
0.618 |
2,186.75 |
|
HIGH |
2,177.75 |
|
0.618 |
2,172.00 |
|
0.500 |
2,170.50 |
|
0.382 |
2,168.75 |
|
LOW |
2,163.00 |
|
0.618 |
2,154.00 |
|
1.000 |
2,148.25 |
|
1.618 |
2,139.25 |
|
2.618 |
2,124.50 |
|
4.250 |
2,100.25 |
|
|
| Fisher Pivots for day following 11-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,173.00 |
2,172.75 |
| PP |
2,171.75 |
2,171.00 |
| S1 |
2,170.50 |
2,169.25 |
|