| Trading Metrics calculated at close of trading on 12-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2016 |
12-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,164.25 |
2,174.25 |
10.00 |
0.5% |
2,169.00 |
| High |
2,177.75 |
2,176.75 |
-1.00 |
0.0% |
2,177.75 |
| Low |
2,163.00 |
2,168.50 |
5.50 |
0.3% |
2,160.75 |
| Close |
2,174.50 |
2,173.00 |
-1.50 |
-0.1% |
2,173.00 |
| Range |
14.75 |
8.25 |
-6.50 |
-44.1% |
17.00 |
| ATR |
17.56 |
16.89 |
-0.66 |
-3.8% |
0.00 |
| Volume |
4,312 |
1,790 |
-2,522 |
-58.5% |
17,553 |
|
| Daily Pivots for day following 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,197.50 |
2,193.50 |
2,177.50 |
|
| R3 |
2,189.25 |
2,185.25 |
2,175.25 |
|
| R2 |
2,181.00 |
2,181.00 |
2,174.50 |
|
| R1 |
2,177.00 |
2,177.00 |
2,173.75 |
2,175.00 |
| PP |
2,172.75 |
2,172.75 |
2,172.75 |
2,171.75 |
| S1 |
2,168.75 |
2,168.75 |
2,172.25 |
2,166.50 |
| S2 |
2,164.50 |
2,164.50 |
2,171.50 |
|
| S3 |
2,156.25 |
2,160.50 |
2,170.75 |
|
| S4 |
2,148.00 |
2,152.25 |
2,168.50 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,221.50 |
2,214.25 |
2,182.25 |
|
| R3 |
2,204.50 |
2,197.25 |
2,177.75 |
|
| R2 |
2,187.50 |
2,187.50 |
2,176.00 |
|
| R1 |
2,180.25 |
2,180.25 |
2,174.50 |
2,184.00 |
| PP |
2,170.50 |
2,170.50 |
2,170.50 |
2,172.25 |
| S1 |
2,163.25 |
2,163.25 |
2,171.50 |
2,167.00 |
| S2 |
2,153.50 |
2,153.50 |
2,170.00 |
|
| S3 |
2,136.50 |
2,146.25 |
2,168.25 |
|
| S4 |
2,119.50 |
2,129.25 |
2,163.75 |
|
|
| 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 |
2,160.75 |
17.00 |
0.8% |
11.00 |
0.5% |
72% |
False |
False |
3,510 |
| 10 |
2,177.75 |
2,134.00 |
43.75 |
2.0% |
14.25 |
0.7% |
89% |
False |
False |
3,995 |
| 20 |
2,177.75 |
2,134.00 |
43.75 |
2.0% |
14.25 |
0.7% |
89% |
False |
False |
3,994 |
| 40 |
2,177.75 |
1,972.25 |
205.50 |
9.5% |
22.75 |
1.0% |
98% |
False |
False |
3,625 |
| 60 |
2,177.75 |
1,972.25 |
205.50 |
9.5% |
21.25 |
1.0% |
98% |
False |
False |
2,578 |
| 80 |
2,177.75 |
1,972.25 |
205.50 |
9.5% |
21.50 |
1.0% |
98% |
False |
False |
2,084 |
| 100 |
2,177.75 |
1,972.25 |
205.50 |
9.5% |
21.50 |
1.0% |
98% |
False |
False |
1,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,211.75 |
|
2.618 |
2,198.25 |
|
1.618 |
2,190.00 |
|
1.000 |
2,185.00 |
|
0.618 |
2,181.75 |
|
HIGH |
2,176.75 |
|
0.618 |
2,173.50 |
|
0.500 |
2,172.50 |
|
0.382 |
2,171.75 |
|
LOW |
2,168.50 |
|
0.618 |
2,163.50 |
|
1.000 |
2,160.25 |
|
1.618 |
2,155.25 |
|
2.618 |
2,147.00 |
|
4.250 |
2,133.50 |
|
|
| Fisher Pivots for day following 12-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,173.00 |
2,171.75 |
| PP |
2,172.75 |
2,170.50 |
| S1 |
2,172.50 |
2,169.25 |
|