| Trading Metrics calculated at close of trading on 15-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2016 |
15-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,174.25 |
2,173.25 |
-1.00 |
0.0% |
2,169.00 |
| High |
2,176.75 |
2,183.25 |
6.50 |
0.3% |
2,177.75 |
| Low |
2,168.50 |
2,173.25 |
4.75 |
0.2% |
2,160.75 |
| Close |
2,173.00 |
2,178.50 |
5.50 |
0.3% |
2,173.00 |
| Range |
8.25 |
10.00 |
1.75 |
21.2% |
17.00 |
| ATR |
16.89 |
16.42 |
-0.47 |
-2.8% |
0.00 |
| Volume |
1,790 |
5,088 |
3,298 |
184.2% |
17,553 |
|
| Daily Pivots for day following 15-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,208.25 |
2,203.50 |
2,184.00 |
|
| R3 |
2,198.25 |
2,193.50 |
2,181.25 |
|
| R2 |
2,188.25 |
2,188.25 |
2,180.25 |
|
| R1 |
2,183.50 |
2,183.50 |
2,179.50 |
2,186.00 |
| PP |
2,178.25 |
2,178.25 |
2,178.25 |
2,179.50 |
| S1 |
2,173.50 |
2,173.50 |
2,177.50 |
2,176.00 |
| S2 |
2,168.25 |
2,168.25 |
2,176.75 |
|
| S3 |
2,158.25 |
2,163.50 |
2,175.75 |
|
| S4 |
2,148.25 |
2,153.50 |
2,173.00 |
|
|
| 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 |
2,183.25 |
2,160.75 |
22.50 |
1.0% |
11.25 |
0.5% |
79% |
True |
False |
3,659 |
| 10 |
2,183.25 |
2,134.00 |
49.25 |
2.3% |
13.50 |
0.6% |
90% |
True |
False |
4,040 |
| 20 |
2,183.25 |
2,134.00 |
49.25 |
2.3% |
14.25 |
0.6% |
90% |
True |
False |
4,183 |
| 40 |
2,183.25 |
1,972.25 |
211.00 |
9.7% |
22.50 |
1.0% |
98% |
True |
False |
3,707 |
| 60 |
2,183.25 |
1,972.25 |
211.00 |
9.7% |
21.00 |
1.0% |
98% |
True |
False |
2,657 |
| 80 |
2,183.25 |
1,972.25 |
211.00 |
9.7% |
21.50 |
1.0% |
98% |
True |
False |
2,146 |
| 100 |
2,183.25 |
1,972.25 |
211.00 |
9.7% |
21.25 |
1.0% |
98% |
True |
False |
1,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,225.75 |
|
2.618 |
2,209.50 |
|
1.618 |
2,199.50 |
|
1.000 |
2,193.25 |
|
0.618 |
2,189.50 |
|
HIGH |
2,183.25 |
|
0.618 |
2,179.50 |
|
0.500 |
2,178.25 |
|
0.382 |
2,177.00 |
|
LOW |
2,173.25 |
|
0.618 |
2,167.00 |
|
1.000 |
2,163.25 |
|
1.618 |
2,157.00 |
|
2.618 |
2,147.00 |
|
4.250 |
2,130.75 |
|
|
| Fisher Pivots for day following 15-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,178.50 |
2,176.75 |
| PP |
2,178.25 |
2,175.00 |
| S1 |
2,178.25 |
2,173.00 |
|