| Trading Metrics calculated at close of trading on 16-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2016 |
16-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,173.25 |
2,178.75 |
5.50 |
0.3% |
2,169.00 |
| High |
2,183.25 |
2,178.75 |
-4.50 |
-0.2% |
2,177.75 |
| Low |
2,173.25 |
2,168.00 |
-5.25 |
-0.2% |
2,160.75 |
| Close |
2,178.50 |
2,169.25 |
-9.25 |
-0.4% |
2,173.00 |
| Range |
10.00 |
10.75 |
0.75 |
7.5% |
17.00 |
| ATR |
16.42 |
16.01 |
-0.40 |
-2.5% |
0.00 |
| Volume |
5,088 |
4,264 |
-824 |
-16.2% |
17,553 |
|
| Daily Pivots for day following 16-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,204.25 |
2,197.50 |
2,175.25 |
|
| R3 |
2,193.50 |
2,186.75 |
2,172.25 |
|
| R2 |
2,182.75 |
2,182.75 |
2,171.25 |
|
| R1 |
2,176.00 |
2,176.00 |
2,170.25 |
2,174.00 |
| PP |
2,172.00 |
2,172.00 |
2,172.00 |
2,171.00 |
| S1 |
2,165.25 |
2,165.25 |
2,168.25 |
2,163.25 |
| S2 |
2,161.25 |
2,161.25 |
2,167.25 |
|
| S3 |
2,150.50 |
2,154.50 |
2,166.25 |
|
| S4 |
2,139.75 |
2,143.75 |
2,163.25 |
|
|
| 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% |
11.50 |
0.5% |
38% |
False |
False |
4,143 |
| 10 |
2,183.25 |
2,137.75 |
45.50 |
2.1% |
11.75 |
0.5% |
69% |
False |
False |
3,481 |
| 20 |
2,183.25 |
2,134.00 |
49.25 |
2.3% |
14.25 |
0.7% |
72% |
False |
False |
4,332 |
| 40 |
2,183.25 |
1,972.25 |
211.00 |
9.7% |
22.25 |
1.0% |
93% |
False |
False |
3,729 |
| 60 |
2,183.25 |
1,972.25 |
211.00 |
9.7% |
20.75 |
1.0% |
93% |
False |
False |
2,726 |
| 80 |
2,183.25 |
1,972.25 |
211.00 |
9.7% |
21.50 |
1.0% |
93% |
False |
False |
2,195 |
| 100 |
2,183.25 |
1,972.25 |
211.00 |
9.7% |
21.25 |
1.0% |
93% |
False |
False |
1,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,224.50 |
|
2.618 |
2,207.00 |
|
1.618 |
2,196.25 |
|
1.000 |
2,189.50 |
|
0.618 |
2,185.50 |
|
HIGH |
2,178.75 |
|
0.618 |
2,174.75 |
|
0.500 |
2,173.50 |
|
0.382 |
2,172.00 |
|
LOW |
2,168.00 |
|
0.618 |
2,161.25 |
|
1.000 |
2,157.25 |
|
1.618 |
2,150.50 |
|
2.618 |
2,139.75 |
|
4.250 |
2,122.25 |
|
|
| Fisher Pivots for day following 16-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,173.50 |
2,175.50 |
| PP |
2,172.00 |
2,173.50 |
| S1 |
2,170.50 |
2,171.50 |
|