| Trading Metrics calculated at close of trading on 17-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2016 |
17-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,178.75 |
2,170.50 |
-8.25 |
-0.4% |
2,169.00 |
| High |
2,178.75 |
2,174.50 |
-4.25 |
-0.2% |
2,177.75 |
| Low |
2,168.00 |
2,158.50 |
-9.50 |
-0.4% |
2,160.75 |
| Close |
2,169.25 |
2,172.25 |
3.00 |
0.1% |
2,173.00 |
| Range |
10.75 |
16.00 |
5.25 |
48.8% |
17.00 |
| ATR |
16.01 |
16.01 |
0.00 |
0.0% |
0.00 |
| Volume |
4,264 |
9,247 |
4,983 |
116.9% |
17,553 |
|
| Daily Pivots for day following 17-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,216.50 |
2,210.25 |
2,181.00 |
|
| R3 |
2,200.50 |
2,194.25 |
2,176.75 |
|
| R2 |
2,184.50 |
2,184.50 |
2,175.25 |
|
| R1 |
2,178.25 |
2,178.25 |
2,173.75 |
2,181.50 |
| PP |
2,168.50 |
2,168.50 |
2,168.50 |
2,170.00 |
| S1 |
2,162.25 |
2,162.25 |
2,170.75 |
2,165.50 |
| S2 |
2,152.50 |
2,152.50 |
2,169.25 |
|
| S3 |
2,136.50 |
2,146.25 |
2,167.75 |
|
| S4 |
2,120.50 |
2,130.25 |
2,163.50 |
|
|
| 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 |
2,183.25 |
2,158.50 |
24.75 |
1.1% |
12.00 |
0.6% |
56% |
False |
True |
4,940 |
| 10 |
2,183.25 |
2,146.25 |
37.00 |
1.7% |
12.00 |
0.6% |
70% |
False |
False |
4,087 |
| 20 |
2,183.25 |
2,134.00 |
49.25 |
2.3% |
14.25 |
0.7% |
78% |
False |
False |
4,507 |
| 40 |
2,183.25 |
1,972.25 |
211.00 |
9.7% |
22.25 |
1.0% |
95% |
False |
False |
3,912 |
| 60 |
2,183.25 |
1,972.25 |
211.00 |
9.7% |
21.00 |
1.0% |
95% |
False |
False |
2,877 |
| 80 |
2,183.25 |
1,972.25 |
211.00 |
9.7% |
21.25 |
1.0% |
95% |
False |
False |
2,307 |
| 100 |
2,183.25 |
1,972.25 |
211.00 |
9.7% |
21.25 |
1.0% |
95% |
False |
False |
1,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,242.50 |
|
2.618 |
2,216.50 |
|
1.618 |
2,200.50 |
|
1.000 |
2,190.50 |
|
0.618 |
2,184.50 |
|
HIGH |
2,174.50 |
|
0.618 |
2,168.50 |
|
0.500 |
2,166.50 |
|
0.382 |
2,164.50 |
|
LOW |
2,158.50 |
|
0.618 |
2,148.50 |
|
1.000 |
2,142.50 |
|
1.618 |
2,132.50 |
|
2.618 |
2,116.50 |
|
4.250 |
2,090.50 |
|
|
| Fisher Pivots for day following 17-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,170.25 |
2,171.75 |
| PP |
2,168.50 |
2,171.25 |
| S1 |
2,166.50 |
2,171.00 |
|