| Trading Metrics calculated at close of trading on 18-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2016 |
18-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,170.50 |
2,174.00 |
3.50 |
0.2% |
2,169.00 |
| High |
2,174.50 |
2,177.00 |
2.50 |
0.1% |
2,177.75 |
| Low |
2,158.50 |
2,168.75 |
10.25 |
0.5% |
2,160.75 |
| Close |
2,172.25 |
2,176.25 |
4.00 |
0.2% |
2,173.00 |
| Range |
16.00 |
8.25 |
-7.75 |
-48.4% |
17.00 |
| ATR |
16.01 |
15.46 |
-0.55 |
-3.5% |
0.00 |
| Volume |
9,247 |
4,598 |
-4,649 |
-50.3% |
17,553 |
|
| Daily Pivots for day following 18-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,198.75 |
2,195.75 |
2,180.75 |
|
| R3 |
2,190.50 |
2,187.50 |
2,178.50 |
|
| R2 |
2,182.25 |
2,182.25 |
2,177.75 |
|
| R1 |
2,179.25 |
2,179.25 |
2,177.00 |
2,180.75 |
| PP |
2,174.00 |
2,174.00 |
2,174.00 |
2,174.75 |
| S1 |
2,171.00 |
2,171.00 |
2,175.50 |
2,172.50 |
| S2 |
2,165.75 |
2,165.75 |
2,174.75 |
|
| S3 |
2,157.50 |
2,162.75 |
2,174.00 |
|
| S4 |
2,149.25 |
2,154.50 |
2,171.75 |
|
|
| 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% |
10.75 |
0.5% |
72% |
False |
False |
4,997 |
| 10 |
2,183.25 |
2,152.25 |
31.00 |
1.4% |
12.00 |
0.5% |
77% |
False |
False |
4,305 |
| 20 |
2,183.25 |
2,134.00 |
49.25 |
2.3% |
14.00 |
0.6% |
86% |
False |
False |
4,657 |
| 40 |
2,183.25 |
1,972.25 |
211.00 |
9.7% |
22.25 |
1.0% |
97% |
False |
False |
3,989 |
| 60 |
2,183.25 |
1,972.25 |
211.00 |
9.7% |
20.50 |
0.9% |
97% |
False |
False |
2,946 |
| 80 |
2,183.25 |
1,972.25 |
211.00 |
9.7% |
21.25 |
1.0% |
97% |
False |
False |
2,347 |
| 100 |
2,183.25 |
1,972.25 |
211.00 |
9.7% |
21.00 |
1.0% |
97% |
False |
False |
1,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,212.00 |
|
2.618 |
2,198.50 |
|
1.618 |
2,190.25 |
|
1.000 |
2,185.25 |
|
0.618 |
2,182.00 |
|
HIGH |
2,177.00 |
|
0.618 |
2,173.75 |
|
0.500 |
2,173.00 |
|
0.382 |
2,172.00 |
|
LOW |
2,168.75 |
|
0.618 |
2,163.75 |
|
1.000 |
2,160.50 |
|
1.618 |
2,155.50 |
|
2.618 |
2,147.25 |
|
4.250 |
2,133.75 |
|
|
| Fisher Pivots for day following 18-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,175.00 |
2,173.75 |
| PP |
2,174.00 |
2,171.25 |
| S1 |
2,173.00 |
2,168.50 |
|