| Trading Metrics calculated at close of trading on 19-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2016 |
19-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,174.00 |
2,175.00 |
1.00 |
0.0% |
2,173.25 |
| High |
2,177.00 |
2,177.00 |
0.00 |
0.0% |
2,183.25 |
| Low |
2,168.75 |
2,165.50 |
-3.25 |
-0.1% |
2,158.50 |
| Close |
2,176.25 |
2,174.50 |
-1.75 |
-0.1% |
2,174.50 |
| Range |
8.25 |
11.50 |
3.25 |
39.4% |
24.75 |
| ATR |
15.46 |
15.18 |
-0.28 |
-1.8% |
0.00 |
| Volume |
4,598 |
4,488 |
-110 |
-2.4% |
27,685 |
|
| Daily Pivots for day following 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,206.75 |
2,202.25 |
2,180.75 |
|
| R3 |
2,195.25 |
2,190.75 |
2,177.75 |
|
| R2 |
2,183.75 |
2,183.75 |
2,176.50 |
|
| R1 |
2,179.25 |
2,179.25 |
2,175.50 |
2,175.75 |
| PP |
2,172.25 |
2,172.25 |
2,172.25 |
2,170.50 |
| S1 |
2,167.75 |
2,167.75 |
2,173.50 |
2,164.25 |
| S2 |
2,160.75 |
2,160.75 |
2,172.50 |
|
| S3 |
2,149.25 |
2,156.25 |
2,171.25 |
|
| S4 |
2,137.75 |
2,144.75 |
2,168.25 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,246.25 |
2,235.25 |
2,188.00 |
|
| R3 |
2,221.50 |
2,210.50 |
2,181.25 |
|
| R2 |
2,196.75 |
2,196.75 |
2,179.00 |
|
| R1 |
2,185.75 |
2,185.75 |
2,176.75 |
2,191.25 |
| PP |
2,172.00 |
2,172.00 |
2,172.00 |
2,175.00 |
| S1 |
2,161.00 |
2,161.00 |
2,172.25 |
2,166.50 |
| S2 |
2,147.25 |
2,147.25 |
2,170.00 |
|
| S3 |
2,122.50 |
2,136.25 |
2,167.75 |
|
| S4 |
2,097.75 |
2,111.50 |
2,161.00 |
|
|
| 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% |
11.25 |
0.5% |
65% |
False |
False |
5,537 |
| 10 |
2,183.25 |
2,158.50 |
24.75 |
1.1% |
11.25 |
0.5% |
65% |
False |
False |
4,523 |
| 20 |
2,183.25 |
2,134.00 |
49.25 |
2.3% |
13.75 |
0.6% |
82% |
False |
False |
4,806 |
| 40 |
2,183.25 |
1,972.25 |
211.00 |
9.7% |
21.50 |
1.0% |
96% |
False |
False |
4,036 |
| 60 |
2,183.25 |
1,972.25 |
211.00 |
9.7% |
20.25 |
0.9% |
96% |
False |
False |
3,015 |
| 80 |
2,183.25 |
1,972.25 |
211.00 |
9.7% |
21.25 |
1.0% |
96% |
False |
False |
2,393 |
| 100 |
2,183.25 |
1,972.25 |
211.00 |
9.7% |
21.00 |
1.0% |
96% |
False |
False |
1,973 |
| 120 |
2,183.25 |
1,943.75 |
239.50 |
11.0% |
20.75 |
1.0% |
96% |
False |
False |
1,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,226.00 |
|
2.618 |
2,207.00 |
|
1.618 |
2,195.50 |
|
1.000 |
2,188.50 |
|
0.618 |
2,184.00 |
|
HIGH |
2,177.00 |
|
0.618 |
2,172.50 |
|
0.500 |
2,171.25 |
|
0.382 |
2,170.00 |
|
LOW |
2,165.50 |
|
0.618 |
2,158.50 |
|
1.000 |
2,154.00 |
|
1.618 |
2,147.00 |
|
2.618 |
2,135.50 |
|
4.250 |
2,116.50 |
|
|
| Fisher Pivots for day following 19-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,173.50 |
2,172.25 |
| PP |
2,172.25 |
2,170.00 |
| S1 |
2,171.25 |
2,167.75 |
|