| Trading Metrics calculated at close of trading on 23-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2016 |
23-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,174.50 |
2,173.50 |
-1.00 |
0.0% |
2,173.25 |
| High |
2,177.00 |
2,184.25 |
7.25 |
0.3% |
2,183.25 |
| Low |
2,166.50 |
2,172.25 |
5.75 |
0.3% |
2,158.50 |
| Close |
2,174.25 |
2,178.00 |
3.75 |
0.2% |
2,174.50 |
| Range |
10.50 |
12.00 |
1.50 |
14.3% |
24.75 |
| ATR |
14.84 |
14.64 |
-0.20 |
-1.4% |
0.00 |
| Volume |
5,836 |
7,452 |
1,616 |
27.7% |
27,685 |
|
| Daily Pivots for day following 23-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,214.25 |
2,208.00 |
2,184.50 |
|
| R3 |
2,202.25 |
2,196.00 |
2,181.25 |
|
| R2 |
2,190.25 |
2,190.25 |
2,180.25 |
|
| R1 |
2,184.00 |
2,184.00 |
2,179.00 |
2,187.00 |
| PP |
2,178.25 |
2,178.25 |
2,178.25 |
2,179.75 |
| S1 |
2,172.00 |
2,172.00 |
2,177.00 |
2,175.00 |
| S2 |
2,166.25 |
2,166.25 |
2,175.75 |
|
| S3 |
2,154.25 |
2,160.00 |
2,174.75 |
|
| S4 |
2,142.25 |
2,148.00 |
2,171.50 |
|
|
| 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 |
2,184.25 |
2,158.50 |
25.75 |
1.2% |
11.75 |
0.5% |
76% |
True |
False |
6,324 |
| 10 |
2,184.25 |
2,158.50 |
25.75 |
1.2% |
11.50 |
0.5% |
76% |
True |
False |
5,233 |
| 20 |
2,184.25 |
2,134.00 |
50.25 |
2.3% |
13.50 |
0.6% |
88% |
True |
False |
4,854 |
| 40 |
2,184.25 |
1,974.25 |
210.00 |
9.6% |
18.25 |
0.8% |
97% |
True |
False |
3,997 |
| 60 |
2,184.25 |
1,972.25 |
212.00 |
9.7% |
20.50 |
0.9% |
97% |
True |
False |
3,225 |
| 80 |
2,184.25 |
1,972.25 |
212.00 |
9.7% |
20.75 |
1.0% |
97% |
True |
False |
2,539 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
9.7% |
20.75 |
1.0% |
97% |
True |
False |
2,102 |
| 120 |
2,184.25 |
1,944.25 |
240.00 |
11.0% |
20.75 |
0.9% |
97% |
True |
False |
1,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,235.25 |
|
2.618 |
2,215.75 |
|
1.618 |
2,203.75 |
|
1.000 |
2,196.25 |
|
0.618 |
2,191.75 |
|
HIGH |
2,184.25 |
|
0.618 |
2,179.75 |
|
0.500 |
2,178.25 |
|
0.382 |
2,176.75 |
|
LOW |
2,172.25 |
|
0.618 |
2,164.75 |
|
1.000 |
2,160.25 |
|
1.618 |
2,152.75 |
|
2.618 |
2,140.75 |
|
4.250 |
2,121.25 |
|
|
| Fisher Pivots for day following 23-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,178.25 |
2,177.00 |
| PP |
2,178.25 |
2,176.00 |
| S1 |
2,178.00 |
2,175.00 |
|