| Trading Metrics calculated at close of trading on 24-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2016 |
24-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,173.50 |
2,178.00 |
4.50 |
0.2% |
2,173.25 |
| High |
2,184.25 |
2,180.50 |
-3.75 |
-0.2% |
2,183.25 |
| Low |
2,172.25 |
2,162.00 |
-10.25 |
-0.5% |
2,158.50 |
| Close |
2,178.00 |
2,167.75 |
-10.25 |
-0.5% |
2,174.50 |
| Range |
12.00 |
18.50 |
6.50 |
54.2% |
24.75 |
| ATR |
14.64 |
14.91 |
0.28 |
1.9% |
0.00 |
| Volume |
7,452 |
6,698 |
-754 |
-10.1% |
27,685 |
|
| Daily Pivots for day following 24-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,225.50 |
2,215.25 |
2,178.00 |
|
| R3 |
2,207.00 |
2,196.75 |
2,172.75 |
|
| R2 |
2,188.50 |
2,188.50 |
2,171.25 |
|
| R1 |
2,178.25 |
2,178.25 |
2,169.50 |
2,174.00 |
| PP |
2,170.00 |
2,170.00 |
2,170.00 |
2,168.00 |
| S1 |
2,159.75 |
2,159.75 |
2,166.00 |
2,155.50 |
| S2 |
2,151.50 |
2,151.50 |
2,164.25 |
|
| S3 |
2,133.00 |
2,141.25 |
2,162.75 |
|
| S4 |
2,114.50 |
2,122.75 |
2,157.50 |
|
|
| 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 |
2,162.00 |
22.25 |
1.0% |
12.25 |
0.6% |
26% |
False |
True |
5,814 |
| 10 |
2,184.25 |
2,158.50 |
25.75 |
1.2% |
12.00 |
0.6% |
36% |
False |
False |
5,377 |
| 20 |
2,184.25 |
2,134.00 |
50.25 |
2.3% |
13.50 |
0.6% |
67% |
False |
False |
4,832 |
| 40 |
2,184.25 |
2,014.50 |
169.75 |
7.8% |
17.50 |
0.8% |
90% |
False |
False |
4,099 |
| 60 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
20.50 |
0.9% |
92% |
False |
False |
3,332 |
| 80 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
20.75 |
1.0% |
92% |
False |
False |
2,622 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
20.75 |
1.0% |
92% |
False |
False |
2,167 |
| 120 |
2,184.25 |
1,944.25 |
240.00 |
11.1% |
20.75 |
1.0% |
93% |
False |
False |
1,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,259.00 |
|
2.618 |
2,229.00 |
|
1.618 |
2,210.50 |
|
1.000 |
2,199.00 |
|
0.618 |
2,192.00 |
|
HIGH |
2,180.50 |
|
0.618 |
2,173.50 |
|
0.500 |
2,171.25 |
|
0.382 |
2,169.00 |
|
LOW |
2,162.00 |
|
0.618 |
2,150.50 |
|
1.000 |
2,143.50 |
|
1.618 |
2,132.00 |
|
2.618 |
2,113.50 |
|
4.250 |
2,083.50 |
|
|
| Fisher Pivots for day following 24-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,171.25 |
2,173.00 |
| PP |
2,170.00 |
2,171.25 |
| S1 |
2,169.00 |
2,169.50 |
|