| Trading Metrics calculated at close of trading on 26-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2016 |
26-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,167.25 |
2,166.75 |
-0.50 |
0.0% |
2,174.50 |
| High |
2,170.00 |
2,179.50 |
9.50 |
0.4% |
2,184.25 |
| Low |
2,160.25 |
2,150.75 |
-9.50 |
-0.4% |
2,150.75 |
| Close |
2,166.50 |
2,161.25 |
-5.25 |
-0.2% |
2,161.25 |
| Range |
9.75 |
28.75 |
19.00 |
194.9% |
33.50 |
| ATR |
14.55 |
15.56 |
1.01 |
7.0% |
0.00 |
| Volume |
10,111 |
18,323 |
8,212 |
81.2% |
48,420 |
|
| Daily Pivots for day following 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,250.00 |
2,234.50 |
2,177.00 |
|
| R3 |
2,221.25 |
2,205.75 |
2,169.25 |
|
| R2 |
2,192.50 |
2,192.50 |
2,166.50 |
|
| R1 |
2,177.00 |
2,177.00 |
2,164.00 |
2,170.50 |
| PP |
2,163.75 |
2,163.75 |
2,163.75 |
2,160.50 |
| S1 |
2,148.25 |
2,148.25 |
2,158.50 |
2,141.50 |
| S2 |
2,135.00 |
2,135.00 |
2,156.00 |
|
| S3 |
2,106.25 |
2,119.50 |
2,153.25 |
|
| S4 |
2,077.50 |
2,090.75 |
2,145.50 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,266.00 |
2,247.00 |
2,179.75 |
|
| R3 |
2,232.50 |
2,213.50 |
2,170.50 |
|
| R2 |
2,199.00 |
2,199.00 |
2,167.50 |
|
| R1 |
2,180.00 |
2,180.00 |
2,164.25 |
2,172.75 |
| PP |
2,165.50 |
2,165.50 |
2,165.50 |
2,161.75 |
| S1 |
2,146.50 |
2,146.50 |
2,158.25 |
2,139.25 |
| S2 |
2,132.00 |
2,132.00 |
2,155.00 |
|
| S3 |
2,098.50 |
2,113.00 |
2,152.00 |
|
| S4 |
2,065.00 |
2,079.50 |
2,142.75 |
|
|
| 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 |
2,150.75 |
33.50 |
1.6% |
16.00 |
0.7% |
31% |
False |
True |
9,684 |
| 10 |
2,184.25 |
2,150.75 |
33.50 |
1.6% |
13.50 |
0.6% |
31% |
False |
True |
7,610 |
| 20 |
2,184.25 |
2,134.00 |
50.25 |
2.3% |
14.00 |
0.6% |
54% |
False |
False |
5,802 |
| 40 |
2,184.25 |
2,057.50 |
126.75 |
5.9% |
16.25 |
0.8% |
82% |
False |
False |
4,636 |
| 60 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
20.50 |
1.0% |
89% |
False |
False |
3,792 |
| 80 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
20.75 |
1.0% |
89% |
False |
False |
2,960 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
20.75 |
1.0% |
89% |
False |
False |
2,450 |
| 120 |
2,184.25 |
1,944.25 |
240.00 |
11.1% |
20.75 |
1.0% |
90% |
False |
False |
2,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,301.75 |
|
2.618 |
2,254.75 |
|
1.618 |
2,226.00 |
|
1.000 |
2,208.25 |
|
0.618 |
2,197.25 |
|
HIGH |
2,179.50 |
|
0.618 |
2,168.50 |
|
0.500 |
2,165.00 |
|
0.382 |
2,161.75 |
|
LOW |
2,150.75 |
|
0.618 |
2,133.00 |
|
1.000 |
2,122.00 |
|
1.618 |
2,104.25 |
|
2.618 |
2,075.50 |
|
4.250 |
2,028.50 |
|
|
| Fisher Pivots for day following 26-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,165.00 |
2,165.50 |
| PP |
2,163.75 |
2,164.25 |
| S1 |
2,162.50 |
2,162.75 |
|