| Trading Metrics calculated at close of trading on 29-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2016 |
29-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,166.75 |
2,159.75 |
-7.00 |
-0.3% |
2,174.50 |
| High |
2,179.50 |
2,174.75 |
-4.75 |
-0.2% |
2,184.25 |
| Low |
2,150.75 |
2,157.50 |
6.75 |
0.3% |
2,150.75 |
| Close |
2,161.25 |
2,172.00 |
10.75 |
0.5% |
2,161.25 |
| Range |
28.75 |
17.25 |
-11.50 |
-40.0% |
33.50 |
| ATR |
15.56 |
15.68 |
0.12 |
0.8% |
0.00 |
| Volume |
18,323 |
20,294 |
1,971 |
10.8% |
48,420 |
|
| Daily Pivots for day following 29-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,219.75 |
2,213.25 |
2,181.50 |
|
| R3 |
2,202.50 |
2,196.00 |
2,176.75 |
|
| R2 |
2,185.25 |
2,185.25 |
2,175.25 |
|
| R1 |
2,178.75 |
2,178.75 |
2,173.50 |
2,182.00 |
| PP |
2,168.00 |
2,168.00 |
2,168.00 |
2,169.75 |
| S1 |
2,161.50 |
2,161.50 |
2,170.50 |
2,164.75 |
| S2 |
2,150.75 |
2,150.75 |
2,168.75 |
|
| S3 |
2,133.50 |
2,144.25 |
2,167.25 |
|
| S4 |
2,116.25 |
2,127.00 |
2,162.50 |
|
|
| 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 |
1.5% |
17.25 |
0.8% |
63% |
False |
False |
12,575 |
| 10 |
2,184.25 |
2,150.75 |
33.50 |
1.5% |
14.25 |
0.7% |
63% |
False |
False |
9,131 |
| 20 |
2,184.25 |
2,134.00 |
50.25 |
2.3% |
14.00 |
0.6% |
76% |
False |
False |
6,585 |
| 40 |
2,184.25 |
2,057.50 |
126.75 |
5.8% |
16.25 |
0.7% |
90% |
False |
False |
5,071 |
| 60 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
20.50 |
0.9% |
94% |
False |
False |
4,124 |
| 80 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
20.50 |
0.9% |
94% |
False |
False |
3,207 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
20.50 |
0.9% |
94% |
False |
False |
2,650 |
| 120 |
2,184.25 |
1,944.25 |
240.00 |
11.0% |
20.75 |
1.0% |
95% |
False |
False |
2,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,248.00 |
|
2.618 |
2,220.00 |
|
1.618 |
2,202.75 |
|
1.000 |
2,192.00 |
|
0.618 |
2,185.50 |
|
HIGH |
2,174.75 |
|
0.618 |
2,168.25 |
|
0.500 |
2,166.00 |
|
0.382 |
2,164.00 |
|
LOW |
2,157.50 |
|
0.618 |
2,146.75 |
|
1.000 |
2,140.25 |
|
1.618 |
2,129.50 |
|
2.618 |
2,112.25 |
|
4.250 |
2,084.25 |
|
|
| Fisher Pivots for day following 29-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,170.00 |
2,169.75 |
| PP |
2,168.00 |
2,167.50 |
| S1 |
2,166.00 |
2,165.00 |
|