| Trading Metrics calculated at close of trading on 30-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2016 |
30-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,159.75 |
2,171.50 |
11.75 |
0.5% |
2,174.50 |
| High |
2,174.75 |
2,174.00 |
-0.75 |
0.0% |
2,184.25 |
| Low |
2,157.50 |
2,161.50 |
4.00 |
0.2% |
2,150.75 |
| Close |
2,172.00 |
2,168.00 |
-4.00 |
-0.2% |
2,161.25 |
| Range |
17.25 |
12.50 |
-4.75 |
-27.5% |
33.50 |
| ATR |
15.68 |
15.45 |
-0.23 |
-1.4% |
0.00 |
| Volume |
20,294 |
19,206 |
-1,088 |
-5.4% |
48,420 |
|
| Daily Pivots for day following 30-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,205.25 |
2,199.25 |
2,175.00 |
|
| R3 |
2,192.75 |
2,186.75 |
2,171.50 |
|
| R2 |
2,180.25 |
2,180.25 |
2,170.25 |
|
| R1 |
2,174.25 |
2,174.25 |
2,169.25 |
2,171.00 |
| PP |
2,167.75 |
2,167.75 |
2,167.75 |
2,166.25 |
| S1 |
2,161.75 |
2,161.75 |
2,166.75 |
2,158.50 |
| S2 |
2,155.25 |
2,155.25 |
2,165.75 |
|
| S3 |
2,142.75 |
2,149.25 |
2,164.50 |
|
| S4 |
2,130.25 |
2,136.75 |
2,161.00 |
|
|
| 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 |
2,180.50 |
2,150.75 |
29.75 |
1.4% |
17.25 |
0.8% |
58% |
False |
False |
14,926 |
| 10 |
2,184.25 |
2,150.75 |
33.50 |
1.5% |
14.50 |
0.7% |
51% |
False |
False |
10,625 |
| 20 |
2,184.25 |
2,137.75 |
46.50 |
2.1% |
13.00 |
0.6% |
65% |
False |
False |
7,053 |
| 40 |
2,184.25 |
2,057.50 |
126.75 |
5.8% |
15.75 |
0.7% |
87% |
False |
False |
5,481 |
| 60 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
20.50 |
0.9% |
92% |
False |
False |
4,434 |
| 80 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
20.50 |
0.9% |
92% |
False |
False |
3,408 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
20.50 |
0.9% |
92% |
False |
False |
2,840 |
| 120 |
2,184.25 |
1,969.25 |
215.00 |
9.9% |
20.50 |
0.9% |
92% |
False |
False |
2,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,227.00 |
|
2.618 |
2,206.75 |
|
1.618 |
2,194.25 |
|
1.000 |
2,186.50 |
|
0.618 |
2,181.75 |
|
HIGH |
2,174.00 |
|
0.618 |
2,169.25 |
|
0.500 |
2,167.75 |
|
0.382 |
2,166.25 |
|
LOW |
2,161.50 |
|
0.618 |
2,153.75 |
|
1.000 |
2,149.00 |
|
1.618 |
2,141.25 |
|
2.618 |
2,128.75 |
|
4.250 |
2,108.50 |
|
|
| Fisher Pivots for day following 30-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,168.00 |
2,167.00 |
| PP |
2,167.75 |
2,166.00 |
| S1 |
2,167.75 |
2,165.00 |
|