| Trading Metrics calculated at close of trading on 31-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2016 |
31-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,171.50 |
2,168.25 |
-3.25 |
-0.1% |
2,174.50 |
| High |
2,174.00 |
2,168.75 |
-5.25 |
-0.2% |
2,184.25 |
| Low |
2,161.50 |
2,152.50 |
-9.00 |
-0.4% |
2,150.75 |
| Close |
2,168.00 |
2,162.25 |
-5.75 |
-0.3% |
2,161.25 |
| Range |
12.50 |
16.25 |
3.75 |
30.0% |
33.50 |
| ATR |
15.45 |
15.51 |
0.06 |
0.4% |
0.00 |
| Volume |
19,206 |
27,043 |
7,837 |
40.8% |
48,420 |
|
| Daily Pivots for day following 31-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,210.00 |
2,202.25 |
2,171.25 |
|
| R3 |
2,193.75 |
2,186.00 |
2,166.75 |
|
| R2 |
2,177.50 |
2,177.50 |
2,165.25 |
|
| R1 |
2,169.75 |
2,169.75 |
2,163.75 |
2,165.50 |
| PP |
2,161.25 |
2,161.25 |
2,161.25 |
2,159.00 |
| S1 |
2,153.50 |
2,153.50 |
2,160.75 |
2,149.25 |
| S2 |
2,145.00 |
2,145.00 |
2,159.25 |
|
| S3 |
2,128.75 |
2,137.25 |
2,157.75 |
|
| S4 |
2,112.50 |
2,121.00 |
2,153.25 |
|
|
| 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 |
2,179.50 |
2,150.75 |
28.75 |
1.3% |
17.00 |
0.8% |
40% |
False |
False |
18,995 |
| 10 |
2,184.25 |
2,150.75 |
33.50 |
1.5% |
14.50 |
0.7% |
34% |
False |
False |
12,404 |
| 20 |
2,184.25 |
2,146.25 |
38.00 |
1.8% |
13.25 |
0.6% |
42% |
False |
False |
8,245 |
| 40 |
2,184.25 |
2,073.25 |
111.00 |
5.1% |
15.50 |
0.7% |
80% |
False |
False |
6,055 |
| 60 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
20.50 |
0.9% |
90% |
False |
False |
4,872 |
| 80 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
20.50 |
1.0% |
90% |
False |
False |
3,746 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
20.50 |
0.9% |
90% |
False |
False |
3,108 |
| 120 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
20.25 |
0.9% |
90% |
False |
False |
2,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,237.75 |
|
2.618 |
2,211.25 |
|
1.618 |
2,195.00 |
|
1.000 |
2,185.00 |
|
0.618 |
2,178.75 |
|
HIGH |
2,168.75 |
|
0.618 |
2,162.50 |
|
0.500 |
2,160.50 |
|
0.382 |
2,158.75 |
|
LOW |
2,152.50 |
|
0.618 |
2,142.50 |
|
1.000 |
2,136.25 |
|
1.618 |
2,126.25 |
|
2.618 |
2,110.00 |
|
4.250 |
2,083.50 |
|
|
| Fisher Pivots for day following 31-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,161.75 |
2,163.50 |
| PP |
2,161.25 |
2,163.25 |
| S1 |
2,160.50 |
2,162.75 |
|