| Trading Metrics calculated at close of trading on 15-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2016 |
15-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
3,026.0 |
3,029.0 |
3.0 |
0.1% |
2,970.0 |
| High |
3,032.0 |
3,049.0 |
17.0 |
0.6% |
3,033.0 |
| Low |
3,020.0 |
3,027.0 |
7.0 |
0.2% |
2,960.0 |
| Close |
3,031.0 |
3,033.0 |
2.0 |
0.1% |
3,031.0 |
| Range |
12.0 |
22.0 |
10.0 |
83.3% |
73.0 |
| ATR |
41.7 |
40.3 |
-1.4 |
-3.4% |
0.0 |
| Volume |
82 |
22,327 |
22,245 |
27,128.0% |
11,261 |
|
| Daily Pivots for day following 15-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,102.3 |
3,089.7 |
3,045.1 |
|
| R3 |
3,080.3 |
3,067.7 |
3,039.1 |
|
| R2 |
3,058.3 |
3,058.3 |
3,037.0 |
|
| R1 |
3,045.7 |
3,045.7 |
3,035.0 |
3,052.0 |
| PP |
3,036.3 |
3,036.3 |
3,036.3 |
3,039.5 |
| S1 |
3,023.7 |
3,023.7 |
3,031.0 |
3,030.0 |
| S2 |
3,014.3 |
3,014.3 |
3,029.0 |
|
| S3 |
2,992.3 |
3,001.7 |
3,027.0 |
|
| S4 |
2,970.3 |
2,979.7 |
3,020.9 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,227.0 |
3,202.0 |
3,071.2 |
|
| R3 |
3,154.0 |
3,129.0 |
3,051.1 |
|
| R2 |
3,081.0 |
3,081.0 |
3,044.4 |
|
| R1 |
3,056.0 |
3,056.0 |
3,037.7 |
3,068.5 |
| PP |
3,008.0 |
3,008.0 |
3,008.0 |
3,014.3 |
| S1 |
2,983.0 |
2,983.0 |
3,024.3 |
2,995.5 |
| S2 |
2,935.0 |
2,935.0 |
3,017.6 |
|
| S3 |
2,862.0 |
2,910.0 |
3,010.9 |
|
| S4 |
2,789.0 |
2,837.0 |
2,990.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,049.0 |
2,960.0 |
89.0 |
2.9% |
27.0 |
0.9% |
82% |
True |
False |
6,705 |
| 10 |
3,049.0 |
2,874.0 |
175.0 |
5.8% |
31.6 |
1.0% |
91% |
True |
False |
4,107 |
| 20 |
3,049.0 |
2,874.0 |
175.0 |
5.8% |
33.8 |
1.1% |
91% |
True |
False |
2,987 |
| 40 |
3,049.0 |
2,649.0 |
400.0 |
13.2% |
46.2 |
1.5% |
96% |
True |
False |
7,403 |
| 60 |
3,056.0 |
2,649.0 |
407.0 |
13.4% |
39.0 |
1.3% |
94% |
False |
False |
6,686 |
| 80 |
3,056.0 |
2,649.0 |
407.0 |
13.4% |
32.6 |
1.1% |
94% |
False |
False |
6,397 |
| 100 |
3,064.0 |
2,649.0 |
415.0 |
13.7% |
27.4 |
0.9% |
93% |
False |
False |
5,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,142.5 |
|
2.618 |
3,106.6 |
|
1.618 |
3,084.6 |
|
1.000 |
3,071.0 |
|
0.618 |
3,062.6 |
|
HIGH |
3,049.0 |
|
0.618 |
3,040.6 |
|
0.500 |
3,038.0 |
|
0.382 |
3,035.4 |
|
LOW |
3,027.0 |
|
0.618 |
3,013.4 |
|
1.000 |
3,005.0 |
|
1.618 |
2,991.4 |
|
2.618 |
2,969.4 |
|
4.250 |
2,933.5 |
|
|
| Fisher Pivots for day following 15-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,038.0 |
3,030.2 |
| PP |
3,036.3 |
3,027.3 |
| S1 |
3,034.7 |
3,024.5 |
|