| Trading Metrics calculated at close of trading on 16-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2016 |
16-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
3,029.0 |
3,021.0 |
-8.0 |
-0.3% |
2,970.0 |
| High |
3,049.0 |
3,022.0 |
-27.0 |
-0.9% |
3,033.0 |
| Low |
3,027.0 |
2,995.0 |
-32.0 |
-1.1% |
2,960.0 |
| Close |
3,033.0 |
3,007.0 |
-26.0 |
-0.9% |
3,031.0 |
| Range |
22.0 |
27.0 |
5.0 |
22.7% |
73.0 |
| ATR |
40.3 |
40.2 |
-0.2 |
-0.4% |
0.0 |
| Volume |
22,327 |
2,307 |
-20,020 |
-89.7% |
11,261 |
|
| Daily Pivots for day following 16-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,089.0 |
3,075.0 |
3,021.9 |
|
| R3 |
3,062.0 |
3,048.0 |
3,014.4 |
|
| R2 |
3,035.0 |
3,035.0 |
3,012.0 |
|
| R1 |
3,021.0 |
3,021.0 |
3,009.5 |
3,014.5 |
| PP |
3,008.0 |
3,008.0 |
3,008.0 |
3,004.8 |
| S1 |
2,994.0 |
2,994.0 |
3,004.5 |
2,987.5 |
| S2 |
2,981.0 |
2,981.0 |
3,002.1 |
|
| S3 |
2,954.0 |
2,967.0 |
2,999.6 |
|
| S4 |
2,927.0 |
2,940.0 |
2,992.2 |
|
|
| 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 |
2,995.0 |
54.0 |
1.8% |
21.8 |
0.7% |
22% |
False |
True |
6,738 |
| 10 |
3,049.0 |
2,874.0 |
175.0 |
5.8% |
28.2 |
0.9% |
76% |
False |
False |
4,015 |
| 20 |
3,049.0 |
2,874.0 |
175.0 |
5.8% |
33.4 |
1.1% |
76% |
False |
False |
3,100 |
| 40 |
3,049.0 |
2,649.0 |
400.0 |
13.3% |
45.4 |
1.5% |
90% |
False |
False |
7,460 |
| 60 |
3,056.0 |
2,649.0 |
407.0 |
13.5% |
39.2 |
1.3% |
88% |
False |
False |
6,652 |
| 80 |
3,056.0 |
2,649.0 |
407.0 |
13.5% |
32.9 |
1.1% |
88% |
False |
False |
6,425 |
| 100 |
3,064.0 |
2,649.0 |
415.0 |
13.8% |
27.7 |
0.9% |
86% |
False |
False |
5,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,136.8 |
|
2.618 |
3,092.7 |
|
1.618 |
3,065.7 |
|
1.000 |
3,049.0 |
|
0.618 |
3,038.7 |
|
HIGH |
3,022.0 |
|
0.618 |
3,011.7 |
|
0.500 |
3,008.5 |
|
0.382 |
3,005.3 |
|
LOW |
2,995.0 |
|
0.618 |
2,978.3 |
|
1.000 |
2,968.0 |
|
1.618 |
2,951.3 |
|
2.618 |
2,924.3 |
|
4.250 |
2,880.3 |
|
|
| Fisher Pivots for day following 16-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,008.5 |
3,022.0 |
| PP |
3,008.0 |
3,017.0 |
| S1 |
3,007.5 |
3,012.0 |
|