| Trading Metrics calculated at close of trading on 17-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2016 |
17-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
3,021.0 |
3,009.0 |
-12.0 |
-0.4% |
2,970.0 |
| High |
3,022.0 |
3,009.0 |
-13.0 |
-0.4% |
3,033.0 |
| Low |
2,995.0 |
2,963.0 |
-32.0 |
-1.1% |
2,960.0 |
| Close |
3,007.0 |
2,967.0 |
-40.0 |
-1.3% |
3,031.0 |
| Range |
27.0 |
46.0 |
19.0 |
70.4% |
73.0 |
| ATR |
40.2 |
40.6 |
0.4 |
1.0% |
0.0 |
| Volume |
2,307 |
6,858 |
4,551 |
197.3% |
11,261 |
|
| Daily Pivots for day following 17-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,117.7 |
3,088.3 |
2,992.3 |
|
| R3 |
3,071.7 |
3,042.3 |
2,979.7 |
|
| R2 |
3,025.7 |
3,025.7 |
2,975.4 |
|
| R1 |
2,996.3 |
2,996.3 |
2,971.2 |
2,988.0 |
| PP |
2,979.7 |
2,979.7 |
2,979.7 |
2,975.5 |
| S1 |
2,950.3 |
2,950.3 |
2,962.8 |
2,942.0 |
| S2 |
2,933.7 |
2,933.7 |
2,958.6 |
|
| S3 |
2,887.7 |
2,904.3 |
2,954.4 |
|
| S4 |
2,841.7 |
2,858.3 |
2,941.7 |
|
|
| 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 |
2,963.0 |
86.0 |
2.9% |
28.0 |
0.9% |
5% |
False |
True |
8,034 |
| 10 |
3,049.0 |
2,901.0 |
148.0 |
5.0% |
29.9 |
1.0% |
45% |
False |
False |
4,694 |
| 20 |
3,049.0 |
2,874.0 |
175.0 |
5.9% |
34.3 |
1.2% |
53% |
False |
False |
3,430 |
| 40 |
3,049.0 |
2,649.0 |
400.0 |
13.5% |
45.7 |
1.5% |
80% |
False |
False |
7,500 |
| 60 |
3,056.0 |
2,649.0 |
407.0 |
13.7% |
39.6 |
1.3% |
78% |
False |
False |
6,767 |
| 80 |
3,056.0 |
2,649.0 |
407.0 |
13.7% |
33.2 |
1.1% |
78% |
False |
False |
6,511 |
| 100 |
3,064.0 |
2,649.0 |
415.0 |
14.0% |
28.1 |
0.9% |
77% |
False |
False |
5,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,204.5 |
|
2.618 |
3,129.4 |
|
1.618 |
3,083.4 |
|
1.000 |
3,055.0 |
|
0.618 |
3,037.4 |
|
HIGH |
3,009.0 |
|
0.618 |
2,991.4 |
|
0.500 |
2,986.0 |
|
0.382 |
2,980.6 |
|
LOW |
2,963.0 |
|
0.618 |
2,934.6 |
|
1.000 |
2,917.0 |
|
1.618 |
2,888.6 |
|
2.618 |
2,842.6 |
|
4.250 |
2,767.5 |
|
|
| Fisher Pivots for day following 17-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,986.0 |
3,006.0 |
| PP |
2,979.7 |
2,993.0 |
| S1 |
2,973.3 |
2,980.0 |
|