| Trading Metrics calculated at close of trading on 18-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2016 |
18-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
3,009.0 |
2,987.0 |
-22.0 |
-0.7% |
2,970.0 |
| High |
3,009.0 |
2,987.0 |
-22.0 |
-0.7% |
3,033.0 |
| Low |
2,963.0 |
2,963.0 |
0.0 |
0.0% |
2,960.0 |
| Close |
2,967.0 |
2,977.0 |
10.0 |
0.3% |
3,031.0 |
| Range |
46.0 |
24.0 |
-22.0 |
-47.8% |
73.0 |
| ATR |
40.6 |
39.4 |
-1.2 |
-2.9% |
0.0 |
| Volume |
6,858 |
225 |
-6,633 |
-96.7% |
11,261 |
|
| Daily Pivots for day following 18-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,047.7 |
3,036.3 |
2,990.2 |
|
| R3 |
3,023.7 |
3,012.3 |
2,983.6 |
|
| R2 |
2,999.7 |
2,999.7 |
2,981.4 |
|
| R1 |
2,988.3 |
2,988.3 |
2,979.2 |
2,982.0 |
| PP |
2,975.7 |
2,975.7 |
2,975.7 |
2,972.5 |
| S1 |
2,964.3 |
2,964.3 |
2,974.8 |
2,958.0 |
| S2 |
2,951.7 |
2,951.7 |
2,972.6 |
|
| S3 |
2,927.7 |
2,940.3 |
2,970.4 |
|
| S4 |
2,903.7 |
2,916.3 |
2,963.8 |
|
|
| 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% |
26.2 |
0.9% |
16% |
False |
True |
6,359 |
| 10 |
3,049.0 |
2,915.0 |
134.0 |
4.5% |
29.6 |
1.0% |
46% |
False |
False |
4,702 |
| 20 |
3,049.0 |
2,874.0 |
175.0 |
5.9% |
33.7 |
1.1% |
59% |
False |
False |
3,439 |
| 40 |
3,049.0 |
2,649.0 |
400.0 |
13.4% |
44.5 |
1.5% |
82% |
False |
False |
7,060 |
| 60 |
3,056.0 |
2,649.0 |
407.0 |
13.7% |
40.0 |
1.3% |
81% |
False |
False |
6,770 |
| 80 |
3,056.0 |
2,649.0 |
407.0 |
13.7% |
33.2 |
1.1% |
81% |
False |
False |
6,485 |
| 100 |
3,064.0 |
2,649.0 |
415.0 |
13.9% |
28.3 |
1.0% |
79% |
False |
False |
5,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,089.0 |
|
2.618 |
3,049.8 |
|
1.618 |
3,025.8 |
|
1.000 |
3,011.0 |
|
0.618 |
3,001.8 |
|
HIGH |
2,987.0 |
|
0.618 |
2,977.8 |
|
0.500 |
2,975.0 |
|
0.382 |
2,972.2 |
|
LOW |
2,963.0 |
|
0.618 |
2,948.2 |
|
1.000 |
2,939.0 |
|
1.618 |
2,924.2 |
|
2.618 |
2,900.2 |
|
4.250 |
2,861.0 |
|
|
| Fisher Pivots for day following 18-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,976.3 |
2,992.5 |
| PP |
2,975.7 |
2,987.3 |
| S1 |
2,975.0 |
2,982.2 |
|