| Trading Metrics calculated at close of trading on 19-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2016 |
19-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,987.0 |
2,977.0 |
-10.0 |
-0.3% |
3,029.0 |
| High |
2,987.0 |
2,979.0 |
-8.0 |
-0.3% |
3,049.0 |
| Low |
2,963.0 |
2,934.0 |
-29.0 |
-1.0% |
2,934.0 |
| Close |
2,977.0 |
2,954.0 |
-23.0 |
-0.8% |
2,954.0 |
| Range |
24.0 |
45.0 |
21.0 |
87.5% |
115.0 |
| ATR |
39.4 |
39.8 |
0.4 |
1.0% |
0.0 |
| Volume |
225 |
411 |
186 |
82.7% |
32,128 |
|
| Daily Pivots for day following 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,090.7 |
3,067.3 |
2,978.8 |
|
| R3 |
3,045.7 |
3,022.3 |
2,966.4 |
|
| R2 |
3,000.7 |
3,000.7 |
2,962.3 |
|
| R1 |
2,977.3 |
2,977.3 |
2,958.1 |
2,966.5 |
| PP |
2,955.7 |
2,955.7 |
2,955.7 |
2,950.3 |
| S1 |
2,932.3 |
2,932.3 |
2,949.9 |
2,921.5 |
| S2 |
2,910.7 |
2,910.7 |
2,945.8 |
|
| S3 |
2,865.7 |
2,887.3 |
2,941.6 |
|
| S4 |
2,820.7 |
2,842.3 |
2,929.3 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,324.0 |
3,254.0 |
3,017.3 |
|
| R3 |
3,209.0 |
3,139.0 |
2,985.6 |
|
| R2 |
3,094.0 |
3,094.0 |
2,975.1 |
|
| R1 |
3,024.0 |
3,024.0 |
2,964.5 |
3,001.5 |
| PP |
2,979.0 |
2,979.0 |
2,979.0 |
2,967.8 |
| S1 |
2,909.0 |
2,909.0 |
2,943.5 |
2,886.5 |
| S2 |
2,864.0 |
2,864.0 |
2,932.9 |
|
| S3 |
2,749.0 |
2,794.0 |
2,922.4 |
|
| S4 |
2,634.0 |
2,679.0 |
2,890.8 |
|
|
| 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 |
2,934.0 |
115.0 |
3.9% |
32.8 |
1.1% |
17% |
False |
True |
6,425 |
| 10 |
3,049.0 |
2,934.0 |
115.0 |
3.9% |
29.6 |
1.0% |
17% |
False |
True |
4,338 |
| 20 |
3,049.0 |
2,874.0 |
175.0 |
5.9% |
34.4 |
1.2% |
46% |
False |
False |
3,456 |
| 40 |
3,049.0 |
2,655.0 |
394.0 |
13.3% |
41.6 |
1.4% |
76% |
False |
False |
7,059 |
| 60 |
3,056.0 |
2,649.0 |
407.0 |
13.8% |
40.7 |
1.4% |
75% |
False |
False |
6,777 |
| 80 |
3,056.0 |
2,649.0 |
407.0 |
13.8% |
33.8 |
1.1% |
75% |
False |
False |
6,490 |
| 100 |
3,064.0 |
2,649.0 |
415.0 |
14.0% |
28.6 |
1.0% |
73% |
False |
False |
5,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,170.3 |
|
2.618 |
3,096.8 |
|
1.618 |
3,051.8 |
|
1.000 |
3,024.0 |
|
0.618 |
3,006.8 |
|
HIGH |
2,979.0 |
|
0.618 |
2,961.8 |
|
0.500 |
2,956.5 |
|
0.382 |
2,951.2 |
|
LOW |
2,934.0 |
|
0.618 |
2,906.2 |
|
1.000 |
2,889.0 |
|
1.618 |
2,861.2 |
|
2.618 |
2,816.2 |
|
4.250 |
2,742.8 |
|
|
| Fisher Pivots for day following 19-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,956.5 |
2,971.5 |
| PP |
2,955.7 |
2,965.7 |
| S1 |
2,954.8 |
2,959.8 |
|