| Trading Metrics calculated at close of trading on 23-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2016 |
23-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,948.0 |
2,951.0 |
3.0 |
0.1% |
3,029.0 |
| High |
2,980.0 |
2,985.0 |
5.0 |
0.2% |
3,049.0 |
| Low |
2,934.0 |
2,951.0 |
17.0 |
0.6% |
2,934.0 |
| Close |
2,941.0 |
2,978.0 |
37.0 |
1.3% |
2,954.0 |
| Range |
46.0 |
34.0 |
-12.0 |
-26.1% |
115.0 |
| ATR |
40.2 |
40.5 |
0.3 |
0.7% |
0.0 |
| Volume |
216 |
13,150 |
12,934 |
5,988.0% |
32,128 |
|
| Daily Pivots for day following 23-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,073.3 |
3,059.7 |
2,996.7 |
|
| R3 |
3,039.3 |
3,025.7 |
2,987.4 |
|
| R2 |
3,005.3 |
3,005.3 |
2,984.2 |
|
| R1 |
2,991.7 |
2,991.7 |
2,981.1 |
2,998.5 |
| PP |
2,971.3 |
2,971.3 |
2,971.3 |
2,974.8 |
| S1 |
2,957.7 |
2,957.7 |
2,974.9 |
2,964.5 |
| S2 |
2,937.3 |
2,937.3 |
2,971.8 |
|
| S3 |
2,903.3 |
2,923.7 |
2,968.7 |
|
| S4 |
2,869.3 |
2,889.7 |
2,959.3 |
|
|
| 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 |
3,009.0 |
2,934.0 |
75.0 |
2.5% |
39.0 |
1.3% |
59% |
False |
False |
4,172 |
| 10 |
3,049.0 |
2,934.0 |
115.0 |
3.9% |
30.4 |
1.0% |
38% |
False |
False |
5,455 |
| 20 |
3,049.0 |
2,874.0 |
175.0 |
5.9% |
35.2 |
1.2% |
59% |
False |
False |
4,010 |
| 40 |
3,049.0 |
2,721.0 |
328.0 |
11.0% |
39.6 |
1.3% |
78% |
False |
False |
6,317 |
| 60 |
3,049.0 |
2,649.0 |
400.0 |
13.4% |
41.6 |
1.4% |
82% |
False |
False |
6,929 |
| 80 |
3,056.0 |
2,649.0 |
407.0 |
13.7% |
34.8 |
1.2% |
81% |
False |
False |
6,644 |
| 100 |
3,064.0 |
2,649.0 |
415.0 |
13.9% |
29.4 |
1.0% |
79% |
False |
False |
5,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,129.5 |
|
2.618 |
3,074.0 |
|
1.618 |
3,040.0 |
|
1.000 |
3,019.0 |
|
0.618 |
3,006.0 |
|
HIGH |
2,985.0 |
|
0.618 |
2,972.0 |
|
0.500 |
2,968.0 |
|
0.382 |
2,964.0 |
|
LOW |
2,951.0 |
|
0.618 |
2,930.0 |
|
1.000 |
2,917.0 |
|
1.618 |
2,896.0 |
|
2.618 |
2,862.0 |
|
4.250 |
2,806.5 |
|
|
| Fisher Pivots for day following 23-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,974.7 |
2,971.8 |
| PP |
2,971.3 |
2,965.7 |
| S1 |
2,968.0 |
2,959.5 |
|