| Trading Metrics calculated at close of trading on 25-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2016 |
25-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,966.0 |
2,985.0 |
19.0 |
0.6% |
3,029.0 |
| High |
3,001.0 |
2,985.0 |
-16.0 |
-0.5% |
3,049.0 |
| Low |
2,956.0 |
2,958.0 |
2.0 |
0.1% |
2,934.0 |
| Close |
2,992.0 |
2,973.0 |
-19.0 |
-0.6% |
2,954.0 |
| Range |
45.0 |
27.0 |
-18.0 |
-40.0% |
115.0 |
| ATR |
40.8 |
40.3 |
-0.5 |
-1.2% |
0.0 |
| Volume |
19,831 |
175 |
-19,656 |
-99.1% |
32,128 |
|
| Daily Pivots for day following 25-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,053.0 |
3,040.0 |
2,987.9 |
|
| R3 |
3,026.0 |
3,013.0 |
2,980.4 |
|
| R2 |
2,999.0 |
2,999.0 |
2,978.0 |
|
| R1 |
2,986.0 |
2,986.0 |
2,975.5 |
2,979.0 |
| PP |
2,972.0 |
2,972.0 |
2,972.0 |
2,968.5 |
| S1 |
2,959.0 |
2,959.0 |
2,970.5 |
2,952.0 |
| S2 |
2,945.0 |
2,945.0 |
2,968.1 |
|
| S3 |
2,918.0 |
2,932.0 |
2,965.6 |
|
| S4 |
2,891.0 |
2,905.0 |
2,958.2 |
|
|
| 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 |
3,001.0 |
2,934.0 |
67.0 |
2.3% |
39.4 |
1.3% |
58% |
False |
False |
6,756 |
| 10 |
3,049.0 |
2,934.0 |
115.0 |
3.9% |
32.8 |
1.1% |
34% |
False |
False |
6,558 |
| 20 |
3,049.0 |
2,874.0 |
175.0 |
5.9% |
35.5 |
1.2% |
57% |
False |
False |
4,267 |
| 40 |
3,049.0 |
2,721.0 |
328.0 |
11.0% |
37.7 |
1.3% |
77% |
False |
False |
6,658 |
| 60 |
3,049.0 |
2,649.0 |
400.0 |
13.5% |
42.1 |
1.4% |
81% |
False |
False |
7,223 |
| 80 |
3,056.0 |
2,649.0 |
407.0 |
13.7% |
35.7 |
1.2% |
80% |
False |
False |
6,875 |
| 100 |
3,064.0 |
2,649.0 |
415.0 |
14.0% |
29.7 |
1.0% |
78% |
False |
False |
5,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,099.8 |
|
2.618 |
3,055.7 |
|
1.618 |
3,028.7 |
|
1.000 |
3,012.0 |
|
0.618 |
3,001.7 |
|
HIGH |
2,985.0 |
|
0.618 |
2,974.7 |
|
0.500 |
2,971.5 |
|
0.382 |
2,968.3 |
|
LOW |
2,958.0 |
|
0.618 |
2,941.3 |
|
1.000 |
2,931.0 |
|
1.618 |
2,914.3 |
|
2.618 |
2,887.3 |
|
4.250 |
2,843.3 |
|
|
| Fisher Pivots for day following 25-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,972.5 |
2,976.0 |
| PP |
2,972.0 |
2,975.0 |
| S1 |
2,971.5 |
2,974.0 |
|