| Trading Metrics calculated at close of trading on 26-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2016 |
26-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,985.0 |
2,967.0 |
-18.0 |
-0.6% |
2,948.0 |
| High |
2,985.0 |
2,998.0 |
13.0 |
0.4% |
3,001.0 |
| Low |
2,958.0 |
2,957.0 |
-1.0 |
0.0% |
2,934.0 |
| Close |
2,973.0 |
2,998.0 |
25.0 |
0.8% |
2,998.0 |
| Range |
27.0 |
41.0 |
14.0 |
51.9% |
67.0 |
| ATR |
40.3 |
40.4 |
0.0 |
0.1% |
0.0 |
| Volume |
175 |
8,963 |
8,788 |
5,021.7% |
42,335 |
|
| Daily Pivots for day following 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,107.3 |
3,093.7 |
3,020.6 |
|
| R3 |
3,066.3 |
3,052.7 |
3,009.3 |
|
| R2 |
3,025.3 |
3,025.3 |
3,005.5 |
|
| R1 |
3,011.7 |
3,011.7 |
3,001.8 |
3,018.5 |
| PP |
2,984.3 |
2,984.3 |
2,984.3 |
2,987.8 |
| S1 |
2,970.7 |
2,970.7 |
2,994.2 |
2,977.5 |
| S2 |
2,943.3 |
2,943.3 |
2,990.5 |
|
| S3 |
2,902.3 |
2,929.7 |
2,986.7 |
|
| S4 |
2,861.3 |
2,888.7 |
2,975.5 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,178.7 |
3,155.3 |
3,034.9 |
|
| R3 |
3,111.7 |
3,088.3 |
3,016.4 |
|
| R2 |
3,044.7 |
3,044.7 |
3,010.3 |
|
| R1 |
3,021.3 |
3,021.3 |
3,004.1 |
3,033.0 |
| PP |
2,977.7 |
2,977.7 |
2,977.7 |
2,983.5 |
| S1 |
2,954.3 |
2,954.3 |
2,991.9 |
2,966.0 |
| S2 |
2,910.7 |
2,910.7 |
2,985.7 |
|
| S3 |
2,843.7 |
2,887.3 |
2,979.6 |
|
| S4 |
2,776.7 |
2,820.3 |
2,961.2 |
|
|
| 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 |
2.2% |
38.6 |
1.3% |
96% |
False |
False |
8,467 |
| 10 |
3,049.0 |
2,934.0 |
115.0 |
3.8% |
35.7 |
1.2% |
56% |
False |
False |
7,446 |
| 20 |
3,049.0 |
2,874.0 |
175.0 |
5.8% |
36.3 |
1.2% |
71% |
False |
False |
4,712 |
| 40 |
3,049.0 |
2,721.0 |
328.0 |
10.9% |
38.0 |
1.3% |
84% |
False |
False |
6,882 |
| 60 |
3,049.0 |
2,649.0 |
400.0 |
13.3% |
42.3 |
1.4% |
87% |
False |
False |
7,367 |
| 80 |
3,056.0 |
2,649.0 |
407.0 |
13.6% |
36.2 |
1.2% |
86% |
False |
False |
6,987 |
| 100 |
3,064.0 |
2,649.0 |
415.0 |
13.8% |
30.1 |
1.0% |
84% |
False |
False |
5,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,172.3 |
|
2.618 |
3,105.3 |
|
1.618 |
3,064.3 |
|
1.000 |
3,039.0 |
|
0.618 |
3,023.3 |
|
HIGH |
2,998.0 |
|
0.618 |
2,982.3 |
|
0.500 |
2,977.5 |
|
0.382 |
2,972.7 |
|
LOW |
2,957.0 |
|
0.618 |
2,931.7 |
|
1.000 |
2,916.0 |
|
1.618 |
2,890.7 |
|
2.618 |
2,849.7 |
|
4.250 |
2,782.8 |
|
|
| Fisher Pivots for day following 26-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,991.2 |
2,991.5 |
| PP |
2,984.3 |
2,985.0 |
| S1 |
2,977.5 |
2,978.5 |
|