| Trading Metrics calculated at close of trading on 29-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2016 |
29-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,967.0 |
2,979.0 |
12.0 |
0.4% |
2,948.0 |
| High |
2,998.0 |
2,992.0 |
-6.0 |
-0.2% |
3,001.0 |
| Low |
2,957.0 |
2,960.0 |
3.0 |
0.1% |
2,934.0 |
| Close |
2,998.0 |
2,985.0 |
-13.0 |
-0.4% |
2,998.0 |
| Range |
41.0 |
32.0 |
-9.0 |
-22.0% |
67.0 |
| ATR |
40.4 |
40.2 |
-0.2 |
-0.4% |
0.0 |
| Volume |
8,963 |
27,469 |
18,506 |
206.5% |
42,335 |
|
| Daily Pivots for day following 29-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,075.0 |
3,062.0 |
3,002.6 |
|
| R3 |
3,043.0 |
3,030.0 |
2,993.8 |
|
| R2 |
3,011.0 |
3,011.0 |
2,990.9 |
|
| R1 |
2,998.0 |
2,998.0 |
2,987.9 |
3,004.5 |
| PP |
2,979.0 |
2,979.0 |
2,979.0 |
2,982.3 |
| S1 |
2,966.0 |
2,966.0 |
2,982.1 |
2,972.5 |
| S2 |
2,947.0 |
2,947.0 |
2,979.1 |
|
| S3 |
2,915.0 |
2,934.0 |
2,976.2 |
|
| S4 |
2,883.0 |
2,902.0 |
2,967.4 |
|
|
| 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 |
2,951.0 |
50.0 |
1.7% |
35.8 |
1.2% |
68% |
False |
False |
13,917 |
| 10 |
3,022.0 |
2,934.0 |
88.0 |
2.9% |
36.7 |
1.2% |
58% |
False |
False |
7,960 |
| 20 |
3,049.0 |
2,874.0 |
175.0 |
5.9% |
34.2 |
1.1% |
63% |
False |
False |
6,034 |
| 40 |
3,049.0 |
2,721.0 |
328.0 |
11.0% |
38.0 |
1.3% |
80% |
False |
False |
7,491 |
| 60 |
3,049.0 |
2,649.0 |
400.0 |
13.4% |
42.9 |
1.4% |
84% |
False |
False |
7,801 |
| 80 |
3,056.0 |
2,649.0 |
407.0 |
13.6% |
36.2 |
1.2% |
83% |
False |
False |
6,956 |
| 100 |
3,064.0 |
2,649.0 |
415.0 |
13.9% |
30.4 |
1.0% |
81% |
False |
False |
5,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,128.0 |
|
2.618 |
3,075.8 |
|
1.618 |
3,043.8 |
|
1.000 |
3,024.0 |
|
0.618 |
3,011.8 |
|
HIGH |
2,992.0 |
|
0.618 |
2,979.8 |
|
0.500 |
2,976.0 |
|
0.382 |
2,972.2 |
|
LOW |
2,960.0 |
|
0.618 |
2,940.2 |
|
1.000 |
2,928.0 |
|
1.618 |
2,908.2 |
|
2.618 |
2,876.2 |
|
4.250 |
2,824.0 |
|
|
| Fisher Pivots for day following 29-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,982.0 |
2,982.5 |
| PP |
2,979.0 |
2,980.0 |
| S1 |
2,976.0 |
2,977.5 |
|