| Trading Metrics calculated at close of trading on 30-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2016 |
30-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,979.0 |
2,996.0 |
17.0 |
0.6% |
2,948.0 |
| High |
2,992.0 |
3,025.0 |
33.0 |
1.1% |
3,001.0 |
| Low |
2,960.0 |
2,994.0 |
34.0 |
1.1% |
2,934.0 |
| Close |
2,985.0 |
3,018.0 |
33.0 |
1.1% |
2,998.0 |
| Range |
32.0 |
31.0 |
-1.0 |
-3.1% |
67.0 |
| ATR |
40.2 |
40.2 |
0.0 |
0.0% |
0.0 |
| Volume |
27,469 |
112,660 |
85,191 |
310.1% |
42,335 |
|
| Daily Pivots for day following 30-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,105.3 |
3,092.7 |
3,035.1 |
|
| R3 |
3,074.3 |
3,061.7 |
3,026.5 |
|
| R2 |
3,043.3 |
3,043.3 |
3,023.7 |
|
| R1 |
3,030.7 |
3,030.7 |
3,020.8 |
3,037.0 |
| PP |
3,012.3 |
3,012.3 |
3,012.3 |
3,015.5 |
| S1 |
2,999.7 |
2,999.7 |
3,015.2 |
3,006.0 |
| S2 |
2,981.3 |
2,981.3 |
3,012.3 |
|
| S3 |
2,950.3 |
2,968.7 |
3,009.5 |
|
| S4 |
2,919.3 |
2,937.7 |
3,001.0 |
|
|
| 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 |
3,025.0 |
2,956.0 |
69.0 |
2.3% |
35.2 |
1.2% |
90% |
True |
False |
33,819 |
| 10 |
3,025.0 |
2,934.0 |
91.0 |
3.0% |
37.1 |
1.2% |
92% |
True |
False |
18,995 |
| 20 |
3,049.0 |
2,874.0 |
175.0 |
5.8% |
32.7 |
1.1% |
82% |
False |
False |
11,505 |
| 40 |
3,049.0 |
2,721.0 |
328.0 |
10.9% |
37.5 |
1.2% |
91% |
False |
False |
9,628 |
| 60 |
3,049.0 |
2,649.0 |
400.0 |
13.3% |
43.0 |
1.4% |
92% |
False |
False |
9,486 |
| 80 |
3,056.0 |
2,649.0 |
407.0 |
13.5% |
36.4 |
1.2% |
91% |
False |
False |
8,333 |
| 100 |
3,064.0 |
2,649.0 |
415.0 |
13.8% |
30.7 |
1.0% |
89% |
False |
False |
7,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,156.8 |
|
2.618 |
3,106.2 |
|
1.618 |
3,075.2 |
|
1.000 |
3,056.0 |
|
0.618 |
3,044.2 |
|
HIGH |
3,025.0 |
|
0.618 |
3,013.2 |
|
0.500 |
3,009.5 |
|
0.382 |
3,005.8 |
|
LOW |
2,994.0 |
|
0.618 |
2,974.8 |
|
1.000 |
2,963.0 |
|
1.618 |
2,943.8 |
|
2.618 |
2,912.8 |
|
4.250 |
2,862.3 |
|
|
| Fisher Pivots for day following 30-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,015.2 |
3,009.0 |
| PP |
3,012.3 |
3,000.0 |
| S1 |
3,009.5 |
2,991.0 |
|