| Trading Metrics calculated at close of trading on 31-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2016 |
31-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,996.0 |
3,010.0 |
14.0 |
0.5% |
2,948.0 |
| High |
3,025.0 |
3,033.0 |
8.0 |
0.3% |
3,001.0 |
| Low |
2,994.0 |
2,998.0 |
4.0 |
0.1% |
2,934.0 |
| Close |
3,018.0 |
3,015.0 |
-3.0 |
-0.1% |
2,998.0 |
| Range |
31.0 |
35.0 |
4.0 |
12.9% |
67.0 |
| ATR |
40.2 |
39.8 |
-0.4 |
-0.9% |
0.0 |
| Volume |
112,660 |
49,868 |
-62,792 |
-55.7% |
42,335 |
|
| Daily Pivots for day following 31-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,120.3 |
3,102.7 |
3,034.3 |
|
| R3 |
3,085.3 |
3,067.7 |
3,024.6 |
|
| R2 |
3,050.3 |
3,050.3 |
3,021.4 |
|
| R1 |
3,032.7 |
3,032.7 |
3,018.2 |
3,041.5 |
| PP |
3,015.3 |
3,015.3 |
3,015.3 |
3,019.8 |
| S1 |
2,997.7 |
2,997.7 |
3,011.8 |
3,006.5 |
| S2 |
2,980.3 |
2,980.3 |
3,008.6 |
|
| S3 |
2,945.3 |
2,962.7 |
3,005.4 |
|
| S4 |
2,910.3 |
2,927.7 |
2,995.8 |
|
|
| 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 |
3,033.0 |
2,957.0 |
76.0 |
2.5% |
33.2 |
1.1% |
76% |
True |
False |
39,827 |
| 10 |
3,033.0 |
2,934.0 |
99.0 |
3.3% |
36.0 |
1.2% |
82% |
True |
False |
23,296 |
| 20 |
3,049.0 |
2,901.0 |
148.0 |
4.9% |
33.0 |
1.1% |
77% |
False |
False |
13,995 |
| 40 |
3,049.0 |
2,740.0 |
309.0 |
10.2% |
36.9 |
1.2% |
89% |
False |
False |
9,946 |
| 60 |
3,049.0 |
2,649.0 |
400.0 |
13.3% |
43.4 |
1.4% |
92% |
False |
False |
10,267 |
| 80 |
3,056.0 |
2,649.0 |
407.0 |
13.5% |
36.6 |
1.2% |
90% |
False |
False |
8,956 |
| 100 |
3,064.0 |
2,649.0 |
415.0 |
13.8% |
31.1 |
1.0% |
88% |
False |
False |
7,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,181.8 |
|
2.618 |
3,124.6 |
|
1.618 |
3,089.6 |
|
1.000 |
3,068.0 |
|
0.618 |
3,054.6 |
|
HIGH |
3,033.0 |
|
0.618 |
3,019.6 |
|
0.500 |
3,015.5 |
|
0.382 |
3,011.4 |
|
LOW |
2,998.0 |
|
0.618 |
2,976.4 |
|
1.000 |
2,963.0 |
|
1.618 |
2,941.4 |
|
2.618 |
2,906.4 |
|
4.250 |
2,849.3 |
|
|
| Fisher Pivots for day following 31-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,015.5 |
3,008.8 |
| PP |
3,015.3 |
3,002.7 |
| S1 |
3,015.2 |
2,996.5 |
|