| 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 |
1,328.3 |
1,326.5 |
-1.8 |
-0.1% |
1,346.1 |
| High |
1,349.0 |
1,331.5 |
-17.5 |
-1.3% |
1,352.7 |
| Low |
1,324.6 |
1,320.7 |
-3.9 |
-0.3% |
1,324.5 |
| Close |
1,329.0 |
1,330.2 |
1.2 |
0.1% |
1,329.0 |
| Range |
24.4 |
10.8 |
-13.6 |
-55.7% |
28.2 |
| ATR |
16.2 |
15.8 |
-0.4 |
-2.4% |
0.0 |
| Volume |
11,487 |
980 |
-10,507 |
-91.5% |
33,506 |
|
| Daily Pivots for day following 29-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,359.9 |
1,355.8 |
1,336.1 |
|
| R3 |
1,349.1 |
1,345.0 |
1,333.2 |
|
| R2 |
1,338.3 |
1,338.3 |
1,332.2 |
|
| R1 |
1,334.2 |
1,334.2 |
1,331.2 |
1,336.3 |
| PP |
1,327.5 |
1,327.5 |
1,327.5 |
1,328.5 |
| S1 |
1,323.4 |
1,323.4 |
1,329.2 |
1,325.5 |
| S2 |
1,316.7 |
1,316.7 |
1,328.2 |
|
| S3 |
1,305.9 |
1,312.6 |
1,327.2 |
|
| S4 |
1,295.1 |
1,301.8 |
1,324.3 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,420.0 |
1,402.7 |
1,344.5 |
|
| R3 |
1,391.8 |
1,374.5 |
1,336.8 |
|
| R2 |
1,363.6 |
1,363.6 |
1,334.2 |
|
| R1 |
1,346.3 |
1,346.3 |
1,331.6 |
1,340.9 |
| PP |
1,335.4 |
1,335.4 |
1,335.4 |
1,332.7 |
| S1 |
1,318.1 |
1,318.1 |
1,326.4 |
1,312.7 |
| S2 |
1,307.2 |
1,307.2 |
1,323.8 |
|
| S3 |
1,279.0 |
1,289.9 |
1,321.2 |
|
| S4 |
1,250.8 |
1,261.7 |
1,313.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,352.7 |
1,320.7 |
32.0 |
2.4% |
14.2 |
1.1% |
30% |
False |
True |
6,582 |
| 10 |
1,368.0 |
1,320.7 |
47.3 |
3.6% |
14.0 |
1.1% |
20% |
False |
True |
4,356 |
| 20 |
1,378.1 |
1,320.7 |
57.4 |
4.3% |
15.3 |
1.1% |
17% |
False |
True |
4,679 |
| 40 |
1,387.1 |
1,320.7 |
66.4 |
5.0% |
16.4 |
1.2% |
14% |
False |
True |
3,172 |
| 60 |
1,387.1 |
1,249.9 |
137.2 |
10.3% |
16.9 |
1.3% |
59% |
False |
False |
2,766 |
| 80 |
1,387.1 |
1,210.0 |
177.1 |
13.3% |
15.6 |
1.2% |
68% |
False |
False |
2,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,377.4 |
|
2.618 |
1,359.8 |
|
1.618 |
1,349.0 |
|
1.000 |
1,342.3 |
|
0.618 |
1,338.2 |
|
HIGH |
1,331.5 |
|
0.618 |
1,327.4 |
|
0.500 |
1,326.1 |
|
0.382 |
1,324.8 |
|
LOW |
1,320.7 |
|
0.618 |
1,314.0 |
|
1.000 |
1,309.9 |
|
1.618 |
1,303.2 |
|
2.618 |
1,292.4 |
|
4.250 |
1,274.8 |
|
|
| Fisher Pivots for day following 29-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,328.8 |
1,334.9 |
| PP |
1,327.5 |
1,333.3 |
| S1 |
1,326.1 |
1,331.8 |
|