| 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 |
1,330.0 |
1,317.9 |
-12.1 |
-0.9% |
1,346.1 |
| High |
1,331.7 |
1,322.2 |
-9.5 |
-0.7% |
1,352.7 |
| Low |
1,315.4 |
1,310.3 |
-5.1 |
-0.4% |
1,324.5 |
| Close |
1,319.8 |
1,314.6 |
-5.2 |
-0.4% |
1,329.0 |
| Range |
16.3 |
11.9 |
-4.4 |
-27.0% |
28.2 |
| ATR |
15.8 |
15.6 |
-0.3 |
-1.8% |
0.0 |
| Volume |
3,075 |
3,860 |
785 |
25.5% |
33,506 |
|
| Daily Pivots for day following 31-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,351.4 |
1,344.9 |
1,321.1 |
|
| R3 |
1,339.5 |
1,333.0 |
1,317.9 |
|
| R2 |
1,327.6 |
1,327.6 |
1,316.8 |
|
| R1 |
1,321.1 |
1,321.1 |
1,315.7 |
1,318.4 |
| PP |
1,315.7 |
1,315.7 |
1,315.7 |
1,314.4 |
| S1 |
1,309.2 |
1,309.2 |
1,313.5 |
1,306.5 |
| S2 |
1,303.8 |
1,303.8 |
1,312.4 |
|
| S3 |
1,291.9 |
1,297.3 |
1,311.3 |
|
| S4 |
1,280.0 |
1,285.4 |
1,308.1 |
|
|
| 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 |
1,349.0 |
1,310.3 |
38.7 |
2.9% |
14.5 |
1.1% |
11% |
False |
True |
5,640 |
| 10 |
1,365.0 |
1,310.3 |
54.7 |
4.2% |
13.3 |
1.0% |
8% |
False |
True |
4,370 |
| 20 |
1,375.6 |
1,310.3 |
65.3 |
5.0% |
15.0 |
1.1% |
7% |
False |
True |
4,693 |
| 40 |
1,383.6 |
1,310.3 |
73.3 |
5.6% |
16.3 |
1.2% |
6% |
False |
True |
3,287 |
| 60 |
1,387.1 |
1,256.0 |
131.1 |
10.0% |
17.2 |
1.3% |
45% |
False |
False |
2,822 |
| 80 |
1,387.1 |
1,210.0 |
177.1 |
13.5% |
15.6 |
1.2% |
59% |
False |
False |
2,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,372.8 |
|
2.618 |
1,353.4 |
|
1.618 |
1,341.5 |
|
1.000 |
1,334.1 |
|
0.618 |
1,329.6 |
|
HIGH |
1,322.2 |
|
0.618 |
1,317.7 |
|
0.500 |
1,316.3 |
|
0.382 |
1,314.8 |
|
LOW |
1,310.3 |
|
0.618 |
1,302.9 |
|
1.000 |
1,298.4 |
|
1.618 |
1,291.0 |
|
2.618 |
1,279.1 |
|
4.250 |
1,259.7 |
|
|
| Fisher Pivots for day following 31-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,316.3 |
1,321.0 |
| PP |
1,315.7 |
1,318.9 |
| S1 |
1,315.2 |
1,316.7 |
|