| Trading Metrics calculated at close of trading on 26-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2016 |
26-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1,321.4 |
1,323.8 |
2.4 |
0.2% |
1,334.4 |
| High |
1,324.0 |
1,340.5 |
16.5 |
1.2% |
1,341.2 |
| Low |
1,317.0 |
1,320.1 |
3.1 |
0.2% |
1,317.0 |
| Close |
1,320.1 |
1,321.5 |
1.4 |
0.1% |
1,321.5 |
| Range |
7.0 |
20.4 |
13.4 |
191.4% |
24.2 |
| ATR |
14.4 |
14.9 |
0.4 |
2.9% |
0.0 |
| Volume |
58 |
141 |
83 |
143.1% |
1,129 |
|
| Daily Pivots for day following 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,388.6 |
1,375.4 |
1,332.7 |
|
| R3 |
1,368.2 |
1,355.0 |
1,327.1 |
|
| R2 |
1,347.8 |
1,347.8 |
1,325.2 |
|
| R1 |
1,334.6 |
1,334.6 |
1,323.4 |
1,331.0 |
| PP |
1,327.4 |
1,327.4 |
1,327.4 |
1,325.6 |
| S1 |
1,314.2 |
1,314.2 |
1,319.6 |
1,310.6 |
| S2 |
1,307.0 |
1,307.0 |
1,317.8 |
|
| S3 |
1,286.6 |
1,293.8 |
1,315.9 |
|
| S4 |
1,266.2 |
1,273.4 |
1,310.3 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,399.2 |
1,384.5 |
1,334.8 |
|
| R3 |
1,375.0 |
1,360.3 |
1,328.2 |
|
| R2 |
1,350.8 |
1,350.8 |
1,325.9 |
|
| R1 |
1,336.1 |
1,336.1 |
1,323.7 |
1,331.4 |
| PP |
1,326.6 |
1,326.6 |
1,326.6 |
1,324.2 |
| S1 |
1,311.9 |
1,311.9 |
1,319.3 |
1,307.2 |
| S2 |
1,302.4 |
1,302.4 |
1,317.1 |
|
| S3 |
1,278.2 |
1,287.7 |
1,314.8 |
|
| S4 |
1,254.0 |
1,263.5 |
1,308.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,341.2 |
1,317.0 |
24.2 |
1.8% |
10.6 |
0.8% |
19% |
False |
False |
225 |
| 10 |
1,355.0 |
1,317.0 |
38.0 |
2.9% |
10.0 |
0.8% |
12% |
False |
False |
200 |
| 20 |
1,366.1 |
1,317.0 |
49.1 |
3.7% |
12.2 |
0.9% |
9% |
False |
False |
524 |
| 40 |
1,377.5 |
1,310.7 |
66.8 |
5.1% |
16.5 |
1.2% |
16% |
False |
False |
106,587 |
| 60 |
1,377.5 |
1,209.1 |
168.4 |
12.7% |
18.9 |
1.4% |
67% |
False |
False |
142,151 |
| 80 |
1,377.5 |
1,201.5 |
176.0 |
13.3% |
18.4 |
1.4% |
68% |
False |
False |
126,353 |
| 100 |
1,377.5 |
1,201.5 |
176.0 |
13.3% |
18.4 |
1.4% |
68% |
False |
False |
102,740 |
| 120 |
1,377.5 |
1,201.5 |
176.0 |
13.3% |
18.8 |
1.4% |
68% |
False |
False |
86,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,427.2 |
|
2.618 |
1,393.9 |
|
1.618 |
1,373.5 |
|
1.000 |
1,360.9 |
|
0.618 |
1,353.1 |
|
HIGH |
1,340.5 |
|
0.618 |
1,332.7 |
|
0.500 |
1,330.3 |
|
0.382 |
1,327.9 |
|
LOW |
1,320.1 |
|
0.618 |
1,307.5 |
|
1.000 |
1,299.7 |
|
1.618 |
1,287.1 |
|
2.618 |
1,266.7 |
|
4.250 |
1,233.4 |
|
|
| Fisher Pivots for day following 26-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,330.3 |
1,328.8 |
| PP |
1,327.4 |
1,326.3 |
| S1 |
1,324.4 |
1,323.9 |
|