| Trading Metrics calculated at close of trading on 19-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2016 |
19-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
3,003.0 |
2,998.0 |
-5.0 |
-0.2% |
3,049.0 |
| High |
3,005.0 |
2,999.0 |
-6.0 |
-0.2% |
3,065.0 |
| Low |
2,976.0 |
2,948.0 |
-28.0 |
-0.9% |
2,948.0 |
| Close |
2,992.0 |
2,969.0 |
-23.0 |
-0.8% |
2,969.0 |
| Range |
29.0 |
51.0 |
22.0 |
75.9% |
117.0 |
| ATR |
43.8 |
44.3 |
0.5 |
1.2% |
0.0 |
| Volume |
855,524 |
879,518 |
23,994 |
2.8% |
4,305,752 |
|
| Daily Pivots for day following 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,125.0 |
3,098.0 |
2,997.1 |
|
| R3 |
3,074.0 |
3,047.0 |
2,983.0 |
|
| R2 |
3,023.0 |
3,023.0 |
2,978.4 |
|
| R1 |
2,996.0 |
2,996.0 |
2,973.7 |
2,984.0 |
| PP |
2,972.0 |
2,972.0 |
2,972.0 |
2,966.0 |
| S1 |
2,945.0 |
2,945.0 |
2,964.3 |
2,933.0 |
| S2 |
2,921.0 |
2,921.0 |
2,959.7 |
|
| S3 |
2,870.0 |
2,894.0 |
2,955.0 |
|
| S4 |
2,819.0 |
2,843.0 |
2,941.0 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,345.0 |
3,274.0 |
3,033.4 |
|
| R3 |
3,228.0 |
3,157.0 |
3,001.2 |
|
| R2 |
3,111.0 |
3,111.0 |
2,990.5 |
|
| R1 |
3,040.0 |
3,040.0 |
2,979.7 |
3,017.0 |
| PP |
2,994.0 |
2,994.0 |
2,994.0 |
2,982.5 |
| S1 |
2,923.0 |
2,923.0 |
2,958.3 |
2,900.0 |
| S2 |
2,877.0 |
2,877.0 |
2,947.6 |
|
| S3 |
2,760.0 |
2,806.0 |
2,936.8 |
|
| S4 |
2,643.0 |
2,689.0 |
2,904.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,065.0 |
2,948.0 |
117.0 |
3.9% |
37.2 |
1.3% |
18% |
False |
True |
861,150 |
| 10 |
3,065.0 |
2,948.0 |
117.0 |
3.9% |
33.3 |
1.1% |
18% |
False |
True |
788,820 |
| 20 |
3,065.0 |
2,888.0 |
177.0 |
6.0% |
38.6 |
1.3% |
46% |
False |
False |
851,287 |
| 40 |
3,065.0 |
2,645.0 |
420.0 |
14.1% |
51.0 |
1.7% |
77% |
False |
False |
1,064,105 |
| 60 |
3,078.0 |
2,645.0 |
433.0 |
14.6% |
49.9 |
1.7% |
75% |
False |
False |
1,030,925 |
| 80 |
3,078.0 |
2,645.0 |
433.0 |
14.6% |
50.0 |
1.7% |
75% |
False |
False |
775,316 |
| 100 |
3,078.0 |
2,645.0 |
433.0 |
14.6% |
49.2 |
1.7% |
75% |
False |
False |
621,203 |
| 120 |
3,078.0 |
2,645.0 |
433.0 |
14.6% |
47.7 |
1.6% |
75% |
False |
False |
520,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,215.8 |
|
2.618 |
3,132.5 |
|
1.618 |
3,081.5 |
|
1.000 |
3,050.0 |
|
0.618 |
3,030.5 |
|
HIGH |
2,999.0 |
|
0.618 |
2,979.5 |
|
0.500 |
2,973.5 |
|
0.382 |
2,967.5 |
|
LOW |
2,948.0 |
|
0.618 |
2,916.5 |
|
1.000 |
2,897.0 |
|
1.618 |
2,865.5 |
|
2.618 |
2,814.5 |
|
4.250 |
2,731.3 |
|
|
| Fisher Pivots for day following 19-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,973.5 |
2,987.5 |
| PP |
2,972.0 |
2,981.3 |
| S1 |
2,970.5 |
2,975.2 |
|