| Trading Metrics calculated at close of trading on 23-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2016 |
23-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,961.0 |
2,969.0 |
8.0 |
0.3% |
3,049.0 |
| High |
2,998.0 |
3,002.0 |
4.0 |
0.1% |
3,065.0 |
| Low |
2,948.0 |
2,964.0 |
16.0 |
0.5% |
2,948.0 |
| Close |
2,956.0 |
2,993.0 |
37.0 |
1.3% |
2,969.0 |
| Range |
50.0 |
38.0 |
-12.0 |
-24.0% |
117.0 |
| ATR |
44.7 |
44.8 |
0.1 |
0.2% |
0.0 |
| Volume |
737,818 |
913,740 |
175,922 |
23.8% |
4,305,752 |
|
| Daily Pivots for day following 23-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,100.3 |
3,084.7 |
3,013.9 |
|
| R3 |
3,062.3 |
3,046.7 |
3,003.5 |
|
| R2 |
3,024.3 |
3,024.3 |
3,000.0 |
|
| R1 |
3,008.7 |
3,008.7 |
2,996.5 |
3,016.5 |
| PP |
2,986.3 |
2,986.3 |
2,986.3 |
2,990.3 |
| S1 |
2,970.7 |
2,970.7 |
2,989.5 |
2,978.5 |
| S2 |
2,948.3 |
2,948.3 |
2,986.0 |
|
| S3 |
2,910.3 |
2,932.7 |
2,982.6 |
|
| S4 |
2,872.3 |
2,894.7 |
2,972.1 |
|
|
| 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 |
3,027.0 |
2,948.0 |
79.0 |
2.6% |
43.6 |
1.5% |
57% |
False |
False |
816,855 |
| 10 |
3,065.0 |
2,948.0 |
117.0 |
3.9% |
34.4 |
1.1% |
38% |
False |
False |
794,461 |
| 20 |
3,065.0 |
2,888.0 |
177.0 |
5.9% |
39.2 |
1.3% |
59% |
False |
False |
837,067 |
| 40 |
3,065.0 |
2,731.0 |
334.0 |
11.2% |
45.7 |
1.5% |
78% |
False |
False |
997,190 |
| 60 |
3,078.0 |
2,645.0 |
433.0 |
14.5% |
50.6 |
1.7% |
80% |
False |
False |
1,058,376 |
| 80 |
3,078.0 |
2,645.0 |
433.0 |
14.5% |
49.5 |
1.7% |
80% |
False |
False |
795,915 |
| 100 |
3,078.0 |
2,645.0 |
433.0 |
14.5% |
49.2 |
1.6% |
80% |
False |
False |
637,713 |
| 120 |
3,078.0 |
2,645.0 |
433.0 |
14.5% |
47.9 |
1.6% |
80% |
False |
False |
533,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,163.5 |
|
2.618 |
3,101.5 |
|
1.618 |
3,063.5 |
|
1.000 |
3,040.0 |
|
0.618 |
3,025.5 |
|
HIGH |
3,002.0 |
|
0.618 |
2,987.5 |
|
0.500 |
2,983.0 |
|
0.382 |
2,978.5 |
|
LOW |
2,964.0 |
|
0.618 |
2,940.5 |
|
1.000 |
2,926.0 |
|
1.618 |
2,902.5 |
|
2.618 |
2,864.5 |
|
4.250 |
2,802.5 |
|
|
| Fisher Pivots for day following 23-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,989.7 |
2,987.0 |
| PP |
2,986.3 |
2,981.0 |
| S1 |
2,983.0 |
2,975.0 |
|