| 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 |
2,980.0 |
2,991.0 |
11.0 |
0.4% |
2,961.0 |
| High |
3,017.0 |
3,009.0 |
-8.0 |
-0.3% |
3,018.0 |
| Low |
2,972.0 |
2,973.0 |
1.0 |
0.0% |
2,948.0 |
| Close |
3,013.0 |
3,000.0 |
-13.0 |
-0.4% |
3,013.0 |
| Range |
45.0 |
36.0 |
-9.0 |
-20.0% |
70.0 |
| ATR |
44.7 |
44.4 |
-0.3 |
-0.8% |
0.0 |
| Volume |
588,526 |
871,813 |
283,287 |
48.1% |
3,980,890 |
|
| Daily Pivots for day following 29-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,102.0 |
3,087.0 |
3,019.8 |
|
| R3 |
3,066.0 |
3,051.0 |
3,009.9 |
|
| R2 |
3,030.0 |
3,030.0 |
3,006.6 |
|
| R1 |
3,015.0 |
3,015.0 |
3,003.3 |
3,022.5 |
| PP |
2,994.0 |
2,994.0 |
2,994.0 |
2,997.8 |
| S1 |
2,979.0 |
2,979.0 |
2,996.7 |
2,986.5 |
| S2 |
2,958.0 |
2,958.0 |
2,993.4 |
|
| S3 |
2,922.0 |
2,943.0 |
2,990.1 |
|
| S4 |
2,886.0 |
2,907.0 |
2,980.2 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,203.0 |
3,178.0 |
3,051.5 |
|
| R3 |
3,133.0 |
3,108.0 |
3,032.3 |
|
| R2 |
3,063.0 |
3,063.0 |
3,025.8 |
|
| R1 |
3,038.0 |
3,038.0 |
3,019.4 |
3,050.5 |
| PP |
2,993.0 |
2,993.0 |
2,993.0 |
2,999.3 |
| S1 |
2,968.0 |
2,968.0 |
3,006.6 |
2,980.5 |
| S2 |
2,923.0 |
2,923.0 |
3,000.2 |
|
| S3 |
2,853.0 |
2,898.0 |
2,993.8 |
|
| S4 |
2,783.0 |
2,828.0 |
2,974.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,018.0 |
2,964.0 |
54.0 |
1.8% |
41.0 |
1.4% |
67% |
False |
False |
822,977 |
| 10 |
3,040.0 |
2,948.0 |
92.0 |
3.1% |
41.7 |
1.4% |
57% |
False |
False |
823,205 |
| 20 |
3,065.0 |
2,888.0 |
177.0 |
5.9% |
38.3 |
1.3% |
63% |
False |
False |
804,363 |
| 40 |
3,065.0 |
2,734.0 |
331.0 |
11.0% |
43.5 |
1.5% |
80% |
False |
False |
942,968 |
| 60 |
3,065.0 |
2,645.0 |
420.0 |
14.0% |
50.3 |
1.7% |
85% |
False |
False |
1,107,098 |
| 80 |
3,078.0 |
2,645.0 |
433.0 |
14.4% |
49.5 |
1.7% |
82% |
False |
False |
835,542 |
| 100 |
3,078.0 |
2,645.0 |
433.0 |
14.4% |
48.6 |
1.6% |
82% |
False |
False |
669,707 |
| 120 |
3,078.0 |
2,645.0 |
433.0 |
14.4% |
48.9 |
1.6% |
82% |
False |
False |
559,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,162.0 |
|
2.618 |
3,103.2 |
|
1.618 |
3,067.2 |
|
1.000 |
3,045.0 |
|
0.618 |
3,031.2 |
|
HIGH |
3,009.0 |
|
0.618 |
2,995.2 |
|
0.500 |
2,991.0 |
|
0.382 |
2,986.8 |
|
LOW |
2,973.0 |
|
0.618 |
2,950.8 |
|
1.000 |
2,937.0 |
|
1.618 |
2,914.8 |
|
2.618 |
2,878.8 |
|
4.250 |
2,820.0 |
|
|
| Fisher Pivots for day following 29-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,997.0 |
2,997.8 |
| PP |
2,994.0 |
2,995.7 |
| S1 |
2,991.0 |
2,993.5 |
|