| Trading Metrics calculated at close of trading on 16-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2016 |
16-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
4,806.75 |
4,822.75 |
16.00 |
0.3% |
4,784.75 |
| High |
4,835.25 |
4,824.50 |
-10.75 |
-0.2% |
4,811.00 |
| Low |
4,805.00 |
4,796.50 |
-8.50 |
-0.2% |
4,766.25 |
| Close |
4,822.75 |
4,798.50 |
-24.25 |
-0.5% |
4,804.25 |
| Range |
30.25 |
28.00 |
-2.25 |
-7.4% |
44.75 |
| ATR |
42.81 |
41.75 |
-1.06 |
-2.5% |
0.00 |
| Volume |
130,170 |
156,061 |
25,891 |
19.9% |
687,578 |
|
| Daily Pivots for day following 16-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,890.50 |
4,872.50 |
4,814.00 |
|
| R3 |
4,862.50 |
4,844.50 |
4,806.25 |
|
| R2 |
4,834.50 |
4,834.50 |
4,803.75 |
|
| R1 |
4,816.50 |
4,816.50 |
4,801.00 |
4,811.50 |
| PP |
4,806.50 |
4,806.50 |
4,806.50 |
4,804.00 |
| S1 |
4,788.50 |
4,788.50 |
4,796.00 |
4,783.50 |
| S2 |
4,778.50 |
4,778.50 |
4,793.25 |
|
| S3 |
4,750.50 |
4,760.50 |
4,790.75 |
|
| S4 |
4,722.50 |
4,732.50 |
4,783.00 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,928.00 |
4,911.00 |
4,828.75 |
|
| R3 |
4,883.25 |
4,866.25 |
4,816.50 |
|
| R2 |
4,838.50 |
4,838.50 |
4,812.50 |
|
| R1 |
4,821.50 |
4,821.50 |
4,808.25 |
4,830.00 |
| PP |
4,793.75 |
4,793.75 |
4,793.75 |
4,798.00 |
| S1 |
4,776.75 |
4,776.75 |
4,800.25 |
4,785.25 |
| S2 |
4,749.00 |
4,749.00 |
4,796.00 |
|
| S3 |
4,704.25 |
4,732.00 |
4,792.00 |
|
| S4 |
4,659.50 |
4,687.25 |
4,779.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,835.25 |
4,767.25 |
68.00 |
1.4% |
29.25 |
0.6% |
46% |
False |
False |
141,457 |
| 10 |
4,835.25 |
4,698.00 |
137.25 |
2.9% |
33.00 |
0.7% |
73% |
False |
False |
149,323 |
| 20 |
4,835.25 |
4,597.75 |
237.50 |
4.9% |
38.00 |
0.8% |
85% |
False |
False |
174,247 |
| 40 |
4,835.25 |
4,167.75 |
667.50 |
13.9% |
54.25 |
1.1% |
94% |
False |
False |
201,548 |
| 60 |
4,835.25 |
4,167.75 |
667.50 |
13.9% |
51.50 |
1.1% |
94% |
False |
False |
167,584 |
| 80 |
4,835.25 |
4,167.75 |
667.50 |
13.9% |
54.25 |
1.1% |
94% |
False |
False |
125,730 |
| 100 |
4,835.25 |
4,167.75 |
667.50 |
13.9% |
55.00 |
1.1% |
94% |
False |
False |
100,603 |
| 120 |
4,835.25 |
4,167.75 |
667.50 |
13.9% |
52.50 |
1.1% |
94% |
False |
False |
83,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,943.50 |
|
2.618 |
4,897.75 |
|
1.618 |
4,869.75 |
|
1.000 |
4,852.50 |
|
0.618 |
4,841.75 |
|
HIGH |
4,824.50 |
|
0.618 |
4,813.75 |
|
0.500 |
4,810.50 |
|
0.382 |
4,807.25 |
|
LOW |
4,796.50 |
|
0.618 |
4,779.25 |
|
1.000 |
4,768.50 |
|
1.618 |
4,751.25 |
|
2.618 |
4,723.25 |
|
4.250 |
4,677.50 |
|
|
| Fisher Pivots for day following 16-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
4,810.50 |
4,811.00 |
| PP |
4,806.50 |
4,807.00 |
| S1 |
4,802.50 |
4,802.75 |
|