| Trading Metrics calculated at close of trading on 17-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2016 |
17-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
4,822.75 |
4,800.75 |
-22.00 |
-0.5% |
4,784.75 |
| High |
4,824.50 |
4,809.75 |
-14.75 |
-0.3% |
4,811.00 |
| Low |
4,796.50 |
4,772.00 |
-24.50 |
-0.5% |
4,766.25 |
| Close |
4,798.50 |
4,804.00 |
5.50 |
0.1% |
4,804.25 |
| Range |
28.00 |
37.75 |
9.75 |
34.8% |
44.75 |
| ATR |
41.75 |
41.47 |
-0.29 |
-0.7% |
0.00 |
| Volume |
156,061 |
197,778 |
41,717 |
26.7% |
687,578 |
|
| Daily Pivots for day following 17-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,908.50 |
4,894.00 |
4,824.75 |
|
| R3 |
4,870.75 |
4,856.25 |
4,814.50 |
|
| R2 |
4,833.00 |
4,833.00 |
4,811.00 |
|
| R1 |
4,818.50 |
4,818.50 |
4,807.50 |
4,825.75 |
| PP |
4,795.25 |
4,795.25 |
4,795.25 |
4,799.00 |
| S1 |
4,780.75 |
4,780.75 |
4,800.50 |
4,788.00 |
| S2 |
4,757.50 |
4,757.50 |
4,797.00 |
|
| S3 |
4,719.75 |
4,743.00 |
4,793.50 |
|
| S4 |
4,682.00 |
4,705.25 |
4,783.25 |
|
|
| 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 |
4,772.00 |
63.25 |
1.3% |
30.25 |
0.6% |
51% |
False |
True |
152,714 |
| 10 |
4,835.25 |
4,715.00 |
120.25 |
2.5% |
33.50 |
0.7% |
74% |
False |
False |
152,041 |
| 20 |
4,835.25 |
4,626.75 |
208.50 |
4.3% |
36.75 |
0.8% |
85% |
False |
False |
175,020 |
| 40 |
4,835.25 |
4,167.75 |
667.50 |
13.9% |
54.50 |
1.1% |
95% |
False |
False |
201,629 |
| 60 |
4,835.25 |
4,167.75 |
667.50 |
13.9% |
51.75 |
1.1% |
95% |
False |
False |
170,879 |
| 80 |
4,835.25 |
4,167.75 |
667.50 |
13.9% |
54.25 |
1.1% |
95% |
False |
False |
128,201 |
| 100 |
4,835.25 |
4,167.75 |
667.50 |
13.9% |
55.00 |
1.1% |
95% |
False |
False |
102,580 |
| 120 |
4,835.25 |
4,167.75 |
667.50 |
13.9% |
52.50 |
1.1% |
95% |
False |
False |
85,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,970.25 |
|
2.618 |
4,908.50 |
|
1.618 |
4,870.75 |
|
1.000 |
4,847.50 |
|
0.618 |
4,833.00 |
|
HIGH |
4,809.75 |
|
0.618 |
4,795.25 |
|
0.500 |
4,791.00 |
|
0.382 |
4,786.50 |
|
LOW |
4,772.00 |
|
0.618 |
4,748.75 |
|
1.000 |
4,734.25 |
|
1.618 |
4,711.00 |
|
2.618 |
4,673.25 |
|
4.250 |
4,611.50 |
|
|
| Fisher Pivots for day following 17-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
4,799.50 |
4,804.00 |
| PP |
4,795.25 |
4,803.75 |
| S1 |
4,791.00 |
4,803.50 |
|