| 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 |
4,808.25 |
4,808.00 |
-0.25 |
0.0% |
4,806.75 |
| High |
4,814.00 |
4,816.75 |
2.75 |
0.1% |
4,835.25 |
| Low |
4,792.75 |
4,785.00 |
-7.75 |
-0.2% |
4,772.00 |
| Close |
4,808.50 |
4,807.00 |
-1.50 |
0.0% |
4,807.00 |
| Range |
21.25 |
31.75 |
10.50 |
49.4% |
63.25 |
| ATR |
40.02 |
39.43 |
-0.59 |
-1.5% |
0.00 |
| Volume |
149,002 |
194,623 |
45,621 |
30.6% |
827,634 |
|
| Daily Pivots for day following 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,898.25 |
4,884.25 |
4,824.50 |
|
| R3 |
4,866.50 |
4,852.50 |
4,815.75 |
|
| R2 |
4,834.75 |
4,834.75 |
4,812.75 |
|
| R1 |
4,820.75 |
4,820.75 |
4,810.00 |
4,812.00 |
| PP |
4,803.00 |
4,803.00 |
4,803.00 |
4,798.50 |
| S1 |
4,789.00 |
4,789.00 |
4,804.00 |
4,780.00 |
| S2 |
4,771.25 |
4,771.25 |
4,801.25 |
|
| S3 |
4,739.50 |
4,757.25 |
4,798.25 |
|
| S4 |
4,707.75 |
4,725.50 |
4,789.50 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,994.50 |
4,964.00 |
4,841.75 |
|
| R3 |
4,931.25 |
4,900.75 |
4,824.50 |
|
| R2 |
4,868.00 |
4,868.00 |
4,818.50 |
|
| R1 |
4,837.50 |
4,837.50 |
4,812.75 |
4,852.75 |
| PP |
4,804.75 |
4,804.75 |
4,804.75 |
4,812.50 |
| S1 |
4,774.25 |
4,774.25 |
4,801.25 |
4,789.50 |
| S2 |
4,741.50 |
4,741.50 |
4,795.50 |
|
| S3 |
4,678.25 |
4,711.00 |
4,789.50 |
|
| S4 |
4,615.00 |
4,647.75 |
4,772.25 |
|
|
| 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% |
29.75 |
0.6% |
55% |
False |
False |
165,526 |
| 10 |
4,835.25 |
4,766.25 |
69.00 |
1.4% |
30.25 |
0.6% |
59% |
False |
False |
151,521 |
| 20 |
4,835.25 |
4,641.00 |
194.25 |
4.0% |
36.00 |
0.7% |
85% |
False |
False |
175,455 |
| 40 |
4,835.25 |
4,167.75 |
667.50 |
13.9% |
53.00 |
1.1% |
96% |
False |
False |
200,584 |
| 60 |
4,835.25 |
4,167.75 |
667.50 |
13.9% |
50.00 |
1.0% |
96% |
False |
False |
176,584 |
| 80 |
4,835.25 |
4,167.75 |
667.50 |
13.9% |
53.50 |
1.1% |
96% |
False |
False |
132,493 |
| 100 |
4,835.25 |
4,167.75 |
667.50 |
13.9% |
54.00 |
1.1% |
96% |
False |
False |
106,012 |
| 120 |
4,835.25 |
4,167.75 |
667.50 |
13.9% |
51.75 |
1.1% |
96% |
False |
False |
88,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,951.75 |
|
2.618 |
4,899.75 |
|
1.618 |
4,868.00 |
|
1.000 |
4,848.50 |
|
0.618 |
4,836.25 |
|
HIGH |
4,816.75 |
|
0.618 |
4,804.50 |
|
0.500 |
4,801.00 |
|
0.382 |
4,797.25 |
|
LOW |
4,785.00 |
|
0.618 |
4,765.50 |
|
1.000 |
4,753.25 |
|
1.618 |
4,733.75 |
|
2.618 |
4,702.00 |
|
4.250 |
4,650.00 |
|
|
| Fisher Pivots for day following 19-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
4,805.00 |
4,802.75 |
| PP |
4,803.00 |
4,798.50 |
| S1 |
4,801.00 |
4,794.50 |
|