| Trading Metrics calculated at close of trading on 11-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2016 |
11-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,178.00 |
2,172.50 |
-5.50 |
-0.3% |
2,174.00 |
| High |
2,181.50 |
2,185.25 |
3.75 |
0.2% |
2,178.50 |
| Low |
2,167.75 |
2,170.00 |
2.25 |
0.1% |
2,141.50 |
| Close |
2,172.75 |
2,181.75 |
9.00 |
0.4% |
2,176.75 |
| Range |
13.75 |
15.25 |
1.50 |
10.9% |
37.00 |
| ATR |
18.07 |
17.87 |
-0.20 |
-1.1% |
0.00 |
| Volume |
1,371,937 |
1,326,004 |
-45,933 |
-3.3% |
7,599,279 |
|
| Daily Pivots for day following 11-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,224.75 |
2,218.50 |
2,190.25 |
|
| R3 |
2,209.50 |
2,203.25 |
2,186.00 |
|
| R2 |
2,194.25 |
2,194.25 |
2,184.50 |
|
| R1 |
2,188.00 |
2,188.00 |
2,183.25 |
2,191.00 |
| PP |
2,179.00 |
2,179.00 |
2,179.00 |
2,180.50 |
| S1 |
2,172.75 |
2,172.75 |
2,180.25 |
2,176.00 |
| S2 |
2,163.75 |
2,163.75 |
2,179.00 |
|
| S3 |
2,148.50 |
2,157.50 |
2,177.50 |
|
| S4 |
2,133.25 |
2,142.25 |
2,173.25 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,276.50 |
2,263.75 |
2,197.00 |
|
| R3 |
2,239.50 |
2,226.75 |
2,187.00 |
|
| R2 |
2,202.50 |
2,202.50 |
2,183.50 |
|
| R1 |
2,189.75 |
2,189.75 |
2,180.25 |
2,196.00 |
| PP |
2,165.50 |
2,165.50 |
2,165.50 |
2,168.75 |
| S1 |
2,152.75 |
2,152.75 |
2,173.25 |
2,159.00 |
| S2 |
2,128.50 |
2,128.50 |
2,170.00 |
|
| S3 |
2,091.50 |
2,115.75 |
2,166.50 |
|
| S4 |
2,054.50 |
2,078.75 |
2,156.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,185.25 |
2,159.25 |
26.00 |
1.2% |
13.50 |
0.6% |
87% |
True |
False |
1,246,161 |
| 10 |
2,185.25 |
2,141.50 |
43.75 |
2.0% |
15.25 |
0.7% |
92% |
True |
False |
1,417,775 |
| 20 |
2,185.25 |
2,141.50 |
43.75 |
2.0% |
15.00 |
0.7% |
92% |
True |
False |
1,387,997 |
| 40 |
2,185.25 |
1,981.50 |
203.75 |
9.3% |
23.50 |
1.1% |
98% |
True |
False |
1,685,516 |
| 60 |
2,185.25 |
1,981.50 |
203.75 |
9.3% |
21.75 |
1.0% |
98% |
True |
False |
1,295,721 |
| 80 |
2,185.25 |
1,981.50 |
203.75 |
9.3% |
22.00 |
1.0% |
98% |
True |
False |
973,201 |
| 100 |
2,185.25 |
1,981.50 |
203.75 |
9.3% |
22.00 |
1.0% |
98% |
True |
False |
779,032 |
| 120 |
2,185.25 |
1,871.00 |
314.25 |
14.4% |
22.50 |
1.0% |
99% |
True |
False |
649,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,250.00 |
|
2.618 |
2,225.25 |
|
1.618 |
2,210.00 |
|
1.000 |
2,200.50 |
|
0.618 |
2,194.75 |
|
HIGH |
2,185.25 |
|
0.618 |
2,179.50 |
|
0.500 |
2,177.50 |
|
0.382 |
2,175.75 |
|
LOW |
2,170.00 |
|
0.618 |
2,160.50 |
|
1.000 |
2,154.75 |
|
1.618 |
2,145.25 |
|
2.618 |
2,130.00 |
|
4.250 |
2,105.25 |
|
|
| Fisher Pivots for day following 11-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,180.50 |
2,180.00 |
| PP |
2,179.00 |
2,178.25 |
| S1 |
2,177.50 |
2,176.50 |
|