| Trading Metrics calculated at close of trading on 12-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2016 |
12-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,172.50 |
2,181.75 |
9.25 |
0.4% |
2,176.00 |
| High |
2,185.25 |
2,184.00 |
-1.25 |
-0.1% |
2,185.25 |
| Low |
2,170.00 |
2,175.50 |
5.50 |
0.3% |
2,167.75 |
| Close |
2,181.75 |
2,180.25 |
-1.50 |
-0.1% |
2,180.25 |
| Range |
15.25 |
8.50 |
-6.75 |
-44.3% |
17.50 |
| ATR |
17.87 |
17.20 |
-0.67 |
-3.7% |
0.00 |
| Volume |
1,326,004 |
1,270,055 |
-55,949 |
-4.2% |
6,130,379 |
|
| Daily Pivots for day following 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,205.50 |
2,201.25 |
2,185.00 |
|
| R3 |
2,197.00 |
2,192.75 |
2,182.50 |
|
| R2 |
2,188.50 |
2,188.50 |
2,181.75 |
|
| R1 |
2,184.25 |
2,184.25 |
2,181.00 |
2,182.00 |
| PP |
2,180.00 |
2,180.00 |
2,180.00 |
2,178.75 |
| S1 |
2,175.75 |
2,175.75 |
2,179.50 |
2,173.50 |
| S2 |
2,171.50 |
2,171.50 |
2,178.75 |
|
| S3 |
2,163.00 |
2,167.25 |
2,178.00 |
|
| S4 |
2,154.50 |
2,158.75 |
2,175.50 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,230.25 |
2,222.75 |
2,190.00 |
|
| R3 |
2,212.75 |
2,205.25 |
2,185.00 |
|
| R2 |
2,195.25 |
2,195.25 |
2,183.50 |
|
| R1 |
2,187.75 |
2,187.75 |
2,181.75 |
2,191.50 |
| PP |
2,177.75 |
2,177.75 |
2,177.75 |
2,179.50 |
| S1 |
2,170.25 |
2,170.25 |
2,178.75 |
2,174.00 |
| S2 |
2,160.25 |
2,160.25 |
2,177.00 |
|
| S3 |
2,142.75 |
2,152.75 |
2,175.50 |
|
| S4 |
2,125.25 |
2,135.25 |
2,170.50 |
|
|
| 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 |
2,167.75 |
17.50 |
0.8% |
11.50 |
0.5% |
71% |
False |
False |
1,226,075 |
| 10 |
2,185.25 |
2,141.50 |
43.75 |
2.0% |
14.75 |
0.7% |
89% |
False |
False |
1,372,965 |
| 20 |
2,185.25 |
2,141.50 |
43.75 |
2.0% |
14.50 |
0.7% |
89% |
False |
False |
1,375,586 |
| 40 |
2,185.25 |
1,981.50 |
203.75 |
9.3% |
23.00 |
1.1% |
98% |
False |
False |
1,656,101 |
| 60 |
2,185.25 |
1,981.50 |
203.75 |
9.3% |
21.50 |
1.0% |
98% |
False |
False |
1,316,749 |
| 80 |
2,185.25 |
1,981.50 |
203.75 |
9.3% |
22.00 |
1.0% |
98% |
False |
False |
989,059 |
| 100 |
2,185.25 |
1,981.50 |
203.75 |
9.3% |
21.75 |
1.0% |
98% |
False |
False |
791,717 |
| 120 |
2,185.25 |
1,871.00 |
314.25 |
14.4% |
22.50 |
1.0% |
98% |
False |
False |
659,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,220.00 |
|
2.618 |
2,206.25 |
|
1.618 |
2,197.75 |
|
1.000 |
2,192.50 |
|
0.618 |
2,189.25 |
|
HIGH |
2,184.00 |
|
0.618 |
2,180.75 |
|
0.500 |
2,179.75 |
|
0.382 |
2,178.75 |
|
LOW |
2,175.50 |
|
0.618 |
2,170.25 |
|
1.000 |
2,167.00 |
|
1.618 |
2,161.75 |
|
2.618 |
2,153.25 |
|
4.250 |
2,139.50 |
|
|
| Fisher Pivots for day following 12-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,180.00 |
2,179.00 |
| PP |
2,180.00 |
2,177.75 |
| S1 |
2,179.75 |
2,176.50 |
|