| Trading Metrics calculated at close of trading on 23-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2016 |
23-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,181.75 |
2,180.75 |
-1.00 |
0.0% |
2,180.75 |
| High |
2,184.50 |
2,191.50 |
7.00 |
0.3% |
2,190.75 |
| Low |
2,173.50 |
2,179.25 |
5.75 |
0.3% |
2,165.50 |
| Close |
2,181.50 |
2,185.25 |
3.75 |
0.2% |
2,181.75 |
| Range |
11.00 |
12.25 |
1.25 |
11.4% |
25.25 |
| ATR |
15.14 |
14.94 |
-0.21 |
-1.4% |
0.00 |
| Volume |
1,543,249 |
1,125,503 |
-417,746 |
-27.1% |
6,817,843 |
|
| Daily Pivots for day following 23-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,222.00 |
2,216.00 |
2,192.00 |
|
| R3 |
2,209.75 |
2,203.75 |
2,188.50 |
|
| R2 |
2,197.50 |
2,197.50 |
2,187.50 |
|
| R1 |
2,191.50 |
2,191.50 |
2,186.25 |
2,194.50 |
| PP |
2,185.25 |
2,185.25 |
2,185.25 |
2,187.00 |
| S1 |
2,179.25 |
2,179.25 |
2,184.25 |
2,182.25 |
| S2 |
2,173.00 |
2,173.00 |
2,183.00 |
|
| S3 |
2,160.75 |
2,167.00 |
2,182.00 |
|
| S4 |
2,148.50 |
2,154.75 |
2,178.50 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,255.00 |
2,243.75 |
2,195.75 |
|
| R3 |
2,229.75 |
2,218.50 |
2,188.75 |
|
| R2 |
2,204.50 |
2,204.50 |
2,186.50 |
|
| R1 |
2,193.25 |
2,193.25 |
2,184.00 |
2,199.00 |
| PP |
2,179.25 |
2,179.25 |
2,179.25 |
2,182.25 |
| S1 |
2,168.00 |
2,168.00 |
2,179.50 |
2,173.50 |
| S2 |
2,154.00 |
2,154.00 |
2,177.00 |
|
| S3 |
2,128.75 |
2,142.75 |
2,174.75 |
|
| S4 |
2,103.50 |
2,117.50 |
2,167.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,191.50 |
2,165.50 |
26.00 |
1.2% |
12.00 |
0.5% |
76% |
True |
False |
1,400,830 |
| 10 |
2,191.50 |
2,165.50 |
26.00 |
1.2% |
11.75 |
0.5% |
76% |
True |
False |
1,345,459 |
| 20 |
2,191.50 |
2,141.50 |
50.00 |
2.3% |
13.75 |
0.6% |
88% |
True |
False |
1,409,955 |
| 40 |
2,191.50 |
1,982.25 |
209.25 |
9.6% |
18.50 |
0.8% |
97% |
True |
False |
1,524,199 |
| 60 |
2,191.50 |
1,981.50 |
210.00 |
9.6% |
20.75 |
1.0% |
97% |
True |
False |
1,473,880 |
| 80 |
2,191.50 |
1,981.50 |
210.00 |
9.6% |
21.25 |
1.0% |
97% |
True |
False |
1,107,313 |
| 100 |
2,191.50 |
1,981.50 |
210.00 |
9.6% |
21.25 |
1.0% |
97% |
True |
False |
886,438 |
| 120 |
2,191.50 |
1,950.50 |
241.00 |
11.0% |
21.25 |
1.0% |
97% |
True |
False |
738,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,243.50 |
|
2.618 |
2,223.50 |
|
1.618 |
2,211.25 |
|
1.000 |
2,203.75 |
|
0.618 |
2,199.00 |
|
HIGH |
2,191.50 |
|
0.618 |
2,186.75 |
|
0.500 |
2,185.50 |
|
0.382 |
2,184.00 |
|
LOW |
2,179.25 |
|
0.618 |
2,171.75 |
|
1.000 |
2,167.00 |
|
1.618 |
2,159.50 |
|
2.618 |
2,147.25 |
|
4.250 |
2,127.25 |
|
|
| Fisher Pivots for day following 23-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,185.50 |
2,184.25 |
| PP |
2,185.25 |
2,183.00 |
| S1 |
2,185.25 |
2,182.00 |
|