| Trading Metrics calculated at close of trading on 24-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2016 |
24-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,180.75 |
2,185.75 |
5.00 |
0.2% |
2,180.75 |
| High |
2,191.50 |
2,187.75 |
-3.75 |
-0.2% |
2,190.75 |
| Low |
2,179.25 |
2,168.75 |
-10.50 |
-0.5% |
2,165.50 |
| Close |
2,185.25 |
2,175.00 |
-10.25 |
-0.5% |
2,181.75 |
| Range |
12.25 |
19.00 |
6.75 |
55.1% |
25.25 |
| ATR |
14.94 |
15.23 |
0.29 |
1.9% |
0.00 |
| Volume |
1,125,503 |
1,508,048 |
382,545 |
34.0% |
6,817,843 |
|
| Daily Pivots for day following 24-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,234.25 |
2,223.50 |
2,185.50 |
|
| R3 |
2,215.25 |
2,204.50 |
2,180.25 |
|
| R2 |
2,196.25 |
2,196.25 |
2,178.50 |
|
| R1 |
2,185.50 |
2,185.50 |
2,176.75 |
2,181.50 |
| PP |
2,177.25 |
2,177.25 |
2,177.25 |
2,175.00 |
| S1 |
2,166.50 |
2,166.50 |
2,173.25 |
2,162.50 |
| S2 |
2,158.25 |
2,158.25 |
2,171.50 |
|
| S3 |
2,139.25 |
2,147.50 |
2,169.75 |
|
| S4 |
2,120.25 |
2,128.50 |
2,164.50 |
|
|
| 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 |
2,168.75 |
22.75 |
1.0% |
12.50 |
0.6% |
27% |
False |
True |
1,361,955 |
| 10 |
2,191.50 |
2,165.50 |
26.00 |
1.2% |
12.50 |
0.6% |
37% |
False |
False |
1,359,070 |
| 20 |
2,191.50 |
2,141.50 |
50.00 |
2.3% |
13.75 |
0.6% |
67% |
False |
False |
1,403,229 |
| 40 |
2,191.50 |
2,022.75 |
168.75 |
7.8% |
17.75 |
0.8% |
90% |
False |
False |
1,504,756 |
| 60 |
2,191.50 |
1,981.50 |
210.00 |
9.7% |
20.75 |
1.0% |
92% |
False |
False |
1,498,804 |
| 80 |
2,191.50 |
1,981.50 |
210.00 |
9.7% |
21.00 |
1.0% |
92% |
False |
False |
1,126,085 |
| 100 |
2,191.50 |
1,981.50 |
210.00 |
9.7% |
21.25 |
1.0% |
92% |
False |
False |
901,493 |
| 120 |
2,191.50 |
1,950.50 |
241.00 |
11.1% |
21.25 |
1.0% |
93% |
False |
False |
751,459 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,268.50 |
|
2.618 |
2,237.50 |
|
1.618 |
2,218.50 |
|
1.000 |
2,206.75 |
|
0.618 |
2,199.50 |
|
HIGH |
2,187.75 |
|
0.618 |
2,180.50 |
|
0.500 |
2,178.25 |
|
0.382 |
2,176.00 |
|
LOW |
2,168.75 |
|
0.618 |
2,157.00 |
|
1.000 |
2,149.75 |
|
1.618 |
2,138.00 |
|
2.618 |
2,119.00 |
|
4.250 |
2,088.00 |
|
|
| Fisher Pivots for day following 24-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,178.25 |
2,180.00 |
| PP |
2,177.25 |
2,178.50 |
| S1 |
2,176.00 |
2,176.75 |
|