| Trading Metrics calculated at close of trading on 26-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2016 |
26-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,175.00 |
2,174.00 |
-1.00 |
0.0% |
2,181.75 |
| High |
2,177.25 |
2,186.75 |
9.50 |
0.4% |
2,191.50 |
| Low |
2,167.50 |
2,157.50 |
-10.00 |
-0.5% |
2,157.50 |
| Close |
2,173.50 |
2,168.50 |
-5.00 |
-0.2% |
2,168.50 |
| Range |
9.75 |
29.25 |
19.50 |
200.0% |
34.00 |
| ATR |
14.84 |
15.87 |
1.03 |
6.9% |
0.00 |
| Volume |
1,501,328 |
2,535,682 |
1,034,354 |
68.9% |
8,213,810 |
|
| Daily Pivots for day following 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,258.75 |
2,242.75 |
2,184.50 |
|
| R3 |
2,229.50 |
2,213.50 |
2,176.50 |
|
| R2 |
2,200.25 |
2,200.25 |
2,173.75 |
|
| R1 |
2,184.25 |
2,184.25 |
2,171.25 |
2,177.50 |
| PP |
2,171.00 |
2,171.00 |
2,171.00 |
2,167.50 |
| S1 |
2,155.00 |
2,155.00 |
2,165.75 |
2,148.50 |
| S2 |
2,141.75 |
2,141.75 |
2,163.25 |
|
| S3 |
2,112.50 |
2,125.75 |
2,160.50 |
|
| S4 |
2,083.25 |
2,096.50 |
2,152.50 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,274.50 |
2,255.50 |
2,187.25 |
|
| R3 |
2,240.50 |
2,221.50 |
2,177.75 |
|
| R2 |
2,206.50 |
2,206.50 |
2,174.75 |
|
| R1 |
2,187.50 |
2,187.50 |
2,171.50 |
2,180.00 |
| PP |
2,172.50 |
2,172.50 |
2,172.50 |
2,168.75 |
| S1 |
2,153.50 |
2,153.50 |
2,165.50 |
2,146.00 |
| S2 |
2,138.50 |
2,138.50 |
2,162.25 |
|
| S3 |
2,104.50 |
2,119.50 |
2,159.25 |
|
| S4 |
2,070.50 |
2,085.50 |
2,149.75 |
|
|
| 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 |
2,157.50 |
34.00 |
1.6% |
16.25 |
0.7% |
32% |
False |
True |
1,642,762 |
| 10 |
2,191.50 |
2,157.50 |
34.00 |
1.6% |
14.00 |
0.6% |
32% |
False |
True |
1,503,165 |
| 20 |
2,191.50 |
2,141.50 |
50.00 |
2.3% |
14.25 |
0.7% |
54% |
False |
False |
1,438,065 |
| 40 |
2,191.50 |
2,065.75 |
125.75 |
5.8% |
16.50 |
0.8% |
82% |
False |
False |
1,496,522 |
| 60 |
2,191.50 |
1,981.50 |
210.00 |
9.7% |
21.00 |
1.0% |
89% |
False |
False |
1,565,085 |
| 80 |
2,191.50 |
1,981.50 |
210.00 |
9.7% |
21.00 |
1.0% |
89% |
False |
False |
1,176,356 |
| 100 |
2,191.50 |
1,981.50 |
210.00 |
9.7% |
21.25 |
1.0% |
89% |
False |
False |
941,803 |
| 120 |
2,191.50 |
1,950.50 |
241.00 |
11.1% |
21.25 |
1.0% |
90% |
False |
False |
785,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,311.00 |
|
2.618 |
2,263.25 |
|
1.618 |
2,234.00 |
|
1.000 |
2,216.00 |
|
0.618 |
2,204.75 |
|
HIGH |
2,186.75 |
|
0.618 |
2,175.50 |
|
0.500 |
2,172.00 |
|
0.382 |
2,168.75 |
|
LOW |
2,157.50 |
|
0.618 |
2,139.50 |
|
1.000 |
2,128.25 |
|
1.618 |
2,110.25 |
|
2.618 |
2,081.00 |
|
4.250 |
2,033.25 |
|
|
| Fisher Pivots for day following 26-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,172.00 |
2,172.50 |
| PP |
2,171.00 |
2,171.25 |
| S1 |
2,169.75 |
2,170.00 |
|