| Trading Metrics calculated at close of trading on 29-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2016 |
29-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,174.00 |
2,167.75 |
-6.25 |
-0.3% |
2,181.75 |
| High |
2,186.75 |
2,182.25 |
-4.50 |
-0.2% |
2,191.50 |
| Low |
2,157.50 |
2,164.50 |
7.00 |
0.3% |
2,157.50 |
| Close |
2,168.50 |
2,179.25 |
10.75 |
0.5% |
2,168.50 |
| Range |
29.25 |
17.75 |
-11.50 |
-39.3% |
34.00 |
| ATR |
15.87 |
16.00 |
0.13 |
0.8% |
0.00 |
| Volume |
2,535,682 |
1,245,215 |
-1,290,467 |
-50.9% |
8,213,810 |
|
| Daily Pivots for day following 29-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,228.50 |
2,221.75 |
2,189.00 |
|
| R3 |
2,210.75 |
2,204.00 |
2,184.25 |
|
| R2 |
2,193.00 |
2,193.00 |
2,182.50 |
|
| R1 |
2,186.25 |
2,186.25 |
2,181.00 |
2,189.50 |
| PP |
2,175.25 |
2,175.25 |
2,175.25 |
2,177.00 |
| S1 |
2,168.50 |
2,168.50 |
2,177.50 |
2,172.00 |
| S2 |
2,157.50 |
2,157.50 |
2,176.00 |
|
| S3 |
2,139.75 |
2,150.75 |
2,174.25 |
|
| S4 |
2,122.00 |
2,133.00 |
2,169.50 |
|
|
| 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% |
17.50 |
0.8% |
64% |
False |
False |
1,583,155 |
| 10 |
2,191.50 |
2,157.50 |
34.00 |
1.6% |
14.75 |
0.7% |
64% |
False |
False |
1,518,619 |
| 20 |
2,191.50 |
2,141.50 |
50.00 |
2.3% |
14.25 |
0.7% |
76% |
False |
False |
1,417,371 |
| 40 |
2,191.50 |
2,065.75 |
125.75 |
5.8% |
16.50 |
0.8% |
90% |
False |
False |
1,486,018 |
| 60 |
2,191.50 |
1,981.50 |
210.00 |
9.6% |
20.75 |
1.0% |
94% |
False |
False |
1,585,256 |
| 80 |
2,191.50 |
1,981.50 |
210.00 |
9.6% |
21.00 |
1.0% |
94% |
False |
False |
1,191,896 |
| 100 |
2,191.50 |
1,981.50 |
210.00 |
9.6% |
21.00 |
1.0% |
94% |
False |
False |
954,217 |
| 120 |
2,191.50 |
1,950.50 |
241.00 |
11.1% |
21.25 |
1.0% |
95% |
False |
False |
795,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,257.75 |
|
2.618 |
2,228.75 |
|
1.618 |
2,211.00 |
|
1.000 |
2,200.00 |
|
0.618 |
2,193.25 |
|
HIGH |
2,182.25 |
|
0.618 |
2,175.50 |
|
0.500 |
2,173.50 |
|
0.382 |
2,171.25 |
|
LOW |
2,164.50 |
|
0.618 |
2,153.50 |
|
1.000 |
2,146.75 |
|
1.618 |
2,135.75 |
|
2.618 |
2,118.00 |
|
4.250 |
2,089.00 |
|
|
| Fisher Pivots for day following 29-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,177.25 |
2,177.00 |
| PP |
2,175.25 |
2,174.50 |
| S1 |
2,173.50 |
2,172.00 |
|