| Trading Metrics calculated at close of trading on 18-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2016 |
18-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
5,479.0 |
5,507.0 |
28.0 |
0.5% |
5,486.0 |
| High |
5,515.0 |
5,526.0 |
11.0 |
0.2% |
5,511.0 |
| Low |
5,473.0 |
5,465.0 |
-8.0 |
-0.1% |
5,432.0 |
| Close |
5,511.0 |
5,476.0 |
-35.0 |
-0.6% |
5,485.0 |
| Range |
42.0 |
61.0 |
19.0 |
45.2% |
79.0 |
| ATR |
46.7 |
47.7 |
1.0 |
2.2% |
0.0 |
| Volume |
30,440 |
27,939 |
-2,501 |
-8.2% |
119,408 |
|
| Daily Pivots for day following 18-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,672.0 |
5,635.0 |
5,509.6 |
|
| R3 |
5,611.0 |
5,574.0 |
5,492.8 |
|
| R2 |
5,550.0 |
5,550.0 |
5,487.2 |
|
| R1 |
5,513.0 |
5,513.0 |
5,481.6 |
5,501.0 |
| PP |
5,489.0 |
5,489.0 |
5,489.0 |
5,483.0 |
| S1 |
5,452.0 |
5,452.0 |
5,470.4 |
5,440.0 |
| S2 |
5,428.0 |
5,428.0 |
5,464.8 |
|
| S3 |
5,367.0 |
5,391.0 |
5,459.2 |
|
| S4 |
5,306.0 |
5,330.0 |
5,442.5 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,713.0 |
5,678.0 |
5,528.5 |
|
| R3 |
5,634.0 |
5,599.0 |
5,506.7 |
|
| R2 |
5,555.0 |
5,555.0 |
5,499.5 |
|
| R1 |
5,520.0 |
5,520.0 |
5,492.2 |
5,498.0 |
| PP |
5,476.0 |
5,476.0 |
5,476.0 |
5,465.0 |
| S1 |
5,441.0 |
5,441.0 |
5,477.8 |
5,419.0 |
| S2 |
5,397.0 |
5,397.0 |
5,470.5 |
|
| S3 |
5,318.0 |
5,362.0 |
5,463.3 |
|
| S4 |
5,239.0 |
5,283.0 |
5,441.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,526.0 |
5,460.0 |
66.0 |
1.2% |
43.4 |
0.8% |
24% |
True |
False |
24,665 |
| 10 |
5,526.0 |
5,432.0 |
94.0 |
1.7% |
37.8 |
0.7% |
47% |
True |
False |
23,325 |
| 20 |
5,569.0 |
5,415.0 |
154.0 |
2.8% |
39.2 |
0.7% |
40% |
False |
False |
23,053 |
| 40 |
5,569.0 |
4,993.0 |
576.0 |
10.5% |
50.5 |
0.9% |
84% |
False |
False |
26,183 |
| 60 |
5,569.0 |
4,993.0 |
576.0 |
10.5% |
46.4 |
0.8% |
84% |
False |
False |
24,766 |
| 80 |
5,569.0 |
4,993.0 |
576.0 |
10.5% |
41.2 |
0.8% |
84% |
False |
False |
18,593 |
| 100 |
5,569.0 |
4,836.0 |
733.0 |
13.4% |
37.5 |
0.7% |
87% |
False |
False |
14,897 |
| 120 |
5,569.0 |
4,810.0 |
759.0 |
13.9% |
32.2 |
0.6% |
88% |
False |
False |
12,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,785.3 |
|
2.618 |
5,685.7 |
|
1.618 |
5,624.7 |
|
1.000 |
5,587.0 |
|
0.618 |
5,563.7 |
|
HIGH |
5,526.0 |
|
0.618 |
5,502.7 |
|
0.500 |
5,495.5 |
|
0.382 |
5,488.3 |
|
LOW |
5,465.0 |
|
0.618 |
5,427.3 |
|
1.000 |
5,404.0 |
|
1.618 |
5,366.3 |
|
2.618 |
5,305.3 |
|
4.250 |
5,205.8 |
|
|
| Fisher Pivots for day following 18-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,495.5 |
5,495.5 |
| PP |
5,489.0 |
5,489.0 |
| S1 |
5,482.5 |
5,482.5 |
|