| Trading Metrics calculated at close of trading on 25-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2016 |
25-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
5,540.0 |
5,530.0 |
-10.0 |
-0.2% |
5,481.0 |
| High |
5,552.0 |
5,542.0 |
-10.0 |
-0.2% |
5,526.0 |
| Low |
5,534.0 |
5,507.0 |
-27.0 |
-0.5% |
5,465.0 |
| Close |
5,543.0 |
5,513.0 |
-30.0 |
-0.5% |
5,496.0 |
| Range |
18.0 |
35.0 |
17.0 |
94.4% |
61.0 |
| ATR |
45.7 |
45.0 |
-0.7 |
-1.5% |
0.0 |
| Volume |
20,510 |
24,162 |
3,652 |
17.8% |
116,201 |
|
| Daily Pivots for day following 25-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,625.7 |
5,604.3 |
5,532.3 |
|
| R3 |
5,590.7 |
5,569.3 |
5,522.6 |
|
| R2 |
5,555.7 |
5,555.7 |
5,519.4 |
|
| R1 |
5,534.3 |
5,534.3 |
5,516.2 |
5,527.5 |
| PP |
5,520.7 |
5,520.7 |
5,520.7 |
5,517.3 |
| S1 |
5,499.3 |
5,499.3 |
5,509.8 |
5,492.5 |
| S2 |
5,485.7 |
5,485.7 |
5,506.6 |
|
| S3 |
5,450.7 |
5,464.3 |
5,503.4 |
|
| S4 |
5,415.7 |
5,429.3 |
5,493.8 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,678.7 |
5,648.3 |
5,529.6 |
|
| R3 |
5,617.7 |
5,587.3 |
5,512.8 |
|
| R2 |
5,556.7 |
5,556.7 |
5,507.2 |
|
| R1 |
5,526.3 |
5,526.3 |
5,501.6 |
5,541.5 |
| PP |
5,495.7 |
5,495.7 |
5,495.7 |
5,503.3 |
| S1 |
5,465.3 |
5,465.3 |
5,490.4 |
5,480.5 |
| S2 |
5,434.7 |
5,434.7 |
5,484.8 |
|
| S3 |
5,373.7 |
5,404.3 |
5,479.2 |
|
| S4 |
5,312.7 |
5,343.3 |
5,462.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,552.0 |
5,472.0 |
80.0 |
1.5% |
34.0 |
0.6% |
51% |
False |
False |
22,604 |
| 10 |
5,552.0 |
5,460.0 |
92.0 |
1.7% |
38.7 |
0.7% |
58% |
False |
False |
23,635 |
| 20 |
5,569.0 |
5,415.0 |
154.0 |
2.8% |
38.7 |
0.7% |
64% |
False |
False |
24,022 |
| 40 |
5,569.0 |
5,101.0 |
468.0 |
8.5% |
41.4 |
0.8% |
88% |
False |
False |
23,719 |
| 60 |
5,569.0 |
4,993.0 |
576.0 |
10.4% |
47.4 |
0.9% |
90% |
False |
False |
26,641 |
| 80 |
5,569.0 |
4,993.0 |
576.0 |
10.4% |
42.0 |
0.8% |
90% |
False |
False |
20,004 |
| 100 |
5,569.0 |
4,836.0 |
733.0 |
13.3% |
37.4 |
0.7% |
92% |
False |
False |
16,026 |
| 120 |
5,569.0 |
4,836.0 |
733.0 |
13.3% |
33.6 |
0.6% |
92% |
False |
False |
13,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,690.8 |
|
2.618 |
5,633.6 |
|
1.618 |
5,598.6 |
|
1.000 |
5,577.0 |
|
0.618 |
5,563.6 |
|
HIGH |
5,542.0 |
|
0.618 |
5,528.6 |
|
0.500 |
5,524.5 |
|
0.382 |
5,520.4 |
|
LOW |
5,507.0 |
|
0.618 |
5,485.4 |
|
1.000 |
5,472.0 |
|
1.618 |
5,450.4 |
|
2.618 |
5,415.4 |
|
4.250 |
5,358.3 |
|
|
| Fisher Pivots for day following 25-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,524.5 |
5,523.5 |
| PP |
5,520.7 |
5,520.0 |
| S1 |
5,516.8 |
5,516.5 |
|