| Trading Metrics calculated at close of trading on 19-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2016 |
19-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1,353.8 |
1,357.1 |
3.3 |
0.2% |
1,343.6 |
| High |
1,361.5 |
1,357.9 |
-3.6 |
-0.3% |
1,364.3 |
| Low |
1,351.2 |
1,342.0 |
-9.2 |
-0.7% |
1,340.5 |
| Close |
1,357.2 |
1,346.2 |
-11.0 |
-0.8% |
1,346.2 |
| Range |
10.3 |
15.9 |
5.6 |
54.4% |
23.8 |
| ATR |
17.9 |
17.7 |
-0.1 |
-0.8% |
0.0 |
| Volume |
170,557 |
185,033 |
14,476 |
8.5% |
866,625 |
|
| Daily Pivots for day following 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,396.4 |
1,387.2 |
1,354.9 |
|
| R3 |
1,380.5 |
1,371.3 |
1,350.6 |
|
| R2 |
1,364.6 |
1,364.6 |
1,349.1 |
|
| R1 |
1,355.4 |
1,355.4 |
1,347.7 |
1,352.1 |
| PP |
1,348.7 |
1,348.7 |
1,348.7 |
1,347.0 |
| S1 |
1,339.5 |
1,339.5 |
1,344.7 |
1,336.2 |
| S2 |
1,332.8 |
1,332.8 |
1,343.3 |
|
| S3 |
1,316.9 |
1,323.6 |
1,341.8 |
|
| S4 |
1,301.0 |
1,307.7 |
1,337.5 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,421.7 |
1,407.8 |
1,359.3 |
|
| R3 |
1,397.9 |
1,384.0 |
1,352.7 |
|
| R2 |
1,374.1 |
1,374.1 |
1,350.6 |
|
| R1 |
1,360.2 |
1,360.2 |
1,348.4 |
1,367.2 |
| PP |
1,350.3 |
1,350.3 |
1,350.3 |
1,353.8 |
| S1 |
1,336.4 |
1,336.4 |
1,344.0 |
1,343.4 |
| S2 |
1,326.5 |
1,326.5 |
1,341.8 |
|
| S3 |
1,302.7 |
1,312.6 |
1,339.7 |
|
| S4 |
1,278.9 |
1,288.8 |
1,333.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,364.3 |
1,340.5 |
23.8 |
1.8% |
14.0 |
1.0% |
24% |
False |
False |
173,325 |
| 10 |
1,364.3 |
1,335.3 |
29.0 |
2.2% |
15.1 |
1.1% |
38% |
False |
False |
171,510 |
| 20 |
1,374.2 |
1,319.3 |
54.9 |
4.1% |
16.5 |
1.2% |
49% |
False |
False |
166,712 |
| 40 |
1,384.4 |
1,259.1 |
125.3 |
9.3% |
20.7 |
1.5% |
70% |
False |
False |
96,982 |
| 60 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
19.8 |
1.5% |
78% |
False |
False |
66,866 |
| 80 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
19.4 |
1.4% |
78% |
False |
False |
51,596 |
| 100 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
18.7 |
1.4% |
78% |
False |
False |
41,724 |
| 120 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
19.3 |
1.4% |
78% |
False |
False |
35,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,425.5 |
|
2.618 |
1,399.5 |
|
1.618 |
1,383.6 |
|
1.000 |
1,373.8 |
|
0.618 |
1,367.7 |
|
HIGH |
1,357.9 |
|
0.618 |
1,351.8 |
|
0.500 |
1,350.0 |
|
0.382 |
1,348.1 |
|
LOW |
1,342.0 |
|
0.618 |
1,332.2 |
|
1.000 |
1,326.1 |
|
1.618 |
1,316.3 |
|
2.618 |
1,300.4 |
|
4.250 |
1,274.4 |
|
|
| Fisher Pivots for day following 19-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,350.0 |
1,351.0 |
| PP |
1,348.7 |
1,349.4 |
| S1 |
1,347.5 |
1,347.8 |
|