| Trading Metrics calculated at close of trading on 23-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2016 |
23-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1,345.0 |
1,343.6 |
-1.4 |
-0.1% |
1,343.6 |
| High |
1,345.7 |
1,348.8 |
3.1 |
0.2% |
1,364.3 |
| Low |
1,335.4 |
1,338.9 |
3.5 |
0.3% |
1,340.5 |
| Close |
1,343.4 |
1,346.1 |
2.7 |
0.2% |
1,346.2 |
| Range |
10.3 |
9.9 |
-0.4 |
-3.9% |
23.8 |
| ATR |
17.2 |
16.7 |
-0.5 |
-3.0% |
0.0 |
| Volume |
156,447 |
132,030 |
-24,417 |
-15.6% |
866,625 |
|
| Daily Pivots for day following 23-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,374.3 |
1,370.1 |
1,351.5 |
|
| R3 |
1,364.4 |
1,360.2 |
1,348.8 |
|
| R2 |
1,354.5 |
1,354.5 |
1,347.9 |
|
| R1 |
1,350.3 |
1,350.3 |
1,347.0 |
1,352.4 |
| PP |
1,344.6 |
1,344.6 |
1,344.6 |
1,345.7 |
| S1 |
1,340.4 |
1,340.4 |
1,345.2 |
1,342.5 |
| S2 |
1,334.7 |
1,334.7 |
1,344.3 |
|
| S3 |
1,324.8 |
1,330.5 |
1,343.4 |
|
| S4 |
1,314.9 |
1,320.6 |
1,340.7 |
|
|
| 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 |
1,361.5 |
1,335.4 |
26.1 |
1.9% |
12.5 |
0.9% |
41% |
False |
False |
162,645 |
| 10 |
1,364.3 |
1,335.4 |
28.9 |
2.1% |
15.1 |
1.1% |
37% |
False |
False |
174,156 |
| 20 |
1,374.2 |
1,323.0 |
51.2 |
3.8% |
16.4 |
1.2% |
45% |
False |
False |
170,220 |
| 40 |
1,384.4 |
1,314.8 |
69.6 |
5.2% |
18.0 |
1.3% |
45% |
False |
False |
103,024 |
| 60 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
19.6 |
1.5% |
78% |
False |
False |
71,523 |
| 80 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
18.9 |
1.4% |
78% |
False |
False |
55,135 |
| 100 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
18.5 |
1.4% |
78% |
False |
False |
44,566 |
| 120 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
19.0 |
1.4% |
78% |
False |
False |
37,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,390.9 |
|
2.618 |
1,374.7 |
|
1.618 |
1,364.8 |
|
1.000 |
1,358.7 |
|
0.618 |
1,354.9 |
|
HIGH |
1,348.8 |
|
0.618 |
1,345.0 |
|
0.500 |
1,343.9 |
|
0.382 |
1,342.7 |
|
LOW |
1,338.9 |
|
0.618 |
1,332.8 |
|
1.000 |
1,329.0 |
|
1.618 |
1,322.9 |
|
2.618 |
1,313.0 |
|
4.250 |
1,296.8 |
|
|
| Fisher Pivots for day following 23-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,345.4 |
1,346.7 |
| PP |
1,344.6 |
1,346.5 |
| S1 |
1,343.9 |
1,346.3 |
|