| Trading Metrics calculated at close of trading on 22-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2016 |
22-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,175.00 |
2,174.50 |
-0.50 |
0.0% |
2,173.25 |
| High |
2,177.00 |
2,177.00 |
0.00 |
0.0% |
2,183.25 |
| Low |
2,165.50 |
2,166.50 |
1.00 |
0.0% |
2,158.50 |
| Close |
2,174.50 |
2,174.25 |
-0.25 |
0.0% |
2,174.50 |
| Range |
11.50 |
10.50 |
-1.00 |
-8.7% |
24.75 |
| ATR |
15.18 |
14.84 |
-0.33 |
-2.2% |
0.00 |
| Volume |
4,488 |
5,836 |
1,348 |
30.0% |
27,685 |
|
| Daily Pivots for day following 22-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,204.00 |
2,199.75 |
2,180.00 |
|
| R3 |
2,193.50 |
2,189.25 |
2,177.25 |
|
| R2 |
2,183.00 |
2,183.00 |
2,176.25 |
|
| R1 |
2,178.75 |
2,178.75 |
2,175.25 |
2,175.50 |
| PP |
2,172.50 |
2,172.50 |
2,172.50 |
2,171.00 |
| S1 |
2,168.25 |
2,168.25 |
2,173.25 |
2,165.00 |
| S2 |
2,162.00 |
2,162.00 |
2,172.25 |
|
| S3 |
2,151.50 |
2,157.75 |
2,171.25 |
|
| S4 |
2,141.00 |
2,147.25 |
2,168.50 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,246.25 |
2,235.25 |
2,188.00 |
|
| R3 |
2,221.50 |
2,210.50 |
2,181.25 |
|
| R2 |
2,196.75 |
2,196.75 |
2,179.00 |
|
| R1 |
2,185.75 |
2,185.75 |
2,176.75 |
2,191.25 |
| PP |
2,172.00 |
2,172.00 |
2,172.00 |
2,175.00 |
| S1 |
2,161.00 |
2,161.00 |
2,172.25 |
2,166.50 |
| S2 |
2,147.25 |
2,147.25 |
2,170.00 |
|
| S3 |
2,122.50 |
2,136.25 |
2,167.75 |
|
| S4 |
2,097.75 |
2,111.50 |
2,161.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,178.75 |
2,158.50 |
20.25 |
0.9% |
11.50 |
0.5% |
78% |
False |
False |
5,686 |
| 10 |
2,183.25 |
2,158.50 |
24.75 |
1.1% |
11.25 |
0.5% |
64% |
False |
False |
4,672 |
| 20 |
2,183.25 |
2,134.00 |
49.25 |
2.3% |
13.50 |
0.6% |
82% |
False |
False |
4,738 |
| 40 |
2,183.25 |
1,972.25 |
211.00 |
9.7% |
18.75 |
0.9% |
96% |
False |
False |
3,928 |
| 60 |
2,183.25 |
1,972.25 |
211.00 |
9.7% |
20.50 |
0.9% |
96% |
False |
False |
3,102 |
| 80 |
2,183.25 |
1,972.25 |
211.00 |
9.7% |
21.00 |
1.0% |
96% |
False |
False |
2,458 |
| 100 |
2,183.25 |
1,972.25 |
211.00 |
9.7% |
21.00 |
1.0% |
96% |
False |
False |
2,030 |
| 120 |
2,183.25 |
1,944.25 |
239.00 |
11.0% |
20.75 |
1.0% |
96% |
False |
False |
1,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,221.50 |
|
2.618 |
2,204.50 |
|
1.618 |
2,194.00 |
|
1.000 |
2,187.50 |
|
0.618 |
2,183.50 |
|
HIGH |
2,177.00 |
|
0.618 |
2,173.00 |
|
0.500 |
2,171.75 |
|
0.382 |
2,170.50 |
|
LOW |
2,166.50 |
|
0.618 |
2,160.00 |
|
1.000 |
2,156.00 |
|
1.618 |
2,149.50 |
|
2.618 |
2,139.00 |
|
4.250 |
2,122.00 |
|
|
| Fisher Pivots for day following 22-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,173.50 |
2,173.25 |
| PP |
2,172.50 |
2,172.25 |
| S1 |
2,171.75 |
2,171.25 |
|