| 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 |
2,178.00 |
2,167.25 |
-10.75 |
-0.5% |
2,173.25 |
| High |
2,180.50 |
2,170.00 |
-10.50 |
-0.5% |
2,183.25 |
| Low |
2,162.00 |
2,160.25 |
-1.75 |
-0.1% |
2,158.50 |
| Close |
2,167.75 |
2,166.50 |
-1.25 |
-0.1% |
2,174.50 |
| Range |
18.50 |
9.75 |
-8.75 |
-47.3% |
24.75 |
| ATR |
14.91 |
14.55 |
-0.37 |
-2.5% |
0.00 |
| Volume |
6,698 |
10,111 |
3,413 |
51.0% |
27,685 |
|
| Daily Pivots for day following 25-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,194.75 |
2,190.50 |
2,171.75 |
|
| R3 |
2,185.00 |
2,180.75 |
2,169.25 |
|
| R2 |
2,175.25 |
2,175.25 |
2,168.25 |
|
| R1 |
2,171.00 |
2,171.00 |
2,167.50 |
2,168.25 |
| PP |
2,165.50 |
2,165.50 |
2,165.50 |
2,164.25 |
| S1 |
2,161.25 |
2,161.25 |
2,165.50 |
2,158.50 |
| S2 |
2,155.75 |
2,155.75 |
2,164.75 |
|
| S3 |
2,146.00 |
2,151.50 |
2,163.75 |
|
| S4 |
2,136.25 |
2,141.75 |
2,161.25 |
|
|
| 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 |
2,184.25 |
2,160.25 |
24.00 |
1.1% |
12.50 |
0.6% |
26% |
False |
True |
6,917 |
| 10 |
2,184.25 |
2,158.50 |
25.75 |
1.2% |
11.50 |
0.5% |
31% |
False |
False |
5,957 |
| 20 |
2,184.25 |
2,134.00 |
50.25 |
2.3% |
13.25 |
0.6% |
65% |
False |
False |
5,050 |
| 40 |
2,184.25 |
2,048.00 |
136.25 |
6.3% |
16.50 |
0.8% |
87% |
False |
False |
4,272 |
| 60 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
20.25 |
0.9% |
92% |
False |
False |
3,489 |
| 80 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
20.50 |
0.9% |
92% |
False |
False |
2,735 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
20.75 |
1.0% |
92% |
False |
False |
2,267 |
| 120 |
2,184.25 |
1,944.25 |
240.00 |
11.1% |
20.50 |
1.0% |
93% |
False |
False |
1,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,211.50 |
|
2.618 |
2,195.50 |
|
1.618 |
2,185.75 |
|
1.000 |
2,179.75 |
|
0.618 |
2,176.00 |
|
HIGH |
2,170.00 |
|
0.618 |
2,166.25 |
|
0.500 |
2,165.00 |
|
0.382 |
2,164.00 |
|
LOW |
2,160.25 |
|
0.618 |
2,154.25 |
|
1.000 |
2,150.50 |
|
1.618 |
2,144.50 |
|
2.618 |
2,134.75 |
|
4.250 |
2,118.75 |
|
|
| Fisher Pivots for day following 25-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,166.00 |
2,172.25 |
| PP |
2,165.50 |
2,170.25 |
| S1 |
2,165.00 |
2,168.50 |
|