| Trading Metrics calculated at close of trading on 24-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2016 |
24-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,951.0 |
2,966.0 |
15.0 |
0.5% |
3,029.0 |
| High |
2,985.0 |
3,001.0 |
16.0 |
0.5% |
3,049.0 |
| Low |
2,951.0 |
2,956.0 |
5.0 |
0.2% |
2,934.0 |
| Close |
2,978.0 |
2,992.0 |
14.0 |
0.5% |
2,954.0 |
| Range |
34.0 |
45.0 |
11.0 |
32.4% |
115.0 |
| ATR |
40.5 |
40.8 |
0.3 |
0.8% |
0.0 |
| Volume |
13,150 |
19,831 |
6,681 |
50.8% |
32,128 |
|
| Daily Pivots for day following 24-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,118.0 |
3,100.0 |
3,016.8 |
|
| R3 |
3,073.0 |
3,055.0 |
3,004.4 |
|
| R2 |
3,028.0 |
3,028.0 |
3,000.3 |
|
| R1 |
3,010.0 |
3,010.0 |
2,996.1 |
3,019.0 |
| PP |
2,983.0 |
2,983.0 |
2,983.0 |
2,987.5 |
| S1 |
2,965.0 |
2,965.0 |
2,987.9 |
2,974.0 |
| S2 |
2,938.0 |
2,938.0 |
2,983.8 |
|
| S3 |
2,893.0 |
2,920.0 |
2,979.6 |
|
| S4 |
2,848.0 |
2,875.0 |
2,967.3 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,324.0 |
3,254.0 |
3,017.3 |
|
| R3 |
3,209.0 |
3,139.0 |
2,985.6 |
|
| R2 |
3,094.0 |
3,094.0 |
2,975.1 |
|
| R1 |
3,024.0 |
3,024.0 |
2,964.5 |
3,001.5 |
| PP |
2,979.0 |
2,979.0 |
2,979.0 |
2,967.8 |
| S1 |
2,909.0 |
2,909.0 |
2,943.5 |
2,886.5 |
| S2 |
2,864.0 |
2,864.0 |
2,932.9 |
|
| S3 |
2,749.0 |
2,794.0 |
2,922.4 |
|
| S4 |
2,634.0 |
2,679.0 |
2,890.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,001.0 |
2,934.0 |
67.0 |
2.2% |
38.8 |
1.3% |
87% |
True |
False |
6,766 |
| 10 |
3,049.0 |
2,934.0 |
115.0 |
3.8% |
33.4 |
1.1% |
50% |
False |
False |
7,400 |
| 20 |
3,049.0 |
2,874.0 |
175.0 |
5.8% |
36.0 |
1.2% |
67% |
False |
False |
4,371 |
| 40 |
3,049.0 |
2,721.0 |
328.0 |
11.0% |
39.5 |
1.3% |
83% |
False |
False |
6,654 |
| 60 |
3,049.0 |
2,649.0 |
400.0 |
13.4% |
41.9 |
1.4% |
86% |
False |
False |
7,259 |
| 80 |
3,056.0 |
2,649.0 |
407.0 |
13.6% |
35.4 |
1.2% |
84% |
False |
False |
6,892 |
| 100 |
3,064.0 |
2,649.0 |
415.0 |
13.9% |
29.9 |
1.0% |
83% |
False |
False |
5,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,192.3 |
|
2.618 |
3,118.8 |
|
1.618 |
3,073.8 |
|
1.000 |
3,046.0 |
|
0.618 |
3,028.8 |
|
HIGH |
3,001.0 |
|
0.618 |
2,983.8 |
|
0.500 |
2,978.5 |
|
0.382 |
2,973.2 |
|
LOW |
2,956.0 |
|
0.618 |
2,928.2 |
|
1.000 |
2,911.0 |
|
1.618 |
2,883.2 |
|
2.618 |
2,838.2 |
|
4.250 |
2,764.8 |
|
|
| Fisher Pivots for day following 24-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,987.5 |
2,983.8 |
| PP |
2,983.0 |
2,975.7 |
| S1 |
2,978.5 |
2,967.5 |
|