| 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 |
1,345.7 |
1,330.3 |
-15.4 |
-1.1% |
1,347.3 |
| High |
1,347.7 |
1,333.4 |
-14.3 |
-1.1% |
1,368.0 |
| Low |
1,330.7 |
1,324.5 |
-6.2 |
-0.5% |
1,344.8 |
| Close |
1,333.3 |
1,327.9 |
-5.4 |
-0.4% |
1,350.0 |
| Range |
17.0 |
8.9 |
-8.1 |
-47.6% |
23.2 |
| ATR |
16.1 |
15.6 |
-0.5 |
-3.2% |
0.0 |
| Volume |
8,676 |
8,802 |
126 |
1.5% |
14,163 |
|
| Daily Pivots for day following 25-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,355.3 |
1,350.5 |
1,332.8 |
|
| R3 |
1,346.4 |
1,341.6 |
1,330.3 |
|
| R2 |
1,337.5 |
1,337.5 |
1,329.5 |
|
| R1 |
1,332.7 |
1,332.7 |
1,328.7 |
1,330.7 |
| PP |
1,328.6 |
1,328.6 |
1,328.6 |
1,327.6 |
| S1 |
1,323.8 |
1,323.8 |
1,327.1 |
1,321.8 |
| S2 |
1,319.7 |
1,319.7 |
1,326.3 |
|
| S3 |
1,310.8 |
1,314.9 |
1,325.5 |
|
| S4 |
1,301.9 |
1,306.0 |
1,323.0 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,423.9 |
1,410.1 |
1,362.8 |
|
| R3 |
1,400.7 |
1,386.9 |
1,356.4 |
|
| R2 |
1,377.5 |
1,377.5 |
1,354.3 |
|
| R1 |
1,363.7 |
1,363.7 |
1,352.1 |
1,370.6 |
| PP |
1,354.3 |
1,354.3 |
1,354.3 |
1,357.7 |
| S1 |
1,340.5 |
1,340.5 |
1,347.9 |
1,347.4 |
| S2 |
1,331.1 |
1,331.1 |
1,345.7 |
|
| S3 |
1,307.9 |
1,317.3 |
1,343.6 |
|
| S4 |
1,284.7 |
1,294.1 |
1,337.2 |
|
|
| 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 |
1,324.5 |
37.0 |
2.8% |
12.0 |
0.9% |
9% |
False |
True |
4,727 |
| 10 |
1,368.0 |
1,324.5 |
43.5 |
3.3% |
13.5 |
1.0% |
8% |
False |
True |
4,337 |
| 20 |
1,378.1 |
1,324.5 |
53.6 |
4.0% |
15.3 |
1.1% |
6% |
False |
True |
4,311 |
| 40 |
1,387.1 |
1,322.3 |
64.8 |
4.9% |
16.0 |
1.2% |
9% |
False |
False |
2,902 |
| 60 |
1,387.1 |
1,220.7 |
166.4 |
12.5% |
16.7 |
1.3% |
64% |
False |
False |
2,585 |
| 80 |
1,387.1 |
1,210.0 |
177.1 |
13.3% |
15.5 |
1.2% |
67% |
False |
False |
2,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,371.2 |
|
2.618 |
1,356.7 |
|
1.618 |
1,347.8 |
|
1.000 |
1,342.3 |
|
0.618 |
1,338.9 |
|
HIGH |
1,333.4 |
|
0.618 |
1,330.0 |
|
0.500 |
1,329.0 |
|
0.382 |
1,327.9 |
|
LOW |
1,324.5 |
|
0.618 |
1,319.0 |
|
1.000 |
1,315.6 |
|
1.618 |
1,310.1 |
|
2.618 |
1,301.2 |
|
4.250 |
1,286.7 |
|
|
| Fisher Pivots for day following 25-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,329.0 |
1,338.6 |
| PP |
1,328.6 |
1,335.0 |
| S1 |
1,328.3 |
1,331.5 |
|