| Trading Metrics calculated at close of trading on 30-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2016 |
30-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1,326.5 |
1,330.0 |
3.5 |
0.3% |
1,346.1 |
| High |
1,331.5 |
1,331.7 |
0.2 |
0.0% |
1,352.7 |
| Low |
1,320.7 |
1,315.4 |
-5.3 |
-0.4% |
1,324.5 |
| Close |
1,330.2 |
1,319.8 |
-10.4 |
-0.8% |
1,329.0 |
| Range |
10.8 |
16.3 |
5.5 |
50.9% |
28.2 |
| ATR |
15.8 |
15.8 |
0.0 |
0.2% |
0.0 |
| Volume |
980 |
3,075 |
2,095 |
213.8% |
33,506 |
|
| Daily Pivots for day following 30-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,371.2 |
1,361.8 |
1,328.8 |
|
| R3 |
1,354.9 |
1,345.5 |
1,324.3 |
|
| R2 |
1,338.6 |
1,338.6 |
1,322.8 |
|
| R1 |
1,329.2 |
1,329.2 |
1,321.3 |
1,325.8 |
| PP |
1,322.3 |
1,322.3 |
1,322.3 |
1,320.6 |
| S1 |
1,312.9 |
1,312.9 |
1,318.3 |
1,309.5 |
| S2 |
1,306.0 |
1,306.0 |
1,316.8 |
|
| S3 |
1,289.7 |
1,296.6 |
1,315.3 |
|
| S4 |
1,273.4 |
1,280.3 |
1,310.8 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,420.0 |
1,402.7 |
1,344.5 |
|
| R3 |
1,391.8 |
1,374.5 |
1,336.8 |
|
| R2 |
1,363.6 |
1,363.6 |
1,334.2 |
|
| R1 |
1,346.3 |
1,346.3 |
1,331.6 |
1,340.9 |
| PP |
1,335.4 |
1,335.4 |
1,335.4 |
1,332.7 |
| S1 |
1,318.1 |
1,318.1 |
1,326.4 |
1,312.7 |
| S2 |
1,307.2 |
1,307.2 |
1,323.8 |
|
| S3 |
1,279.0 |
1,289.9 |
1,321.2 |
|
| S4 |
1,250.8 |
1,261.7 |
1,313.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,349.0 |
1,315.4 |
33.6 |
2.5% |
15.5 |
1.2% |
13% |
False |
True |
6,604 |
| 10 |
1,365.0 |
1,315.4 |
49.6 |
3.8% |
13.7 |
1.0% |
9% |
False |
True |
4,496 |
| 20 |
1,377.4 |
1,315.4 |
62.0 |
4.7% |
15.1 |
1.1% |
7% |
False |
True |
4,720 |
| 40 |
1,387.1 |
1,315.4 |
71.7 |
5.4% |
16.4 |
1.2% |
6% |
False |
True |
3,209 |
| 60 |
1,387.1 |
1,249.9 |
137.2 |
10.4% |
17.1 |
1.3% |
51% |
False |
False |
2,794 |
| 80 |
1,387.1 |
1,210.0 |
177.1 |
13.4% |
15.7 |
1.2% |
62% |
False |
False |
2,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,401.0 |
|
2.618 |
1,374.4 |
|
1.618 |
1,358.1 |
|
1.000 |
1,348.0 |
|
0.618 |
1,341.8 |
|
HIGH |
1,331.7 |
|
0.618 |
1,325.5 |
|
0.500 |
1,323.6 |
|
0.382 |
1,321.6 |
|
LOW |
1,315.4 |
|
0.618 |
1,305.3 |
|
1.000 |
1,299.1 |
|
1.618 |
1,289.0 |
|
2.618 |
1,272.7 |
|
4.250 |
1,246.1 |
|
|
| Fisher Pivots for day following 30-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,323.6 |
1,332.2 |
| PP |
1,322.3 |
1,328.1 |
| S1 |
1,321.1 |
1,323.9 |
|