| Trading Metrics calculated at close of trading on 09-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2016 |
09-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,986.0 |
2,976.0 |
-10.0 |
-0.3% |
3,022.0 |
| High |
2,999.0 |
3,029.0 |
30.0 |
1.0% |
3,030.0 |
| Low |
2,975.0 |
2,976.0 |
1.0 |
0.0% |
2,888.0 |
| Close |
2,984.0 |
3,028.0 |
44.0 |
1.5% |
2,970.0 |
| Range |
24.0 |
53.0 |
29.0 |
120.8% |
142.0 |
| ATR |
52.3 |
52.4 |
0.0 |
0.1% |
0.0 |
| Volume |
887,388 |
707,766 |
-179,622 |
-20.2% |
4,485,416 |
|
| Daily Pivots for day following 09-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,170.0 |
3,152.0 |
3,057.2 |
|
| R3 |
3,117.0 |
3,099.0 |
3,042.6 |
|
| R2 |
3,064.0 |
3,064.0 |
3,037.7 |
|
| R1 |
3,046.0 |
3,046.0 |
3,032.9 |
3,055.0 |
| PP |
3,011.0 |
3,011.0 |
3,011.0 |
3,015.5 |
| S1 |
2,993.0 |
2,993.0 |
3,023.1 |
3,002.0 |
| S2 |
2,958.0 |
2,958.0 |
3,018.3 |
|
| S3 |
2,905.0 |
2,940.0 |
3,013.4 |
|
| S4 |
2,852.0 |
2,887.0 |
2,998.9 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,388.7 |
3,321.3 |
3,048.1 |
|
| R3 |
3,246.7 |
3,179.3 |
3,009.1 |
|
| R2 |
3,104.7 |
3,104.7 |
2,996.0 |
|
| R1 |
3,037.3 |
3,037.3 |
2,983.0 |
3,000.0 |
| PP |
2,962.7 |
2,962.7 |
2,962.7 |
2,944.0 |
| S1 |
2,895.3 |
2,895.3 |
2,957.0 |
2,858.0 |
| S2 |
2,820.7 |
2,820.7 |
2,944.0 |
|
| S3 |
2,678.7 |
2,753.3 |
2,931.0 |
|
| S4 |
2,536.7 |
2,611.3 |
2,891.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,029.0 |
2,888.0 |
141.0 |
4.7% |
37.8 |
1.2% |
99% |
True |
False |
795,421 |
| 10 |
3,030.0 |
2,888.0 |
142.0 |
4.7% |
43.9 |
1.4% |
99% |
False |
False |
879,673 |
| 20 |
3,030.0 |
2,888.0 |
142.0 |
4.7% |
41.9 |
1.4% |
99% |
False |
False |
932,669 |
| 40 |
3,058.0 |
2,645.0 |
413.0 |
13.6% |
55.6 |
1.8% |
93% |
False |
False |
1,272,519 |
| 60 |
3,078.0 |
2,645.0 |
433.0 |
14.3% |
52.5 |
1.7% |
88% |
False |
False |
927,818 |
| 80 |
3,078.0 |
2,645.0 |
433.0 |
14.3% |
50.9 |
1.7% |
88% |
False |
False |
697,792 |
| 100 |
3,078.0 |
2,645.0 |
433.0 |
14.3% |
50.3 |
1.7% |
88% |
False |
False |
560,065 |
| 120 |
3,078.0 |
2,645.0 |
433.0 |
14.3% |
47.1 |
1.6% |
88% |
False |
False |
467,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,254.3 |
|
2.618 |
3,167.8 |
|
1.618 |
3,114.8 |
|
1.000 |
3,082.0 |
|
0.618 |
3,061.8 |
|
HIGH |
3,029.0 |
|
0.618 |
3,008.8 |
|
0.500 |
3,002.5 |
|
0.382 |
2,996.2 |
|
LOW |
2,976.0 |
|
0.618 |
2,943.2 |
|
1.000 |
2,923.0 |
|
1.618 |
2,890.2 |
|
2.618 |
2,837.2 |
|
4.250 |
2,750.8 |
|
|
| Fisher Pivots for day following 09-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,019.5 |
3,011.8 |
| PP |
3,011.0 |
2,995.7 |
| S1 |
3,002.5 |
2,979.5 |
|