| Trading Metrics calculated at close of trading on 10-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2016 |
10-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,976.0 |
3,024.0 |
48.0 |
1.6% |
3,022.0 |
| High |
3,029.0 |
3,031.0 |
2.0 |
0.1% |
3,030.0 |
| Low |
2,976.0 |
3,012.0 |
36.0 |
1.2% |
2,888.0 |
| Close |
3,028.0 |
3,018.0 |
-10.0 |
-0.3% |
2,970.0 |
| Range |
53.0 |
19.0 |
-34.0 |
-64.2% |
142.0 |
| ATR |
52.4 |
50.0 |
-2.4 |
-4.6% |
0.0 |
| Volume |
707,766 |
821,730 |
113,964 |
16.1% |
4,485,416 |
|
| Daily Pivots for day following 10-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,077.3 |
3,066.7 |
3,028.5 |
|
| R3 |
3,058.3 |
3,047.7 |
3,023.2 |
|
| R2 |
3,039.3 |
3,039.3 |
3,021.5 |
|
| R1 |
3,028.7 |
3,028.7 |
3,019.7 |
3,024.5 |
| PP |
3,020.3 |
3,020.3 |
3,020.3 |
3,018.3 |
| S1 |
3,009.7 |
3,009.7 |
3,016.3 |
3,005.5 |
| S2 |
3,001.3 |
3,001.3 |
3,014.5 |
|
| S3 |
2,982.3 |
2,990.7 |
3,012.8 |
|
| S4 |
2,963.3 |
2,971.7 |
3,007.6 |
|
|
| 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 |
3,031.0 |
2,914.0 |
117.0 |
3.9% |
35.0 |
1.2% |
89% |
True |
False |
776,449 |
| 10 |
3,031.0 |
2,888.0 |
143.0 |
4.7% |
42.5 |
1.4% |
91% |
True |
False |
862,555 |
| 20 |
3,031.0 |
2,888.0 |
143.0 |
4.7% |
41.3 |
1.4% |
91% |
True |
False |
904,317 |
| 40 |
3,058.0 |
2,645.0 |
413.0 |
13.7% |
54.8 |
1.8% |
90% |
False |
False |
1,250,790 |
| 60 |
3,078.0 |
2,645.0 |
433.0 |
14.3% |
52.1 |
1.7% |
86% |
False |
False |
940,999 |
| 80 |
3,078.0 |
2,645.0 |
433.0 |
14.3% |
50.4 |
1.7% |
86% |
False |
False |
708,062 |
| 100 |
3,078.0 |
2,645.0 |
433.0 |
14.3% |
50.1 |
1.7% |
86% |
False |
False |
567,949 |
| 120 |
3,078.0 |
2,645.0 |
433.0 |
14.3% |
47.2 |
1.6% |
86% |
False |
False |
474,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,111.8 |
|
2.618 |
3,080.7 |
|
1.618 |
3,061.7 |
|
1.000 |
3,050.0 |
|
0.618 |
3,042.7 |
|
HIGH |
3,031.0 |
|
0.618 |
3,023.7 |
|
0.500 |
3,021.5 |
|
0.382 |
3,019.3 |
|
LOW |
3,012.0 |
|
0.618 |
3,000.3 |
|
1.000 |
2,993.0 |
|
1.618 |
2,981.3 |
|
2.618 |
2,962.3 |
|
4.250 |
2,931.3 |
|
|
| Fisher Pivots for day following 10-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,021.5 |
3,013.0 |
| PP |
3,020.3 |
3,008.0 |
| S1 |
3,019.2 |
3,003.0 |
|