| Trading Metrics calculated at close of trading on 08-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2016 |
08-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
16,255 |
16,485 |
230 |
1.4% |
16,390 |
| High |
16,505 |
16,740 |
235 |
1.4% |
16,695 |
| Low |
16,205 |
16,470 |
265 |
1.6% |
15,925 |
| Close |
16,440 |
16,655 |
215 |
1.3% |
16,440 |
| Range |
300 |
270 |
-30 |
-10.0% |
770 |
| ATR |
385 |
379 |
-6 |
-1.6% |
0 |
| Volume |
12,016 |
7,856 |
-4,160 |
-34.6% |
66,931 |
|
| Daily Pivots for day following 08-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,432 |
17,313 |
16,804 |
|
| R3 |
17,162 |
17,043 |
16,729 |
|
| R2 |
16,892 |
16,892 |
16,705 |
|
| R1 |
16,773 |
16,773 |
16,680 |
16,833 |
| PP |
16,622 |
16,622 |
16,622 |
16,651 |
| S1 |
16,503 |
16,503 |
16,630 |
16,563 |
| S2 |
16,352 |
16,352 |
16,606 |
|
| S3 |
16,082 |
16,233 |
16,581 |
|
| S4 |
15,812 |
15,963 |
16,507 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,663 |
18,322 |
16,864 |
|
| R3 |
17,893 |
17,552 |
16,652 |
|
| R2 |
17,123 |
17,123 |
16,581 |
|
| R1 |
16,782 |
16,782 |
16,511 |
16,953 |
| PP |
16,353 |
16,353 |
16,353 |
16,439 |
| S1 |
16,012 |
16,012 |
16,370 |
16,183 |
| S2 |
15,583 |
15,583 |
16,299 |
|
| S3 |
14,813 |
15,242 |
16,228 |
|
| S4 |
14,043 |
14,472 |
16,017 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,740 |
15,925 |
815 |
4.9% |
354 |
2.1% |
90% |
True |
False |
12,504 |
| 10 |
16,895 |
15,925 |
970 |
5.8% |
387 |
2.3% |
75% |
False |
False |
15,370 |
| 20 |
16,990 |
15,925 |
1,065 |
6.4% |
354 |
2.1% |
69% |
False |
False |
15,968 |
| 40 |
16,990 |
14,990 |
2,000 |
12.0% |
416 |
2.5% |
83% |
False |
False |
17,676 |
| 60 |
17,300 |
14,990 |
2,310 |
13.9% |
375 |
2.3% |
72% |
False |
False |
13,006 |
| 80 |
17,830 |
14,990 |
2,840 |
17.1% |
344 |
2.1% |
59% |
False |
False |
9,756 |
| 100 |
17,830 |
14,990 |
2,840 |
17.1% |
288 |
1.7% |
59% |
False |
False |
7,805 |
| 120 |
17,830 |
14,990 |
2,840 |
17.1% |
240 |
1.4% |
59% |
False |
False |
6,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,888 |
|
2.618 |
17,447 |
|
1.618 |
17,177 |
|
1.000 |
17,010 |
|
0.618 |
16,907 |
|
HIGH |
16,740 |
|
0.618 |
16,637 |
|
0.500 |
16,605 |
|
0.382 |
16,573 |
|
LOW |
16,470 |
|
0.618 |
16,303 |
|
1.000 |
16,200 |
|
1.618 |
16,033 |
|
2.618 |
15,763 |
|
4.250 |
15,323 |
|
|
| Fisher Pivots for day following 08-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,638 |
16,548 |
| PP |
16,622 |
16,440 |
| S1 |
16,605 |
16,333 |
|