| 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 |
16,485 |
16,650 |
165 |
1.0% |
16,390 |
| High |
16,740 |
16,775 |
35 |
0.2% |
16,695 |
| Low |
16,470 |
16,625 |
155 |
0.9% |
15,925 |
| Close |
16,655 |
16,695 |
40 |
0.2% |
16,440 |
| Range |
270 |
150 |
-120 |
-44.4% |
770 |
| ATR |
379 |
362 |
-16 |
-4.3% |
0 |
| Volume |
7,856 |
7,702 |
-154 |
-2.0% |
66,931 |
|
| Daily Pivots for day following 09-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,148 |
17,072 |
16,778 |
|
| R3 |
16,998 |
16,922 |
16,736 |
|
| R2 |
16,848 |
16,848 |
16,723 |
|
| R1 |
16,772 |
16,772 |
16,709 |
16,810 |
| PP |
16,698 |
16,698 |
16,698 |
16,718 |
| S1 |
16,622 |
16,622 |
16,681 |
16,660 |
| S2 |
16,548 |
16,548 |
16,668 |
|
| S3 |
16,398 |
16,472 |
16,654 |
|
| S4 |
16,248 |
16,322 |
16,613 |
|
|
| 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 |
16,775 |
15,925 |
850 |
5.1% |
276 |
1.7% |
91% |
True |
False |
11,056 |
| 10 |
16,895 |
15,925 |
970 |
5.8% |
367 |
2.2% |
79% |
False |
False |
14,524 |
| 20 |
16,990 |
15,925 |
1,065 |
6.4% |
333 |
2.0% |
72% |
False |
False |
15,037 |
| 40 |
16,990 |
14,990 |
2,000 |
12.0% |
410 |
2.5% |
85% |
False |
False |
17,452 |
| 60 |
17,300 |
14,990 |
2,310 |
13.8% |
370 |
2.2% |
74% |
False |
False |
13,134 |
| 80 |
17,830 |
14,990 |
2,840 |
17.0% |
345 |
2.1% |
60% |
False |
False |
9,852 |
| 100 |
17,830 |
14,990 |
2,840 |
17.0% |
288 |
1.7% |
60% |
False |
False |
7,882 |
| 120 |
17,830 |
14,990 |
2,840 |
17.0% |
241 |
1.4% |
60% |
False |
False |
6,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,413 |
|
2.618 |
17,168 |
|
1.618 |
17,018 |
|
1.000 |
16,925 |
|
0.618 |
16,868 |
|
HIGH |
16,775 |
|
0.618 |
16,718 |
|
0.500 |
16,700 |
|
0.382 |
16,682 |
|
LOW |
16,625 |
|
0.618 |
16,532 |
|
1.000 |
16,475 |
|
1.618 |
16,382 |
|
2.618 |
16,232 |
|
4.250 |
15,988 |
|
|
| Fisher Pivots for day following 09-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,700 |
16,627 |
| PP |
16,698 |
16,558 |
| S1 |
16,697 |
16,490 |
|