| 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 |
16,650 |
16,695 |
45 |
0.3% |
16,390 |
| High |
16,775 |
16,825 |
50 |
0.3% |
16,695 |
| Low |
16,625 |
16,655 |
30 |
0.2% |
15,925 |
| Close |
16,695 |
16,705 |
10 |
0.1% |
16,440 |
| Range |
150 |
170 |
20 |
13.3% |
770 |
| ATR |
362 |
349 |
-14 |
-3.8% |
0 |
| Volume |
7,702 |
8,812 |
1,110 |
14.4% |
66,931 |
|
| Daily Pivots for day following 10-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,238 |
17,142 |
16,799 |
|
| R3 |
17,068 |
16,972 |
16,752 |
|
| R2 |
16,898 |
16,898 |
16,736 |
|
| R1 |
16,802 |
16,802 |
16,721 |
16,850 |
| PP |
16,728 |
16,728 |
16,728 |
16,753 |
| S1 |
16,632 |
16,632 |
16,690 |
16,680 |
| S2 |
16,558 |
16,558 |
16,674 |
|
| S3 |
16,388 |
16,462 |
16,658 |
|
| S4 |
16,218 |
16,292 |
16,612 |
|
|
| 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 |
16,825 |
15,925 |
900 |
5.4% |
249 |
1.5% |
87% |
True |
False |
10,202 |
| 10 |
16,825 |
15,925 |
900 |
5.4% |
344 |
2.1% |
87% |
True |
False |
13,423 |
| 20 |
16,990 |
15,925 |
1,065 |
6.4% |
324 |
1.9% |
73% |
False |
False |
14,270 |
| 40 |
16,990 |
14,990 |
2,000 |
12.0% |
405 |
2.4% |
86% |
False |
False |
17,251 |
| 60 |
17,300 |
14,990 |
2,310 |
13.8% |
370 |
2.2% |
74% |
False |
False |
13,280 |
| 80 |
17,830 |
14,990 |
2,840 |
17.0% |
343 |
2.1% |
60% |
False |
False |
9,962 |
| 100 |
17,830 |
14,990 |
2,840 |
17.0% |
290 |
1.7% |
60% |
False |
False |
7,970 |
| 120 |
17,830 |
14,990 |
2,840 |
17.0% |
242 |
1.4% |
60% |
False |
False |
6,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,548 |
|
2.618 |
17,270 |
|
1.618 |
17,100 |
|
1.000 |
16,995 |
|
0.618 |
16,930 |
|
HIGH |
16,825 |
|
0.618 |
16,760 |
|
0.500 |
16,740 |
|
0.382 |
16,720 |
|
LOW |
16,655 |
|
0.618 |
16,550 |
|
1.000 |
16,485 |
|
1.618 |
16,380 |
|
2.618 |
16,210 |
|
4.250 |
15,933 |
|
|
| Fisher Pivots for day following 10-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,740 |
16,686 |
| PP |
16,728 |
16,667 |
| S1 |
16,717 |
16,648 |
|