| 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 |
1,227.8 |
1,228.8 |
1.0 |
0.1% |
1,220.9 |
| High |
1,232.3 |
1,232.1 |
-0.2 |
0.0% |
1,231.8 |
| Low |
1,227.2 |
1,217.3 |
-9.9 |
-0.8% |
1,195.9 |
| Close |
1,229.9 |
1,221.3 |
-8.6 |
-0.7% |
1,228.4 |
| Range |
5.1 |
14.8 |
9.7 |
190.2% |
35.9 |
| ATR |
15.5 |
15.4 |
0.0 |
-0.3% |
0.0 |
| Volume |
48,284 |
64,834 |
16,550 |
34.3% |
362,112 |
|
| Daily Pivots for day following 10-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,268.0 |
1,259.5 |
1,229.5 |
|
| R3 |
1,253.3 |
1,244.8 |
1,225.3 |
|
| R2 |
1,238.3 |
1,238.3 |
1,224.0 |
|
| R1 |
1,229.8 |
1,229.8 |
1,222.8 |
1,226.8 |
| PP |
1,223.5 |
1,223.5 |
1,223.5 |
1,222.0 |
| S1 |
1,215.0 |
1,215.0 |
1,220.0 |
1,212.0 |
| S2 |
1,208.8 |
1,208.8 |
1,218.5 |
|
| S3 |
1,194.0 |
1,200.3 |
1,217.3 |
|
| S4 |
1,179.3 |
1,185.5 |
1,213.3 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,326.5 |
1,313.3 |
1,248.3 |
|
| R3 |
1,290.5 |
1,277.5 |
1,238.3 |
|
| R2 |
1,254.5 |
1,254.5 |
1,235.0 |
|
| R1 |
1,241.5 |
1,241.5 |
1,231.8 |
1,248.0 |
| PP |
1,218.8 |
1,218.8 |
1,218.8 |
1,222.0 |
| S1 |
1,205.5 |
1,205.5 |
1,225.0 |
1,212.3 |
| S2 |
1,182.8 |
1,182.8 |
1,221.8 |
|
| S3 |
1,147.0 |
1,169.8 |
1,218.5 |
|
| S4 |
1,111.0 |
1,133.8 |
1,208.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,234.3 |
1,207.6 |
26.7 |
2.2% |
12.0 |
1.0% |
51% |
False |
False |
59,788 |
| 10 |
1,234.3 |
1,195.9 |
38.4 |
3.1% |
14.3 |
1.2% |
66% |
False |
False |
66,466 |
| 20 |
1,234.3 |
1,194.7 |
39.6 |
3.2% |
13.3 |
1.1% |
67% |
False |
False |
62,575 |
| 40 |
1,234.3 |
1,076.7 |
157.6 |
12.9% |
19.3 |
1.6% |
92% |
False |
False |
83,506 |
| 60 |
1,234.3 |
1,076.7 |
157.6 |
12.9% |
17.0 |
1.4% |
92% |
False |
False |
65,498 |
| 80 |
1,234.3 |
1,076.7 |
157.6 |
12.9% |
14.0 |
1.2% |
92% |
False |
False |
49,125 |
| 100 |
1,234.3 |
1,066.1 |
168.2 |
13.8% |
13.0 |
1.1% |
92% |
False |
False |
39,301 |
| 120 |
1,234.3 |
1,000.5 |
233.8 |
19.1% |
11.3 |
0.9% |
94% |
False |
False |
32,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,295.0 |
|
2.618 |
1,270.8 |
|
1.618 |
1,256.0 |
|
1.000 |
1,247.0 |
|
0.618 |
1,241.3 |
|
HIGH |
1,232.0 |
|
0.618 |
1,226.5 |
|
0.500 |
1,224.8 |
|
0.382 |
1,223.0 |
|
LOW |
1,217.3 |
|
0.618 |
1,208.3 |
|
1.000 |
1,202.5 |
|
1.618 |
1,193.3 |
|
2.618 |
1,178.5 |
|
4.250 |
1,154.5 |
|
|
| Fisher Pivots for day following 10-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,224.8 |
1,225.8 |
| PP |
1,223.5 |
1,224.3 |
| S1 |
1,222.5 |
1,222.8 |
|