| 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 |
10,250.0 |
10,427.5 |
177.5 |
1.7% |
10,434.0 |
| High |
10,374.5 |
10,479.0 |
104.5 |
1.0% |
10,472.0 |
| Low |
10,209.0 |
10,396.5 |
187.5 |
1.8% |
10,088.0 |
| Close |
10,353.0 |
10,433.5 |
80.5 |
0.8% |
10,353.0 |
| Range |
165.5 |
82.5 |
-83.0 |
-50.2% |
384.0 |
| ATR |
168.6 |
165.5 |
-3.0 |
-1.8% |
0.0 |
| Volume |
61,894 |
96,697 |
34,803 |
56.2% |
390,458 |
|
| Daily Pivots for day following 08-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,683.8 |
10,641.2 |
10,478.9 |
|
| R3 |
10,601.3 |
10,558.7 |
10,456.2 |
|
| R2 |
10,518.8 |
10,518.8 |
10,448.6 |
|
| R1 |
10,476.2 |
10,476.2 |
10,441.1 |
10,497.5 |
| PP |
10,436.3 |
10,436.3 |
10,436.3 |
10,447.0 |
| S1 |
10,393.7 |
10,393.7 |
10,425.9 |
10,415.0 |
| S2 |
10,353.8 |
10,353.8 |
10,418.4 |
|
| S3 |
10,271.3 |
10,311.2 |
10,410.8 |
|
| S4 |
10,188.8 |
10,228.7 |
10,388.1 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,456.3 |
11,288.7 |
10,564.2 |
|
| R3 |
11,072.3 |
10,904.7 |
10,458.6 |
|
| R2 |
10,688.3 |
10,688.3 |
10,423.4 |
|
| R1 |
10,520.7 |
10,520.7 |
10,388.2 |
10,412.5 |
| PP |
10,304.3 |
10,304.3 |
10,304.3 |
10,250.3 |
| S1 |
10,136.7 |
10,136.7 |
10,317.8 |
10,028.5 |
| S2 |
9,920.3 |
9,920.3 |
10,282.6 |
|
| S3 |
9,536.3 |
9,752.7 |
10,247.4 |
|
| S4 |
9,152.3 |
9,368.7 |
10,141.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,479.0 |
10,088.0 |
391.0 |
3.7% |
141.1 |
1.4% |
88% |
True |
False |
79,429 |
| 10 |
10,479.0 |
10,088.0 |
391.0 |
3.7% |
130.8 |
1.3% |
88% |
True |
False |
80,059 |
| 20 |
10,479.0 |
9,786.0 |
693.0 |
6.6% |
137.2 |
1.3% |
93% |
True |
False |
77,866 |
| 40 |
10,479.0 |
9,152.5 |
1,326.5 |
12.7% |
173.5 |
1.7% |
97% |
True |
False |
88,557 |
| 60 |
10,479.0 |
9,152.5 |
1,326.5 |
12.7% |
162.9 |
1.6% |
97% |
True |
False |
59,791 |
| 80 |
10,508.0 |
9,152.5 |
1,355.5 |
13.0% |
160.2 |
1.5% |
95% |
False |
False |
44,887 |
| 100 |
10,508.0 |
9,152.5 |
1,355.5 |
13.0% |
157.8 |
1.5% |
95% |
False |
False |
35,942 |
| 120 |
10,508.0 |
9,152.5 |
1,355.5 |
13.0% |
149.3 |
1.4% |
95% |
False |
False |
29,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,829.6 |
|
2.618 |
10,695.0 |
|
1.618 |
10,612.5 |
|
1.000 |
10,561.5 |
|
0.618 |
10,530.0 |
|
HIGH |
10,479.0 |
|
0.618 |
10,447.5 |
|
0.500 |
10,437.8 |
|
0.382 |
10,428.0 |
|
LOW |
10,396.5 |
|
0.618 |
10,345.5 |
|
1.000 |
10,314.0 |
|
1.618 |
10,263.0 |
|
2.618 |
10,180.5 |
|
4.250 |
10,045.9 |
|
|
| Fisher Pivots for day following 08-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,437.8 |
10,398.1 |
| PP |
10,436.3 |
10,362.7 |
| S1 |
10,434.9 |
10,327.3 |
|