| 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 |
10,427.5 |
10,406.0 |
-21.5 |
-0.2% |
10,434.0 |
| High |
10,479.0 |
10,700.5 |
221.5 |
2.1% |
10,472.0 |
| Low |
10,396.5 |
10,406.0 |
9.5 |
0.1% |
10,088.0 |
| Close |
10,433.5 |
10,697.0 |
263.5 |
2.5% |
10,353.0 |
| Range |
82.5 |
294.5 |
212.0 |
257.0% |
384.0 |
| ATR |
165.5 |
174.7 |
9.2 |
5.6% |
0.0 |
| Volume |
96,697 |
72,186 |
-24,511 |
-25.3% |
390,458 |
|
| Daily Pivots for day following 09-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,484.7 |
11,385.3 |
10,859.0 |
|
| R3 |
11,190.2 |
11,090.8 |
10,778.0 |
|
| R2 |
10,895.7 |
10,895.7 |
10,751.0 |
|
| R1 |
10,796.3 |
10,796.3 |
10,724.0 |
10,846.0 |
| PP |
10,601.2 |
10,601.2 |
10,601.2 |
10,626.0 |
| S1 |
10,501.8 |
10,501.8 |
10,670.0 |
10,551.5 |
| S2 |
10,306.7 |
10,306.7 |
10,643.0 |
|
| S3 |
10,012.2 |
10,207.3 |
10,616.0 |
|
| S4 |
9,717.7 |
9,912.8 |
10,535.0 |
|
|
| 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 |
10,700.5 |
10,088.0 |
612.5 |
5.7% |
155.0 |
1.4% |
99% |
True |
False |
77,359 |
| 10 |
10,700.5 |
10,088.0 |
612.5 |
5.7% |
147.0 |
1.4% |
99% |
True |
False |
79,934 |
| 20 |
10,700.5 |
9,887.5 |
813.0 |
7.6% |
141.0 |
1.3% |
100% |
True |
False |
78,154 |
| 40 |
10,700.5 |
9,152.5 |
1,548.0 |
14.5% |
177.1 |
1.7% |
100% |
True |
False |
88,854 |
| 60 |
10,700.5 |
9,152.5 |
1,548.0 |
14.5% |
164.4 |
1.5% |
100% |
True |
False |
60,992 |
| 80 |
10,700.5 |
9,152.5 |
1,548.0 |
14.5% |
163.0 |
1.5% |
100% |
True |
False |
45,787 |
| 100 |
10,700.5 |
9,152.5 |
1,548.0 |
14.5% |
160.3 |
1.5% |
100% |
True |
False |
36,663 |
| 120 |
10,700.5 |
9,152.5 |
1,548.0 |
14.5% |
149.8 |
1.4% |
100% |
True |
False |
30,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,952.1 |
|
2.618 |
11,471.5 |
|
1.618 |
11,177.0 |
|
1.000 |
10,995.0 |
|
0.618 |
10,882.5 |
|
HIGH |
10,700.5 |
|
0.618 |
10,588.0 |
|
0.500 |
10,553.3 |
|
0.382 |
10,518.5 |
|
LOW |
10,406.0 |
|
0.618 |
10,224.0 |
|
1.000 |
10,111.5 |
|
1.618 |
9,929.5 |
|
2.618 |
9,635.0 |
|
4.250 |
9,154.4 |
|
|
| Fisher Pivots for day following 09-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,649.1 |
10,616.3 |
| PP |
10,601.2 |
10,535.5 |
| S1 |
10,553.3 |
10,454.8 |
|