| 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 |
10,406.0 |
10,696.5 |
290.5 |
2.8% |
10,434.0 |
| High |
10,700.5 |
10,714.0 |
13.5 |
0.1% |
10,472.0 |
| Low |
10,406.0 |
10,630.5 |
224.5 |
2.2% |
10,088.0 |
| Close |
10,697.0 |
10,654.0 |
-43.0 |
-0.4% |
10,353.0 |
| Range |
294.5 |
83.5 |
-211.0 |
-71.6% |
384.0 |
| ATR |
174.7 |
168.2 |
-6.5 |
-3.7% |
0.0 |
| Volume |
72,186 |
85,880 |
13,694 |
19.0% |
390,458 |
|
| Daily Pivots for day following 10-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,916.7 |
10,868.8 |
10,699.9 |
|
| R3 |
10,833.2 |
10,785.3 |
10,677.0 |
|
| R2 |
10,749.7 |
10,749.7 |
10,669.3 |
|
| R1 |
10,701.8 |
10,701.8 |
10,661.7 |
10,684.0 |
| PP |
10,666.2 |
10,666.2 |
10,666.2 |
10,657.3 |
| S1 |
10,618.3 |
10,618.3 |
10,646.3 |
10,600.5 |
| S2 |
10,582.7 |
10,582.7 |
10,638.7 |
|
| S3 |
10,499.2 |
10,534.8 |
10,631.0 |
|
| S4 |
10,415.7 |
10,451.3 |
10,608.1 |
|
|
| 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 |
10,714.0 |
10,175.5 |
538.5 |
5.1% |
146.0 |
1.4% |
89% |
True |
False |
78,127 |
| 10 |
10,714.0 |
10,088.0 |
626.0 |
5.9% |
148.2 |
1.4% |
90% |
True |
False |
79,717 |
| 20 |
10,714.0 |
9,910.5 |
803.5 |
7.5% |
139.9 |
1.3% |
93% |
True |
False |
77,938 |
| 40 |
10,714.0 |
9,152.5 |
1,561.5 |
14.7% |
176.0 |
1.7% |
96% |
True |
False |
89,637 |
| 60 |
10,714.0 |
9,152.5 |
1,561.5 |
14.7% |
165.8 |
1.6% |
96% |
True |
False |
62,423 |
| 80 |
10,714.0 |
9,152.5 |
1,561.5 |
14.7% |
161.2 |
1.5% |
96% |
True |
False |
46,858 |
| 100 |
10,714.0 |
9,152.5 |
1,561.5 |
14.7% |
158.4 |
1.5% |
96% |
True |
False |
37,521 |
| 120 |
10,714.0 |
9,152.5 |
1,561.5 |
14.7% |
149.8 |
1.4% |
96% |
True |
False |
31,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,068.9 |
|
2.618 |
10,932.6 |
|
1.618 |
10,849.1 |
|
1.000 |
10,797.5 |
|
0.618 |
10,765.6 |
|
HIGH |
10,714.0 |
|
0.618 |
10,682.1 |
|
0.500 |
10,672.3 |
|
0.382 |
10,662.4 |
|
LOW |
10,630.5 |
|
0.618 |
10,578.9 |
|
1.000 |
10,547.0 |
|
1.618 |
10,495.4 |
|
2.618 |
10,411.9 |
|
4.250 |
10,275.6 |
|
|
| Fisher Pivots for day following 10-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,672.3 |
10,621.1 |
| PP |
10,666.2 |
10,588.2 |
| S1 |
10,660.1 |
10,555.3 |
|