| Trading Metrics calculated at close of trading on 11-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2016 |
11-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
10,696.5 |
10,676.0 |
-20.5 |
-0.2% |
10,434.0 |
| High |
10,714.0 |
10,744.0 |
30.0 |
0.3% |
10,472.0 |
| Low |
10,630.5 |
10,629.0 |
-1.5 |
0.0% |
10,088.0 |
| Close |
10,654.0 |
10,720.5 |
66.5 |
0.6% |
10,353.0 |
| Range |
83.5 |
115.0 |
31.5 |
37.7% |
384.0 |
| ATR |
168.2 |
164.4 |
-3.8 |
-2.3% |
0.0 |
| Volume |
85,880 |
59,000 |
-26,880 |
-31.3% |
390,458 |
|
| Daily Pivots for day following 11-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,042.8 |
10,996.7 |
10,783.8 |
|
| R3 |
10,927.8 |
10,881.7 |
10,752.1 |
|
| R2 |
10,812.8 |
10,812.8 |
10,741.6 |
|
| R1 |
10,766.7 |
10,766.7 |
10,731.0 |
10,789.8 |
| PP |
10,697.8 |
10,697.8 |
10,697.8 |
10,709.4 |
| S1 |
10,651.7 |
10,651.7 |
10,710.0 |
10,674.8 |
| S2 |
10,582.8 |
10,582.8 |
10,699.4 |
|
| S3 |
10,467.8 |
10,536.7 |
10,688.9 |
|
| S4 |
10,352.8 |
10,421.7 |
10,657.3 |
|
|
| 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 |
10,744.0 |
10,209.0 |
535.0 |
5.0% |
148.2 |
1.4% |
96% |
True |
False |
75,131 |
| 10 |
10,744.0 |
10,088.0 |
656.0 |
6.1% |
147.5 |
1.4% |
96% |
True |
False |
78,324 |
| 20 |
10,744.0 |
9,910.5 |
833.5 |
7.8% |
137.6 |
1.3% |
97% |
True |
False |
77,377 |
| 40 |
10,744.0 |
9,152.5 |
1,591.5 |
14.8% |
176.0 |
1.6% |
99% |
True |
False |
89,152 |
| 60 |
10,744.0 |
9,152.5 |
1,591.5 |
14.8% |
163.6 |
1.5% |
99% |
True |
False |
63,404 |
| 80 |
10,744.0 |
9,152.5 |
1,591.5 |
14.8% |
160.1 |
1.5% |
99% |
True |
False |
47,594 |
| 100 |
10,744.0 |
9,152.5 |
1,591.5 |
14.8% |
158.6 |
1.5% |
99% |
True |
False |
38,110 |
| 120 |
10,744.0 |
9,152.5 |
1,591.5 |
14.8% |
150.0 |
1.4% |
99% |
True |
False |
31,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,232.8 |
|
2.618 |
11,045.1 |
|
1.618 |
10,930.1 |
|
1.000 |
10,859.0 |
|
0.618 |
10,815.1 |
|
HIGH |
10,744.0 |
|
0.618 |
10,700.1 |
|
0.500 |
10,686.5 |
|
0.382 |
10,672.9 |
|
LOW |
10,629.0 |
|
0.618 |
10,557.9 |
|
1.000 |
10,514.0 |
|
1.618 |
10,442.9 |
|
2.618 |
10,327.9 |
|
4.250 |
10,140.3 |
|
|
| Fisher Pivots for day following 11-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,709.2 |
10,672.0 |
| PP |
10,697.8 |
10,623.5 |
| S1 |
10,686.5 |
10,575.0 |
|