| Trading Metrics calculated at close of trading on 15-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2016 |
15-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
10,723.0 |
10,721.0 |
-2.0 |
0.0% |
10,427.5 |
| High |
10,734.5 |
10,804.0 |
69.5 |
0.6% |
10,744.0 |
| Low |
10,680.0 |
10,710.5 |
30.5 |
0.3% |
10,396.5 |
| Close |
10,717.0 |
10,747.5 |
30.5 |
0.3% |
10,717.0 |
| Range |
54.5 |
93.5 |
39.0 |
71.6% |
347.5 |
| ATR |
156.6 |
152.1 |
-4.5 |
-2.9% |
0.0 |
| Volume |
52,799 |
79,633 |
26,834 |
50.8% |
366,562 |
|
| Daily Pivots for day following 15-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,034.5 |
10,984.5 |
10,798.9 |
|
| R3 |
10,941.0 |
10,891.0 |
10,773.2 |
|
| R2 |
10,847.5 |
10,847.5 |
10,764.6 |
|
| R1 |
10,797.5 |
10,797.5 |
10,756.1 |
10,822.5 |
| PP |
10,754.0 |
10,754.0 |
10,754.0 |
10,766.5 |
| S1 |
10,704.0 |
10,704.0 |
10,738.9 |
10,729.0 |
| S2 |
10,660.5 |
10,660.5 |
10,730.4 |
|
| S3 |
10,567.0 |
10,610.5 |
10,721.8 |
|
| S4 |
10,473.5 |
10,517.0 |
10,696.1 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,661.7 |
11,536.8 |
10,908.1 |
|
| R3 |
11,314.2 |
11,189.3 |
10,812.6 |
|
| R2 |
10,966.7 |
10,966.7 |
10,780.7 |
|
| R1 |
10,841.8 |
10,841.8 |
10,748.9 |
10,904.3 |
| PP |
10,619.2 |
10,619.2 |
10,619.2 |
10,650.4 |
| S1 |
10,494.3 |
10,494.3 |
10,685.1 |
10,556.8 |
| S2 |
10,271.7 |
10,271.7 |
10,653.3 |
|
| S3 |
9,924.2 |
10,146.8 |
10,621.4 |
|
| S4 |
9,576.7 |
9,799.3 |
10,525.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,804.0 |
10,406.0 |
398.0 |
3.7% |
128.2 |
1.2% |
86% |
True |
False |
69,899 |
| 10 |
10,804.0 |
10,088.0 |
716.0 |
6.7% |
134.7 |
1.3% |
92% |
True |
False |
74,664 |
| 20 |
10,804.0 |
9,910.5 |
893.5 |
8.3% |
130.9 |
1.2% |
94% |
True |
False |
76,339 |
| 40 |
10,804.0 |
9,152.5 |
1,651.5 |
15.4% |
170.1 |
1.6% |
97% |
True |
False |
86,951 |
| 60 |
10,804.0 |
9,152.5 |
1,651.5 |
15.4% |
161.6 |
1.5% |
97% |
True |
False |
65,603 |
| 80 |
10,804.0 |
9,152.5 |
1,651.5 |
15.4% |
158.3 |
1.5% |
97% |
True |
False |
49,243 |
| 100 |
10,804.0 |
9,152.5 |
1,651.5 |
15.4% |
156.1 |
1.5% |
97% |
True |
False |
39,432 |
| 120 |
10,804.0 |
9,152.5 |
1,651.5 |
15.4% |
150.2 |
1.4% |
97% |
True |
False |
32,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,201.4 |
|
2.618 |
11,048.8 |
|
1.618 |
10,955.3 |
|
1.000 |
10,897.5 |
|
0.618 |
10,861.8 |
|
HIGH |
10,804.0 |
|
0.618 |
10,768.3 |
|
0.500 |
10,757.3 |
|
0.382 |
10,746.2 |
|
LOW |
10,710.5 |
|
0.618 |
10,652.7 |
|
1.000 |
10,617.0 |
|
1.618 |
10,559.2 |
|
2.618 |
10,465.7 |
|
4.250 |
10,313.1 |
|
|
| Fisher Pivots for day following 15-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,757.3 |
10,737.2 |
| PP |
10,754.0 |
10,726.8 |
| S1 |
10,750.8 |
10,716.5 |
|