| Trading Metrics calculated at close of trading on 16-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2016 |
16-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
10,721.0 |
10,710.0 |
-11.0 |
-0.1% |
10,427.5 |
| High |
10,804.0 |
10,738.5 |
-65.5 |
-0.6% |
10,744.0 |
| Low |
10,710.5 |
10,630.5 |
-80.0 |
-0.7% |
10,396.5 |
| Close |
10,747.5 |
10,698.5 |
-49.0 |
-0.5% |
10,717.0 |
| Range |
93.5 |
108.0 |
14.5 |
15.5% |
347.5 |
| ATR |
152.1 |
149.6 |
-2.5 |
-1.6% |
0.0 |
| Volume |
79,633 |
90,847 |
11,214 |
14.1% |
366,562 |
|
| Daily Pivots for day following 16-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,013.2 |
10,963.8 |
10,757.9 |
|
| R3 |
10,905.2 |
10,855.8 |
10,728.2 |
|
| R2 |
10,797.2 |
10,797.2 |
10,718.3 |
|
| R1 |
10,747.8 |
10,747.8 |
10,708.4 |
10,718.5 |
| PP |
10,689.2 |
10,689.2 |
10,689.2 |
10,674.5 |
| S1 |
10,639.8 |
10,639.8 |
10,688.6 |
10,610.5 |
| S2 |
10,581.2 |
10,581.2 |
10,678.7 |
|
| S3 |
10,473.2 |
10,531.8 |
10,668.8 |
|
| S4 |
10,365.2 |
10,423.8 |
10,639.1 |
|
|
| 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 |
10,629.0 |
175.0 |
1.6% |
90.9 |
0.8% |
40% |
False |
False |
73,631 |
| 10 |
10,804.0 |
10,088.0 |
716.0 |
6.7% |
123.0 |
1.1% |
85% |
False |
False |
75,495 |
| 20 |
10,804.0 |
9,978.5 |
825.5 |
7.7% |
129.6 |
1.2% |
87% |
False |
False |
77,176 |
| 40 |
10,804.0 |
9,152.5 |
1,651.5 |
15.4% |
169.1 |
1.6% |
94% |
False |
False |
86,789 |
| 60 |
10,804.0 |
9,152.5 |
1,651.5 |
15.4% |
162.5 |
1.5% |
94% |
False |
False |
67,114 |
| 80 |
10,804.0 |
9,152.5 |
1,651.5 |
15.4% |
158.4 |
1.5% |
94% |
False |
False |
50,378 |
| 100 |
10,804.0 |
9,152.5 |
1,651.5 |
15.4% |
156.0 |
1.5% |
94% |
False |
False |
40,335 |
| 120 |
10,804.0 |
9,152.5 |
1,651.5 |
15.4% |
148.8 |
1.4% |
94% |
False |
False |
33,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,197.5 |
|
2.618 |
11,021.2 |
|
1.618 |
10,913.2 |
|
1.000 |
10,846.5 |
|
0.618 |
10,805.2 |
|
HIGH |
10,738.5 |
|
0.618 |
10,697.2 |
|
0.500 |
10,684.5 |
|
0.382 |
10,671.8 |
|
LOW |
10,630.5 |
|
0.618 |
10,563.8 |
|
1.000 |
10,522.5 |
|
1.618 |
10,455.8 |
|
2.618 |
10,347.8 |
|
4.250 |
10,171.5 |
|
|
| Fisher Pivots for day following 16-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,693.8 |
10,717.3 |
| PP |
10,689.2 |
10,711.0 |
| S1 |
10,684.5 |
10,704.8 |
|