| Trading Metrics calculated at close of trading on 17-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2016 |
17-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
10,710.0 |
10,660.0 |
-50.0 |
-0.5% |
10,427.5 |
| High |
10,738.5 |
10,703.0 |
-35.5 |
-0.3% |
10,744.0 |
| Low |
10,630.5 |
10,512.0 |
-118.5 |
-1.1% |
10,396.5 |
| Close |
10,698.5 |
10,539.5 |
-159.0 |
-1.5% |
10,717.0 |
| Range |
108.0 |
191.0 |
83.0 |
76.9% |
347.5 |
| ATR |
149.6 |
152.5 |
3.0 |
2.0% |
0.0 |
| Volume |
90,847 |
58,738 |
-32,109 |
-35.3% |
366,562 |
|
| Daily Pivots for day following 17-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,157.8 |
11,039.7 |
10,644.6 |
|
| R3 |
10,966.8 |
10,848.7 |
10,592.0 |
|
| R2 |
10,775.8 |
10,775.8 |
10,574.5 |
|
| R1 |
10,657.7 |
10,657.7 |
10,557.0 |
10,621.3 |
| PP |
10,584.8 |
10,584.8 |
10,584.8 |
10,566.6 |
| S1 |
10,466.7 |
10,466.7 |
10,522.0 |
10,430.3 |
| S2 |
10,393.8 |
10,393.8 |
10,504.5 |
|
| S3 |
10,202.8 |
10,275.7 |
10,487.0 |
|
| S4 |
10,011.8 |
10,084.7 |
10,434.5 |
|
|
| 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 |
10,512.0 |
292.0 |
2.8% |
112.4 |
1.1% |
9% |
False |
True |
68,203 |
| 10 |
10,804.0 |
10,175.5 |
628.5 |
6.0% |
129.2 |
1.2% |
58% |
False |
False |
73,165 |
| 20 |
10,804.0 |
10,059.5 |
744.5 |
7.1% |
131.1 |
1.2% |
64% |
False |
False |
76,031 |
| 40 |
10,804.0 |
9,152.5 |
1,651.5 |
15.7% |
169.0 |
1.6% |
84% |
False |
False |
85,904 |
| 60 |
10,804.0 |
9,152.5 |
1,651.5 |
15.7% |
163.2 |
1.5% |
84% |
False |
False |
68,090 |
| 80 |
10,804.0 |
9,152.5 |
1,651.5 |
15.7% |
158.9 |
1.5% |
84% |
False |
False |
51,111 |
| 100 |
10,804.0 |
9,152.5 |
1,651.5 |
15.7% |
156.7 |
1.5% |
84% |
False |
False |
40,921 |
| 120 |
10,804.0 |
9,152.5 |
1,651.5 |
15.7% |
149.2 |
1.4% |
84% |
False |
False |
34,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,514.8 |
|
2.618 |
11,203.0 |
|
1.618 |
11,012.0 |
|
1.000 |
10,894.0 |
|
0.618 |
10,821.0 |
|
HIGH |
10,703.0 |
|
0.618 |
10,630.0 |
|
0.500 |
10,607.5 |
|
0.382 |
10,585.0 |
|
LOW |
10,512.0 |
|
0.618 |
10,394.0 |
|
1.000 |
10,321.0 |
|
1.618 |
10,203.0 |
|
2.618 |
10,012.0 |
|
4.250 |
9,700.3 |
|
|
| Fisher Pivots for day following 17-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,607.5 |
10,658.0 |
| PP |
10,584.8 |
10,618.5 |
| S1 |
10,562.2 |
10,579.0 |
|