| Trading Metrics calculated at close of trading on 18-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2016 |
18-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
10,660.0 |
10,614.0 |
-46.0 |
-0.4% |
10,427.5 |
| High |
10,703.0 |
10,626.5 |
-76.5 |
-0.7% |
10,744.0 |
| Low |
10,512.0 |
10,546.5 |
34.5 |
0.3% |
10,396.5 |
| Close |
10,539.5 |
10,600.5 |
61.0 |
0.6% |
10,717.0 |
| Range |
191.0 |
80.0 |
-111.0 |
-58.1% |
347.5 |
| ATR |
152.5 |
147.8 |
-4.7 |
-3.1% |
0.0 |
| Volume |
58,738 |
82,012 |
23,274 |
39.6% |
366,562 |
|
| Daily Pivots for day following 18-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,831.2 |
10,795.8 |
10,644.5 |
|
| R3 |
10,751.2 |
10,715.8 |
10,622.5 |
|
| R2 |
10,671.2 |
10,671.2 |
10,615.2 |
|
| R1 |
10,635.8 |
10,635.8 |
10,607.8 |
10,613.5 |
| PP |
10,591.2 |
10,591.2 |
10,591.2 |
10,580.0 |
| S1 |
10,555.8 |
10,555.8 |
10,593.2 |
10,533.5 |
| S2 |
10,511.2 |
10,511.2 |
10,585.8 |
|
| S3 |
10,431.2 |
10,475.8 |
10,578.5 |
|
| S4 |
10,351.2 |
10,395.8 |
10,556.5 |
|
|
| 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% |
105.4 |
1.0% |
30% |
False |
False |
72,805 |
| 10 |
10,804.0 |
10,209.0 |
595.0 |
5.6% |
126.8 |
1.2% |
66% |
False |
False |
73,968 |
| 20 |
10,804.0 |
10,059.5 |
744.5 |
7.0% |
129.6 |
1.2% |
73% |
False |
False |
76,557 |
| 40 |
10,804.0 |
9,152.5 |
1,651.5 |
15.6% |
168.3 |
1.6% |
88% |
False |
False |
85,275 |
| 60 |
10,804.0 |
9,152.5 |
1,651.5 |
15.6% |
158.9 |
1.5% |
88% |
False |
False |
69,452 |
| 80 |
10,804.0 |
9,152.5 |
1,651.5 |
15.6% |
157.7 |
1.5% |
88% |
False |
False |
52,135 |
| 100 |
10,804.0 |
9,152.5 |
1,651.5 |
15.6% |
156.2 |
1.5% |
88% |
False |
False |
41,741 |
| 120 |
10,804.0 |
9,152.5 |
1,651.5 |
15.6% |
148.8 |
1.4% |
88% |
False |
False |
34,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,966.5 |
|
2.618 |
10,835.9 |
|
1.618 |
10,755.9 |
|
1.000 |
10,706.5 |
|
0.618 |
10,675.9 |
|
HIGH |
10,626.5 |
|
0.618 |
10,595.9 |
|
0.500 |
10,586.5 |
|
0.382 |
10,577.1 |
|
LOW |
10,546.5 |
|
0.618 |
10,497.1 |
|
1.000 |
10,466.5 |
|
1.618 |
10,417.1 |
|
2.618 |
10,337.1 |
|
4.250 |
10,206.5 |
|
|
| Fisher Pivots for day following 18-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,595.8 |
10,625.3 |
| PP |
10,591.2 |
10,617.0 |
| S1 |
10,586.5 |
10,608.8 |
|