| Trading Metrics calculated at close of trading on 19-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2016 |
19-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
10,614.0 |
10,631.0 |
17.0 |
0.2% |
10,721.0 |
| High |
10,626.5 |
10,632.5 |
6.0 |
0.1% |
10,804.0 |
| Low |
10,546.5 |
10,487.5 |
-59.0 |
-0.6% |
10,487.5 |
| Close |
10,600.5 |
10,548.0 |
-52.5 |
-0.5% |
10,548.0 |
| Range |
80.0 |
145.0 |
65.0 |
81.3% |
316.5 |
| ATR |
147.8 |
147.6 |
-0.2 |
-0.1% |
0.0 |
| Volume |
82,012 |
92,658 |
10,646 |
13.0% |
403,888 |
|
| Daily Pivots for day following 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,991.0 |
10,914.5 |
10,627.8 |
|
| R3 |
10,846.0 |
10,769.5 |
10,587.9 |
|
| R2 |
10,701.0 |
10,701.0 |
10,574.6 |
|
| R1 |
10,624.5 |
10,624.5 |
10,561.3 |
10,590.3 |
| PP |
10,556.0 |
10,556.0 |
10,556.0 |
10,538.9 |
| S1 |
10,479.5 |
10,479.5 |
10,534.7 |
10,445.3 |
| S2 |
10,411.0 |
10,411.0 |
10,521.4 |
|
| S3 |
10,266.0 |
10,334.5 |
10,508.1 |
|
| S4 |
10,121.0 |
10,189.5 |
10,468.3 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,562.7 |
11,371.8 |
10,722.1 |
|
| R3 |
11,246.2 |
11,055.3 |
10,635.0 |
|
| R2 |
10,929.7 |
10,929.7 |
10,606.0 |
|
| R1 |
10,738.8 |
10,738.8 |
10,577.0 |
10,676.0 |
| PP |
10,613.2 |
10,613.2 |
10,613.2 |
10,581.8 |
| S1 |
10,422.3 |
10,422.3 |
10,519.0 |
10,359.5 |
| S2 |
10,296.7 |
10,296.7 |
10,490.0 |
|
| S3 |
9,980.2 |
10,105.8 |
10,461.0 |
|
| S4 |
9,663.7 |
9,789.3 |
10,373.9 |
|
|
| 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 |
10,487.5 |
316.5 |
3.0% |
123.5 |
1.2% |
19% |
False |
True |
80,777 |
| 10 |
10,804.0 |
10,396.5 |
407.5 |
3.9% |
124.8 |
1.2% |
37% |
False |
False |
77,045 |
| 20 |
10,804.0 |
10,088.0 |
716.0 |
6.8% |
131.1 |
1.2% |
64% |
False |
False |
77,433 |
| 40 |
10,804.0 |
9,152.5 |
1,651.5 |
15.7% |
165.7 |
1.6% |
84% |
False |
False |
82,564 |
| 60 |
10,804.0 |
9,152.5 |
1,651.5 |
15.7% |
159.8 |
1.5% |
84% |
False |
False |
70,995 |
| 80 |
10,804.0 |
9,152.5 |
1,651.5 |
15.7% |
158.2 |
1.5% |
84% |
False |
False |
53,286 |
| 100 |
10,804.0 |
9,152.5 |
1,651.5 |
15.7% |
156.1 |
1.5% |
84% |
False |
False |
42,666 |
| 120 |
10,804.0 |
9,152.5 |
1,651.5 |
15.7% |
149.0 |
1.4% |
84% |
False |
False |
35,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,248.8 |
|
2.618 |
11,012.1 |
|
1.618 |
10,867.1 |
|
1.000 |
10,777.5 |
|
0.618 |
10,722.1 |
|
HIGH |
10,632.5 |
|
0.618 |
10,577.1 |
|
0.500 |
10,560.0 |
|
0.382 |
10,542.9 |
|
LOW |
10,487.5 |
|
0.618 |
10,397.9 |
|
1.000 |
10,342.5 |
|
1.618 |
10,252.9 |
|
2.618 |
10,107.9 |
|
4.250 |
9,871.3 |
|
|
| Fisher Pivots for day following 19-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,560.0 |
10,595.3 |
| PP |
10,556.0 |
10,579.5 |
| S1 |
10,552.0 |
10,563.8 |
|