| Trading Metrics calculated at close of trading on 22-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2016 |
22-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
10,631.0 |
10,528.0 |
-103.0 |
-1.0% |
10,721.0 |
| High |
10,632.5 |
10,657.0 |
24.5 |
0.2% |
10,804.0 |
| Low |
10,487.5 |
10,386.0 |
-101.5 |
-1.0% |
10,487.5 |
| Close |
10,548.0 |
10,476.5 |
-71.5 |
-0.7% |
10,548.0 |
| Range |
145.0 |
271.0 |
126.0 |
86.9% |
316.5 |
| ATR |
147.6 |
156.4 |
8.8 |
6.0% |
0.0 |
| Volume |
92,658 |
67,850 |
-24,808 |
-26.8% |
403,888 |
|
| Daily Pivots for day following 22-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,319.5 |
11,169.0 |
10,625.6 |
|
| R3 |
11,048.5 |
10,898.0 |
10,551.0 |
|
| R2 |
10,777.5 |
10,777.5 |
10,526.2 |
|
| R1 |
10,627.0 |
10,627.0 |
10,501.3 |
10,566.8 |
| PP |
10,506.5 |
10,506.5 |
10,506.5 |
10,476.4 |
| S1 |
10,356.0 |
10,356.0 |
10,451.7 |
10,295.8 |
| S2 |
10,235.5 |
10,235.5 |
10,426.8 |
|
| S3 |
9,964.5 |
10,085.0 |
10,402.0 |
|
| S4 |
9,693.5 |
9,814.0 |
10,327.5 |
|
|
| 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 |
10,738.5 |
10,386.0 |
352.5 |
3.4% |
159.0 |
1.5% |
26% |
False |
True |
78,421 |
| 10 |
10,804.0 |
10,386.0 |
418.0 |
4.0% |
143.6 |
1.4% |
22% |
False |
True |
74,160 |
| 20 |
10,804.0 |
10,088.0 |
716.0 |
6.8% |
137.2 |
1.3% |
54% |
False |
False |
77,109 |
| 40 |
10,804.0 |
9,201.5 |
1,602.5 |
15.3% |
158.5 |
1.5% |
80% |
False |
False |
80,494 |
| 60 |
10,804.0 |
9,152.5 |
1,651.5 |
15.8% |
162.6 |
1.6% |
80% |
False |
False |
72,124 |
| 80 |
10,804.0 |
9,152.5 |
1,651.5 |
15.8% |
159.1 |
1.5% |
80% |
False |
False |
54,131 |
| 100 |
10,804.0 |
9,152.5 |
1,651.5 |
15.8% |
157.9 |
1.5% |
80% |
False |
False |
43,343 |
| 120 |
10,804.0 |
9,152.5 |
1,651.5 |
15.8% |
149.8 |
1.4% |
80% |
False |
False |
36,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,808.8 |
|
2.618 |
11,366.5 |
|
1.618 |
11,095.5 |
|
1.000 |
10,928.0 |
|
0.618 |
10,824.5 |
|
HIGH |
10,657.0 |
|
0.618 |
10,553.5 |
|
0.500 |
10,521.5 |
|
0.382 |
10,489.5 |
|
LOW |
10,386.0 |
|
0.618 |
10,218.5 |
|
1.000 |
10,115.0 |
|
1.618 |
9,947.5 |
|
2.618 |
9,676.5 |
|
4.250 |
9,234.3 |
|
|
| Fisher Pivots for day following 22-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,521.5 |
10,521.5 |
| PP |
10,506.5 |
10,506.5 |
| S1 |
10,491.5 |
10,491.5 |
|