| Trading Metrics calculated at close of trading on 23-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2016 |
23-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
10,528.0 |
10,519.5 |
-8.5 |
-0.1% |
10,721.0 |
| High |
10,657.0 |
10,625.0 |
-32.0 |
-0.3% |
10,804.0 |
| Low |
10,386.0 |
10,509.5 |
123.5 |
1.2% |
10,487.5 |
| Close |
10,476.5 |
10,595.0 |
118.5 |
1.1% |
10,548.0 |
| Range |
271.0 |
115.5 |
-155.5 |
-57.4% |
316.5 |
| ATR |
156.4 |
155.9 |
-0.6 |
-0.4% |
0.0 |
| Volume |
67,850 |
76,645 |
8,795 |
13.0% |
403,888 |
|
| Daily Pivots for day following 23-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,923.0 |
10,874.5 |
10,658.5 |
|
| R3 |
10,807.5 |
10,759.0 |
10,626.8 |
|
| R2 |
10,692.0 |
10,692.0 |
10,616.2 |
|
| R1 |
10,643.5 |
10,643.5 |
10,605.6 |
10,667.8 |
| PP |
10,576.5 |
10,576.5 |
10,576.5 |
10,588.6 |
| S1 |
10,528.0 |
10,528.0 |
10,584.4 |
10,552.3 |
| S2 |
10,461.0 |
10,461.0 |
10,573.8 |
|
| S3 |
10,345.5 |
10,412.5 |
10,563.2 |
|
| S4 |
10,230.0 |
10,297.0 |
10,531.5 |
|
|
| 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 |
10,703.0 |
10,386.0 |
317.0 |
3.0% |
160.5 |
1.5% |
66% |
False |
False |
75,580 |
| 10 |
10,804.0 |
10,386.0 |
418.0 |
3.9% |
125.7 |
1.2% |
50% |
False |
False |
74,606 |
| 20 |
10,804.0 |
10,088.0 |
716.0 |
6.8% |
136.3 |
1.3% |
71% |
False |
False |
77,270 |
| 40 |
10,804.0 |
9,290.0 |
1,514.0 |
14.3% |
152.0 |
1.4% |
86% |
False |
False |
79,696 |
| 60 |
10,804.0 |
9,152.5 |
1,651.5 |
15.6% |
163.8 |
1.5% |
87% |
False |
False |
73,400 |
| 80 |
10,804.0 |
9,152.5 |
1,651.5 |
15.6% |
157.8 |
1.5% |
87% |
False |
False |
55,088 |
| 100 |
10,804.0 |
9,152.5 |
1,651.5 |
15.6% |
157.6 |
1.5% |
87% |
False |
False |
44,109 |
| 120 |
10,804.0 |
9,152.5 |
1,651.5 |
15.6% |
150.7 |
1.4% |
87% |
False |
False |
36,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,115.9 |
|
2.618 |
10,927.4 |
|
1.618 |
10,811.9 |
|
1.000 |
10,740.5 |
|
0.618 |
10,696.4 |
|
HIGH |
10,625.0 |
|
0.618 |
10,580.9 |
|
0.500 |
10,567.3 |
|
0.382 |
10,553.6 |
|
LOW |
10,509.5 |
|
0.618 |
10,438.1 |
|
1.000 |
10,394.0 |
|
1.618 |
10,322.6 |
|
2.618 |
10,207.1 |
|
4.250 |
10,018.6 |
|
|
| Fisher Pivots for day following 23-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,585.8 |
10,570.5 |
| PP |
10,576.5 |
10,546.0 |
| S1 |
10,567.3 |
10,521.5 |
|