| Trading Metrics calculated at close of trading on 24-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2016 |
24-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
10,519.5 |
10,555.0 |
35.5 |
0.3% |
10,721.0 |
| High |
10,625.0 |
10,653.5 |
28.5 |
0.3% |
10,804.0 |
| Low |
10,509.5 |
10,513.5 |
4.0 |
0.0% |
10,487.5 |
| Close |
10,595.0 |
10,621.0 |
26.0 |
0.2% |
10,548.0 |
| Range |
115.5 |
140.0 |
24.5 |
21.2% |
316.5 |
| ATR |
155.9 |
154.7 |
-1.1 |
-0.7% |
0.0 |
| Volume |
76,645 |
84,878 |
8,233 |
10.7% |
403,888 |
|
| Daily Pivots for day following 24-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,016.0 |
10,958.5 |
10,698.0 |
|
| R3 |
10,876.0 |
10,818.5 |
10,659.5 |
|
| R2 |
10,736.0 |
10,736.0 |
10,646.7 |
|
| R1 |
10,678.5 |
10,678.5 |
10,633.8 |
10,707.3 |
| PP |
10,596.0 |
10,596.0 |
10,596.0 |
10,610.4 |
| S1 |
10,538.5 |
10,538.5 |
10,608.2 |
10,567.3 |
| S2 |
10,456.0 |
10,456.0 |
10,595.3 |
|
| S3 |
10,316.0 |
10,398.5 |
10,582.5 |
|
| S4 |
10,176.0 |
10,258.5 |
10,544.0 |
|
|
| 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 |
10,657.0 |
10,386.0 |
271.0 |
2.6% |
150.3 |
1.4% |
87% |
False |
False |
80,808 |
| 10 |
10,804.0 |
10,386.0 |
418.0 |
3.9% |
131.4 |
1.2% |
56% |
False |
False |
74,506 |
| 20 |
10,804.0 |
10,088.0 |
716.0 |
6.7% |
139.8 |
1.3% |
74% |
False |
False |
77,111 |
| 40 |
10,804.0 |
9,290.0 |
1,514.0 |
14.3% |
151.8 |
1.4% |
88% |
False |
False |
79,395 |
| 60 |
10,804.0 |
9,152.5 |
1,651.5 |
15.5% |
164.2 |
1.5% |
89% |
False |
False |
74,808 |
| 80 |
10,804.0 |
9,152.5 |
1,651.5 |
15.5% |
158.6 |
1.5% |
89% |
False |
False |
56,147 |
| 100 |
10,804.0 |
9,152.5 |
1,651.5 |
15.5% |
157.5 |
1.5% |
89% |
False |
False |
44,955 |
| 120 |
10,804.0 |
9,152.5 |
1,651.5 |
15.5% |
151.9 |
1.4% |
89% |
False |
False |
37,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,248.5 |
|
2.618 |
11,020.0 |
|
1.618 |
10,880.0 |
|
1.000 |
10,793.5 |
|
0.618 |
10,740.0 |
|
HIGH |
10,653.5 |
|
0.618 |
10,600.0 |
|
0.500 |
10,583.5 |
|
0.382 |
10,567.0 |
|
LOW |
10,513.5 |
|
0.618 |
10,427.0 |
|
1.000 |
10,373.5 |
|
1.618 |
10,287.0 |
|
2.618 |
10,147.0 |
|
4.250 |
9,918.5 |
|
|
| Fisher Pivots for day following 24-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,608.5 |
10,587.8 |
| PP |
10,596.0 |
10,554.7 |
| S1 |
10,583.5 |
10,521.5 |
|