| Trading Metrics calculated at close of trading on 25-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2016 |
25-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
10,555.0 |
10,619.0 |
64.0 |
0.6% |
10,721.0 |
| High |
10,653.5 |
10,619.0 |
-34.5 |
-0.3% |
10,804.0 |
| Low |
10,513.5 |
10,466.0 |
-47.5 |
-0.5% |
10,487.5 |
| Close |
10,621.0 |
10,528.5 |
-92.5 |
-0.9% |
10,548.0 |
| Range |
140.0 |
153.0 |
13.0 |
9.3% |
316.5 |
| ATR |
154.7 |
154.8 |
0.0 |
0.0% |
0.0 |
| Volume |
84,878 |
88,856 |
3,978 |
4.7% |
403,888 |
|
| Daily Pivots for day following 25-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,996.8 |
10,915.7 |
10,612.7 |
|
| R3 |
10,843.8 |
10,762.7 |
10,570.6 |
|
| R2 |
10,690.8 |
10,690.8 |
10,556.6 |
|
| R1 |
10,609.7 |
10,609.7 |
10,542.5 |
10,573.8 |
| PP |
10,537.8 |
10,537.8 |
10,537.8 |
10,519.9 |
| S1 |
10,456.7 |
10,456.7 |
10,514.5 |
10,420.8 |
| S2 |
10,384.8 |
10,384.8 |
10,500.5 |
|
| S3 |
10,231.8 |
10,303.7 |
10,486.4 |
|
| S4 |
10,078.8 |
10,150.7 |
10,444.4 |
|
|
| 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% |
164.9 |
1.6% |
53% |
False |
False |
82,177 |
| 10 |
10,804.0 |
10,386.0 |
418.0 |
4.0% |
135.2 |
1.3% |
34% |
False |
False |
77,491 |
| 20 |
10,804.0 |
10,088.0 |
716.0 |
6.8% |
141.3 |
1.3% |
62% |
False |
False |
77,908 |
| 40 |
10,804.0 |
9,290.0 |
1,514.0 |
14.4% |
152.1 |
1.4% |
82% |
False |
False |
78,865 |
| 60 |
10,804.0 |
9,152.5 |
1,651.5 |
15.7% |
164.7 |
1.6% |
83% |
False |
False |
76,285 |
| 80 |
10,804.0 |
9,152.5 |
1,651.5 |
15.7% |
158.7 |
1.5% |
83% |
False |
False |
57,257 |
| 100 |
10,804.0 |
9,152.5 |
1,651.5 |
15.7% |
157.2 |
1.5% |
83% |
False |
False |
45,843 |
| 120 |
10,804.0 |
9,152.5 |
1,651.5 |
15.7% |
152.7 |
1.4% |
83% |
False |
False |
38,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,269.3 |
|
2.618 |
11,019.6 |
|
1.618 |
10,866.6 |
|
1.000 |
10,772.0 |
|
0.618 |
10,713.6 |
|
HIGH |
10,619.0 |
|
0.618 |
10,560.6 |
|
0.500 |
10,542.5 |
|
0.382 |
10,524.4 |
|
LOW |
10,466.0 |
|
0.618 |
10,371.4 |
|
1.000 |
10,313.0 |
|
1.618 |
10,218.4 |
|
2.618 |
10,065.4 |
|
4.250 |
9,815.8 |
|
|
| Fisher Pivots for day following 25-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,542.5 |
10,559.8 |
| PP |
10,537.8 |
10,549.3 |
| S1 |
10,533.2 |
10,538.9 |
|