| Trading Metrics calculated at close of trading on 26-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2016 |
26-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
10,619.0 |
10,507.0 |
-112.0 |
-1.1% |
10,528.0 |
| High |
10,619.0 |
10,616.0 |
-3.0 |
0.0% |
10,657.0 |
| Low |
10,466.0 |
10,452.5 |
-13.5 |
-0.1% |
10,386.0 |
| Close |
10,528.5 |
10,589.5 |
61.0 |
0.6% |
10,589.5 |
| Range |
153.0 |
163.5 |
10.5 |
6.9% |
271.0 |
| ATR |
154.8 |
155.4 |
0.6 |
0.4% |
0.0 |
| Volume |
88,856 |
64,413 |
-24,443 |
-27.5% |
382,642 |
|
| Daily Pivots for day following 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,043.2 |
10,979.8 |
10,679.4 |
|
| R3 |
10,879.7 |
10,816.3 |
10,634.5 |
|
| R2 |
10,716.2 |
10,716.2 |
10,619.5 |
|
| R1 |
10,652.8 |
10,652.8 |
10,604.5 |
10,684.5 |
| PP |
10,552.7 |
10,552.7 |
10,552.7 |
10,568.5 |
| S1 |
10,489.3 |
10,489.3 |
10,574.5 |
10,521.0 |
| S2 |
10,389.2 |
10,389.2 |
10,559.5 |
|
| S3 |
10,225.7 |
10,325.8 |
10,544.5 |
|
| S4 |
10,062.2 |
10,162.3 |
10,499.6 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,357.2 |
11,244.3 |
10,738.6 |
|
| R3 |
11,086.2 |
10,973.3 |
10,664.0 |
|
| R2 |
10,815.2 |
10,815.2 |
10,639.2 |
|
| R1 |
10,702.3 |
10,702.3 |
10,614.3 |
10,758.8 |
| PP |
10,544.2 |
10,544.2 |
10,544.2 |
10,572.4 |
| S1 |
10,431.3 |
10,431.3 |
10,564.7 |
10,487.8 |
| S2 |
10,273.2 |
10,273.2 |
10,539.8 |
|
| S3 |
10,002.2 |
10,160.3 |
10,515.0 |
|
| S4 |
9,731.2 |
9,889.3 |
10,440.5 |
|
|
| 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% |
168.6 |
1.6% |
75% |
False |
False |
76,528 |
| 10 |
10,804.0 |
10,386.0 |
418.0 |
3.9% |
146.1 |
1.4% |
49% |
False |
False |
78,653 |
| 20 |
10,804.0 |
10,088.0 |
716.0 |
6.8% |
145.7 |
1.4% |
70% |
False |
False |
77,177 |
| 40 |
10,804.0 |
9,290.0 |
1,514.0 |
14.3% |
149.1 |
1.4% |
86% |
False |
False |
78,271 |
| 60 |
10,804.0 |
9,152.5 |
1,651.5 |
15.6% |
165.8 |
1.6% |
87% |
False |
False |
77,353 |
| 80 |
10,804.0 |
9,152.5 |
1,651.5 |
15.6% |
158.9 |
1.5% |
87% |
False |
False |
58,061 |
| 100 |
10,804.0 |
9,152.5 |
1,651.5 |
15.6% |
157.7 |
1.5% |
87% |
False |
False |
46,487 |
| 120 |
10,804.0 |
9,152.5 |
1,651.5 |
15.6% |
154.0 |
1.5% |
87% |
False |
False |
38,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,310.9 |
|
2.618 |
11,044.0 |
|
1.618 |
10,880.5 |
|
1.000 |
10,779.5 |
|
0.618 |
10,717.0 |
|
HIGH |
10,616.0 |
|
0.618 |
10,553.5 |
|
0.500 |
10,534.3 |
|
0.382 |
10,515.0 |
|
LOW |
10,452.5 |
|
0.618 |
10,351.5 |
|
1.000 |
10,289.0 |
|
1.618 |
10,188.0 |
|
2.618 |
10,024.5 |
|
4.250 |
9,757.6 |
|
|
| Fisher Pivots for day following 26-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,571.1 |
10,577.3 |
| PP |
10,552.7 |
10,565.2 |
| S1 |
10,534.3 |
10,553.0 |
|