| Trading Metrics calculated at close of trading on 29-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2016 |
29-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
10,507.0 |
10,519.0 |
12.0 |
0.1% |
10,528.0 |
| High |
10,616.0 |
10,572.5 |
-43.5 |
-0.4% |
10,657.0 |
| Low |
10,452.5 |
10,436.0 |
-16.5 |
-0.2% |
10,386.0 |
| Close |
10,589.5 |
10,544.5 |
-45.0 |
-0.4% |
10,589.5 |
| Range |
163.5 |
136.5 |
-27.0 |
-16.5% |
271.0 |
| ATR |
155.4 |
155.2 |
-0.1 |
-0.1% |
0.0 |
| Volume |
64,413 |
75,879 |
11,466 |
17.8% |
382,642 |
|
| Daily Pivots for day following 29-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,927.2 |
10,872.3 |
10,619.6 |
|
| R3 |
10,790.7 |
10,735.8 |
10,582.0 |
|
| R2 |
10,654.2 |
10,654.2 |
10,569.5 |
|
| R1 |
10,599.3 |
10,599.3 |
10,557.0 |
10,626.8 |
| PP |
10,517.7 |
10,517.7 |
10,517.7 |
10,531.4 |
| S1 |
10,462.8 |
10,462.8 |
10,532.0 |
10,490.3 |
| S2 |
10,381.2 |
10,381.2 |
10,519.5 |
|
| S3 |
10,244.7 |
10,326.3 |
10,507.0 |
|
| S4 |
10,108.2 |
10,189.8 |
10,469.4 |
|
|
| 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 |
10,653.5 |
10,436.0 |
217.5 |
2.1% |
141.7 |
1.3% |
50% |
False |
True |
78,134 |
| 10 |
10,738.5 |
10,386.0 |
352.5 |
3.3% |
150.4 |
1.4% |
45% |
False |
False |
78,277 |
| 20 |
10,804.0 |
10,088.0 |
716.0 |
6.8% |
142.5 |
1.4% |
64% |
False |
False |
76,470 |
| 40 |
10,804.0 |
9,290.0 |
1,514.0 |
14.4% |
148.8 |
1.4% |
83% |
False |
False |
79,120 |
| 60 |
10,804.0 |
9,152.5 |
1,651.5 |
15.7% |
164.1 |
1.6% |
84% |
False |
False |
78,599 |
| 80 |
10,804.0 |
9,152.5 |
1,651.5 |
15.7% |
159.3 |
1.5% |
84% |
False |
False |
59,009 |
| 100 |
10,804.0 |
9,152.5 |
1,651.5 |
15.7% |
156.7 |
1.5% |
84% |
False |
False |
47,245 |
| 120 |
10,804.0 |
9,152.5 |
1,651.5 |
15.7% |
155.2 |
1.5% |
84% |
False |
False |
39,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,152.6 |
|
2.618 |
10,929.9 |
|
1.618 |
10,793.4 |
|
1.000 |
10,709.0 |
|
0.618 |
10,656.9 |
|
HIGH |
10,572.5 |
|
0.618 |
10,520.4 |
|
0.500 |
10,504.3 |
|
0.382 |
10,488.1 |
|
LOW |
10,436.0 |
|
0.618 |
10,351.6 |
|
1.000 |
10,299.5 |
|
1.618 |
10,215.1 |
|
2.618 |
10,078.6 |
|
4.250 |
9,855.9 |
|
|
| Fisher Pivots for day following 29-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,531.1 |
10,538.8 |
| PP |
10,517.7 |
10,533.2 |
| S1 |
10,504.3 |
10,527.5 |
|