| Trading Metrics calculated at close of trading on 30-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2016 |
30-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
10,519.0 |
10,569.5 |
50.5 |
0.5% |
10,528.0 |
| High |
10,572.5 |
10,690.0 |
117.5 |
1.1% |
10,657.0 |
| Low |
10,436.0 |
10,568.5 |
132.5 |
1.3% |
10,386.0 |
| Close |
10,544.5 |
10,664.0 |
119.5 |
1.1% |
10,589.5 |
| Range |
136.5 |
121.5 |
-15.0 |
-11.0% |
271.0 |
| ATR |
155.2 |
154.6 |
-0.7 |
-0.4% |
0.0 |
| Volume |
75,879 |
80,075 |
4,196 |
5.5% |
382,642 |
|
| Daily Pivots for day following 30-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,005.3 |
10,956.2 |
10,730.8 |
|
| R3 |
10,883.8 |
10,834.7 |
10,697.4 |
|
| R2 |
10,762.3 |
10,762.3 |
10,686.3 |
|
| R1 |
10,713.2 |
10,713.2 |
10,675.1 |
10,737.8 |
| PP |
10,640.8 |
10,640.8 |
10,640.8 |
10,653.1 |
| S1 |
10,591.7 |
10,591.7 |
10,652.9 |
10,616.3 |
| S2 |
10,519.3 |
10,519.3 |
10,641.7 |
|
| S3 |
10,397.8 |
10,470.2 |
10,630.6 |
|
| S4 |
10,276.3 |
10,348.7 |
10,597.2 |
|
|
| 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 |
10,690.0 |
10,436.0 |
254.0 |
2.4% |
142.9 |
1.3% |
90% |
True |
False |
78,820 |
| 10 |
10,703.0 |
10,386.0 |
317.0 |
3.0% |
151.7 |
1.4% |
88% |
False |
False |
77,200 |
| 20 |
10,804.0 |
10,088.0 |
716.0 |
6.7% |
137.3 |
1.3% |
80% |
False |
False |
76,348 |
| 40 |
10,804.0 |
9,290.0 |
1,514.0 |
14.2% |
145.9 |
1.4% |
91% |
False |
False |
78,072 |
| 60 |
10,804.0 |
9,152.5 |
1,651.5 |
15.5% |
165.2 |
1.5% |
92% |
False |
False |
79,922 |
| 80 |
10,804.0 |
9,152.5 |
1,651.5 |
15.5% |
158.8 |
1.5% |
92% |
False |
False |
60,009 |
| 100 |
10,804.0 |
9,152.5 |
1,651.5 |
15.5% |
156.8 |
1.5% |
92% |
False |
False |
48,045 |
| 120 |
10,804.0 |
9,152.5 |
1,651.5 |
15.5% |
155.5 |
1.5% |
92% |
False |
False |
40,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,206.4 |
|
2.618 |
11,008.1 |
|
1.618 |
10,886.6 |
|
1.000 |
10,811.5 |
|
0.618 |
10,765.1 |
|
HIGH |
10,690.0 |
|
0.618 |
10,643.6 |
|
0.500 |
10,629.3 |
|
0.382 |
10,614.9 |
|
LOW |
10,568.5 |
|
0.618 |
10,493.4 |
|
1.000 |
10,447.0 |
|
1.618 |
10,371.9 |
|
2.618 |
10,250.4 |
|
4.250 |
10,052.1 |
|
|
| Fisher Pivots for day following 30-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,652.4 |
10,630.3 |
| PP |
10,640.8 |
10,596.7 |
| S1 |
10,629.3 |
10,563.0 |
|