| Trading Metrics calculated at close of trading on 31-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2016 |
31-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
10,569.5 |
10,645.0 |
75.5 |
0.7% |
10,528.0 |
| High |
10,690.0 |
10,665.5 |
-24.5 |
-0.2% |
10,657.0 |
| Low |
10,568.5 |
10,551.0 |
-17.5 |
-0.2% |
10,386.0 |
| Close |
10,664.0 |
10,610.5 |
-53.5 |
-0.5% |
10,589.5 |
| Range |
121.5 |
114.5 |
-7.0 |
-5.8% |
271.0 |
| ATR |
154.6 |
151.7 |
-2.9 |
-1.9% |
0.0 |
| Volume |
80,075 |
99,287 |
19,212 |
24.0% |
382,642 |
|
| Daily Pivots for day following 31-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,952.5 |
10,896.0 |
10,673.5 |
|
| R3 |
10,838.0 |
10,781.5 |
10,642.0 |
|
| R2 |
10,723.5 |
10,723.5 |
10,631.5 |
|
| R1 |
10,667.0 |
10,667.0 |
10,621.0 |
10,638.0 |
| PP |
10,609.0 |
10,609.0 |
10,609.0 |
10,594.5 |
| S1 |
10,552.5 |
10,552.5 |
10,600.0 |
10,523.5 |
| S2 |
10,494.5 |
10,494.5 |
10,589.5 |
|
| S3 |
10,380.0 |
10,438.0 |
10,579.0 |
|
| S4 |
10,265.5 |
10,323.5 |
10,547.5 |
|
|
| 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% |
137.8 |
1.3% |
69% |
False |
False |
81,702 |
| 10 |
10,690.0 |
10,386.0 |
304.0 |
2.9% |
144.1 |
1.4% |
74% |
False |
False |
81,255 |
| 20 |
10,804.0 |
10,175.5 |
628.5 |
5.9% |
136.6 |
1.3% |
69% |
False |
False |
77,210 |
| 40 |
10,804.0 |
9,351.5 |
1,452.5 |
13.7% |
142.9 |
1.3% |
87% |
False |
False |
78,434 |
| 60 |
10,804.0 |
9,152.5 |
1,651.5 |
15.6% |
164.6 |
1.6% |
88% |
False |
False |
81,521 |
| 80 |
10,804.0 |
9,152.5 |
1,651.5 |
15.6% |
158.0 |
1.5% |
88% |
False |
False |
61,247 |
| 100 |
10,804.0 |
9,152.5 |
1,651.5 |
15.6% |
155.9 |
1.5% |
88% |
False |
False |
49,036 |
| 120 |
10,804.0 |
9,152.5 |
1,651.5 |
15.6% |
155.0 |
1.5% |
88% |
False |
False |
40,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,152.1 |
|
2.618 |
10,965.3 |
|
1.618 |
10,850.8 |
|
1.000 |
10,780.0 |
|
0.618 |
10,736.3 |
|
HIGH |
10,665.5 |
|
0.618 |
10,621.8 |
|
0.500 |
10,608.3 |
|
0.382 |
10,594.7 |
|
LOW |
10,551.0 |
|
0.618 |
10,480.2 |
|
1.000 |
10,436.5 |
|
1.618 |
10,365.7 |
|
2.618 |
10,251.2 |
|
4.250 |
10,064.4 |
|
|
| Fisher Pivots for day following 31-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,609.8 |
10,594.7 |
| PP |
10,609.0 |
10,578.8 |
| S1 |
10,608.3 |
10,563.0 |
|