| Trading Metrics calculated at close of trading on 11-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2016 |
11-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
10,667.5 |
10,677.5 |
10.0 |
0.1% |
10,401.5 |
| High |
10,685.5 |
10,729.5 |
44.0 |
0.4% |
10,439.5 |
| Low |
10,625.0 |
10,621.5 |
-3.5 |
0.0% |
10,089.0 |
| Close |
10,641.0 |
10,708.5 |
67.5 |
0.6% |
10,340.0 |
| Range |
60.5 |
108.0 |
47.5 |
78.5% |
350.5 |
| ATR |
149.7 |
146.7 |
-3.0 |
-2.0% |
0.0 |
| Volume |
145 |
245 |
100 |
69.0% |
572 |
|
| Daily Pivots for day following 11-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,010.5 |
10,967.5 |
10,767.9 |
|
| R3 |
10,902.5 |
10,859.5 |
10,738.2 |
|
| R2 |
10,794.5 |
10,794.5 |
10,728.3 |
|
| R1 |
10,751.5 |
10,751.5 |
10,718.4 |
10,773.0 |
| PP |
10,686.5 |
10,686.5 |
10,686.5 |
10,697.3 |
| S1 |
10,643.5 |
10,643.5 |
10,698.6 |
10,665.0 |
| S2 |
10,578.5 |
10,578.5 |
10,688.7 |
|
| S3 |
10,470.5 |
10,535.5 |
10,678.8 |
|
| S4 |
10,362.5 |
10,427.5 |
10,649.1 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,341.0 |
11,191.0 |
10,532.8 |
|
| R3 |
10,990.5 |
10,840.5 |
10,436.4 |
|
| R2 |
10,640.0 |
10,640.0 |
10,404.3 |
|
| R1 |
10,490.0 |
10,490.0 |
10,372.1 |
10,389.8 |
| PP |
10,289.5 |
10,289.5 |
10,289.5 |
10,239.4 |
| S1 |
10,139.5 |
10,139.5 |
10,307.9 |
10,039.3 |
| S2 |
9,939.0 |
9,939.0 |
10,275.7 |
|
| S3 |
9,588.5 |
9,789.0 |
10,243.6 |
|
| S4 |
9,238.0 |
9,438.5 |
10,147.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,729.5 |
10,198.0 |
531.5 |
5.0% |
126.7 |
1.2% |
96% |
True |
False |
177 |
| 10 |
10,729.5 |
10,089.0 |
640.5 |
6.0% |
126.3 |
1.2% |
97% |
True |
False |
136 |
| 20 |
10,729.5 |
9,903.0 |
826.5 |
7.7% |
115.3 |
1.1% |
97% |
True |
False |
147 |
| 40 |
10,729.5 |
9,164.5 |
1,565.0 |
14.6% |
150.6 |
1.4% |
99% |
True |
False |
163 |
| 60 |
10,729.5 |
9,164.5 |
1,565.0 |
14.6% |
129.8 |
1.2% |
99% |
True |
False |
121 |
| 80 |
10,729.5 |
9,164.5 |
1,565.0 |
14.6% |
109.9 |
1.0% |
99% |
True |
False |
93 |
| 100 |
10,729.5 |
9,164.5 |
1,565.0 |
14.6% |
92.6 |
0.9% |
99% |
True |
False |
90 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,188.5 |
|
2.618 |
11,012.2 |
|
1.618 |
10,904.2 |
|
1.000 |
10,837.5 |
|
0.618 |
10,796.2 |
|
HIGH |
10,729.5 |
|
0.618 |
10,688.2 |
|
0.500 |
10,675.5 |
|
0.382 |
10,662.8 |
|
LOW |
10,621.5 |
|
0.618 |
10,554.8 |
|
1.000 |
10,513.5 |
|
1.618 |
10,446.8 |
|
2.618 |
10,338.8 |
|
4.250 |
10,162.5 |
|
|
| Fisher Pivots for day following 11-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,697.5 |
10,667.8 |
| PP |
10,686.5 |
10,627.2 |
| S1 |
10,675.5 |
10,586.5 |
|