| Trading Metrics calculated at close of trading on 12-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2016 |
12-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
10,677.5 |
10,710.0 |
32.5 |
0.3% |
10,405.0 |
| High |
10,729.5 |
10,716.0 |
-13.5 |
-0.1% |
10,729.5 |
| Low |
10,621.5 |
10,670.0 |
48.5 |
0.5% |
10,397.0 |
| Close |
10,708.5 |
10,705.0 |
-3.5 |
0.0% |
10,705.0 |
| Range |
108.0 |
46.0 |
-62.0 |
-57.4% |
332.5 |
| ATR |
146.7 |
139.5 |
-7.2 |
-4.9% |
0.0 |
| Volume |
245 |
117 |
-128 |
-52.2% |
854 |
|
| Daily Pivots for day following 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,835.0 |
10,816.0 |
10,730.3 |
|
| R3 |
10,789.0 |
10,770.0 |
10,717.7 |
|
| R2 |
10,743.0 |
10,743.0 |
10,713.4 |
|
| R1 |
10,724.0 |
10,724.0 |
10,709.2 |
10,710.5 |
| PP |
10,697.0 |
10,697.0 |
10,697.0 |
10,690.3 |
| S1 |
10,678.0 |
10,678.0 |
10,700.8 |
10,664.5 |
| S2 |
10,651.0 |
10,651.0 |
10,696.6 |
|
| S3 |
10,605.0 |
10,632.0 |
10,692.4 |
|
| S4 |
10,559.0 |
10,586.0 |
10,679.7 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,608.0 |
11,489.0 |
10,887.9 |
|
| R3 |
11,275.5 |
11,156.5 |
10,796.4 |
|
| R2 |
10,943.0 |
10,943.0 |
10,766.0 |
|
| R1 |
10,824.0 |
10,824.0 |
10,735.5 |
10,883.5 |
| PP |
10,610.5 |
10,610.5 |
10,610.5 |
10,640.3 |
| S1 |
10,491.5 |
10,491.5 |
10,674.5 |
10,551.0 |
| S2 |
10,278.0 |
10,278.0 |
10,644.0 |
|
| S3 |
9,945.5 |
10,159.0 |
10,613.6 |
|
| S4 |
9,613.0 |
9,826.5 |
10,522.1 |
|
|
| 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 |
10,397.0 |
332.5 |
3.1% |
104.5 |
1.0% |
93% |
False |
False |
170 |
| 10 |
10,729.5 |
10,089.0 |
640.5 |
6.0% |
124.7 |
1.2% |
96% |
False |
False |
142 |
| 20 |
10,729.5 |
9,903.0 |
826.5 |
7.7% |
112.5 |
1.1% |
97% |
False |
False |
147 |
| 40 |
10,729.5 |
9,164.5 |
1,565.0 |
14.6% |
148.5 |
1.4% |
98% |
False |
False |
164 |
| 60 |
10,729.5 |
9,164.5 |
1,565.0 |
14.6% |
130.2 |
1.2% |
98% |
False |
False |
123 |
| 80 |
10,729.5 |
9,164.5 |
1,565.0 |
14.6% |
110.4 |
1.0% |
98% |
False |
False |
94 |
| 100 |
10,729.5 |
9,164.5 |
1,565.0 |
14.6% |
93.1 |
0.9% |
98% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,911.5 |
|
2.618 |
10,836.4 |
|
1.618 |
10,790.4 |
|
1.000 |
10,762.0 |
|
0.618 |
10,744.4 |
|
HIGH |
10,716.0 |
|
0.618 |
10,698.4 |
|
0.500 |
10,693.0 |
|
0.382 |
10,687.6 |
|
LOW |
10,670.0 |
|
0.618 |
10,641.6 |
|
1.000 |
10,624.0 |
|
1.618 |
10,595.6 |
|
2.618 |
10,549.6 |
|
4.250 |
10,474.5 |
|
|
| Fisher Pivots for day following 12-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,701.0 |
10,695.2 |
| PP |
10,697.0 |
10,685.3 |
| S1 |
10,693.0 |
10,675.5 |
|