| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2016 |
15-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
10,710.0 |
10,707.0 |
-3.0 |
0.0% |
10,405.0 |
| High |
10,716.0 |
10,783.5 |
67.5 |
0.6% |
10,729.5 |
| Low |
10,670.0 |
10,705.0 |
35.0 |
0.3% |
10,397.0 |
| Close |
10,705.0 |
10,735.0 |
30.0 |
0.3% |
10,705.0 |
| Range |
46.0 |
78.5 |
32.5 |
70.7% |
332.5 |
| ATR |
139.5 |
135.2 |
-4.4 |
-3.1% |
0.0 |
| Volume |
117 |
359 |
242 |
206.8% |
854 |
|
| Daily Pivots for day following 15-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,976.7 |
10,934.3 |
10,778.2 |
|
| R3 |
10,898.2 |
10,855.8 |
10,756.6 |
|
| R2 |
10,819.7 |
10,819.7 |
10,749.4 |
|
| R1 |
10,777.3 |
10,777.3 |
10,742.2 |
10,798.5 |
| PP |
10,741.2 |
10,741.2 |
10,741.2 |
10,751.8 |
| S1 |
10,698.8 |
10,698.8 |
10,727.8 |
10,720.0 |
| S2 |
10,662.7 |
10,662.7 |
10,720.6 |
|
| S3 |
10,584.2 |
10,620.3 |
10,713.4 |
|
| S4 |
10,505.7 |
10,541.8 |
10,691.8 |
|
|
| 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 |
10,783.5 |
10,443.5 |
340.0 |
3.2% |
107.1 |
1.0% |
86% |
True |
False |
196 |
| 10 |
10,783.5 |
10,089.0 |
694.5 |
6.5% |
114.7 |
1.1% |
93% |
True |
False |
168 |
| 20 |
10,783.5 |
9,903.0 |
880.5 |
8.2% |
109.6 |
1.0% |
94% |
True |
False |
162 |
| 40 |
10,783.5 |
9,164.5 |
1,619.0 |
15.1% |
147.2 |
1.4% |
97% |
True |
False |
170 |
| 60 |
10,783.5 |
9,164.5 |
1,619.0 |
15.1% |
130.3 |
1.2% |
97% |
True |
False |
129 |
| 80 |
10,783.5 |
9,164.5 |
1,619.0 |
15.1% |
111.4 |
1.0% |
97% |
True |
False |
98 |
| 100 |
10,783.5 |
9,164.5 |
1,619.0 |
15.1% |
93.9 |
0.9% |
97% |
True |
False |
95 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,117.1 |
|
2.618 |
10,989.0 |
|
1.618 |
10,910.5 |
|
1.000 |
10,862.0 |
|
0.618 |
10,832.0 |
|
HIGH |
10,783.5 |
|
0.618 |
10,753.5 |
|
0.500 |
10,744.3 |
|
0.382 |
10,735.0 |
|
LOW |
10,705.0 |
|
0.618 |
10,656.5 |
|
1.000 |
10,626.5 |
|
1.618 |
10,578.0 |
|
2.618 |
10,499.5 |
|
4.250 |
10,371.4 |
|
|