| Trading Metrics calculated at close of trading on 16-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2016 |
16-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
10,707.0 |
10,685.0 |
-22.0 |
-0.2% |
10,405.0 |
| High |
10,783.5 |
10,710.0 |
-73.5 |
-0.7% |
10,729.5 |
| Low |
10,705.0 |
10,626.0 |
-79.0 |
-0.7% |
10,397.0 |
| Close |
10,735.0 |
10,686.5 |
-48.5 |
-0.5% |
10,705.0 |
| Range |
78.5 |
84.0 |
5.5 |
7.0% |
332.5 |
| ATR |
135.2 |
133.3 |
-1.9 |
-1.4% |
0.0 |
| Volume |
359 |
187 |
-172 |
-47.9% |
854 |
|
| Daily Pivots for day following 16-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,926.2 |
10,890.3 |
10,732.7 |
|
| R3 |
10,842.2 |
10,806.3 |
10,709.6 |
|
| R2 |
10,758.2 |
10,758.2 |
10,701.9 |
|
| R1 |
10,722.3 |
10,722.3 |
10,694.2 |
10,740.3 |
| PP |
10,674.2 |
10,674.2 |
10,674.2 |
10,683.1 |
| S1 |
10,638.3 |
10,638.3 |
10,678.8 |
10,656.3 |
| S2 |
10,590.2 |
10,590.2 |
10,671.1 |
|
| S3 |
10,506.2 |
10,554.3 |
10,663.4 |
|
| S4 |
10,422.2 |
10,470.3 |
10,640.3 |
|
|
| 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 |
10,621.5 |
162.0 |
1.5% |
75.4 |
0.7% |
40% |
False |
False |
210 |
| 10 |
10,783.5 |
10,089.0 |
694.5 |
6.5% |
103.7 |
1.0% |
86% |
False |
False |
180 |
| 20 |
10,783.5 |
9,974.0 |
809.5 |
7.6% |
108.6 |
1.0% |
88% |
False |
False |
169 |
| 40 |
10,783.5 |
9,164.5 |
1,619.0 |
15.1% |
144.7 |
1.4% |
94% |
False |
False |
173 |
| 60 |
10,783.5 |
9,164.5 |
1,619.0 |
15.1% |
126.8 |
1.2% |
94% |
False |
False |
132 |
| 80 |
10,783.5 |
9,164.5 |
1,619.0 |
15.1% |
111.6 |
1.0% |
94% |
False |
False |
101 |
| 100 |
10,783.5 |
9,164.5 |
1,619.0 |
15.1% |
93.9 |
0.9% |
94% |
False |
False |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,067.0 |
|
2.618 |
10,929.9 |
|
1.618 |
10,845.9 |
|
1.000 |
10,794.0 |
|
0.618 |
10,761.9 |
|
HIGH |
10,710.0 |
|
0.618 |
10,677.9 |
|
0.500 |
10,668.0 |
|
0.382 |
10,658.1 |
|
LOW |
10,626.0 |
|
0.618 |
10,574.1 |
|
1.000 |
10,542.0 |
|
1.618 |
10,490.1 |
|
2.618 |
10,406.1 |
|
4.250 |
10,269.0 |
|
|
| Fisher Pivots for day following 16-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,680.3 |
10,704.8 |
| PP |
10,674.2 |
10,698.7 |
| S1 |
10,668.0 |
10,692.6 |
|