| Trading Metrics calculated at close of trading on 17-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2016 |
17-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
10,685.0 |
10,675.0 |
-10.0 |
-0.1% |
10,405.0 |
| High |
10,710.0 |
10,675.0 |
-35.0 |
-0.3% |
10,729.5 |
| Low |
10,626.0 |
10,505.5 |
-120.5 |
-1.1% |
10,397.0 |
| Close |
10,686.5 |
10,527.5 |
-159.0 |
-1.5% |
10,705.0 |
| Range |
84.0 |
169.5 |
85.5 |
101.8% |
332.5 |
| ATR |
133.3 |
136.7 |
3.4 |
2.6% |
0.0 |
| Volume |
187 |
53 |
-134 |
-71.7% |
854 |
|
| Daily Pivots for day following 17-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,077.8 |
10,972.2 |
10,620.7 |
|
| R3 |
10,908.3 |
10,802.7 |
10,574.1 |
|
| R2 |
10,738.8 |
10,738.8 |
10,558.6 |
|
| R1 |
10,633.2 |
10,633.2 |
10,543.0 |
10,601.3 |
| PP |
10,569.3 |
10,569.3 |
10,569.3 |
10,553.4 |
| S1 |
10,463.7 |
10,463.7 |
10,512.0 |
10,431.8 |
| S2 |
10,399.8 |
10,399.8 |
10,496.4 |
|
| S3 |
10,230.3 |
10,294.2 |
10,480.9 |
|
| S4 |
10,060.8 |
10,124.7 |
10,434.3 |
|
|
| 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 |
10,505.5 |
278.0 |
2.6% |
97.2 |
0.9% |
8% |
False |
True |
192 |
| 10 |
10,783.5 |
10,171.5 |
612.0 |
5.8% |
109.6 |
1.0% |
58% |
False |
False |
181 |
| 20 |
10,783.5 |
10,050.0 |
733.5 |
7.0% |
109.7 |
1.0% |
65% |
False |
False |
165 |
| 40 |
10,783.5 |
9,164.5 |
1,619.0 |
15.4% |
146.4 |
1.4% |
84% |
False |
False |
168 |
| 60 |
10,783.5 |
9,164.5 |
1,619.0 |
15.4% |
129.3 |
1.2% |
84% |
False |
False |
133 |
| 80 |
10,783.5 |
9,164.5 |
1,619.0 |
15.4% |
113.7 |
1.1% |
84% |
False |
False |
101 |
| 100 |
10,783.5 |
9,164.5 |
1,619.0 |
15.4% |
95.6 |
0.9% |
84% |
False |
False |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,395.4 |
|
2.618 |
11,118.8 |
|
1.618 |
10,949.3 |
|
1.000 |
10,844.5 |
|
0.618 |
10,779.8 |
|
HIGH |
10,675.0 |
|
0.618 |
10,610.3 |
|
0.500 |
10,590.3 |
|
0.382 |
10,570.2 |
|
LOW |
10,505.5 |
|
0.618 |
10,400.7 |
|
1.000 |
10,336.0 |
|
1.618 |
10,231.2 |
|
2.618 |
10,061.7 |
|
4.250 |
9,785.1 |
|
|
| Fisher Pivots for day following 17-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,590.3 |
10,644.5 |
| PP |
10,569.3 |
10,605.5 |
| S1 |
10,548.4 |
10,566.5 |
|