| Trading Metrics calculated at close of trading on 18-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2016 |
18-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
10,675.0 |
10,602.0 |
-73.0 |
-0.7% |
10,405.0 |
| High |
10,675.0 |
10,602.0 |
-73.0 |
-0.7% |
10,729.5 |
| Low |
10,505.5 |
10,548.0 |
42.5 |
0.4% |
10,397.0 |
| Close |
10,527.5 |
10,589.0 |
61.5 |
0.6% |
10,705.0 |
| Range |
169.5 |
54.0 |
-115.5 |
-68.1% |
332.5 |
| ATR |
136.7 |
132.3 |
-4.4 |
-3.3% |
0.0 |
| Volume |
53 |
147 |
94 |
177.4% |
854 |
|
| Daily Pivots for day following 18-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,741.7 |
10,719.3 |
10,618.7 |
|
| R3 |
10,687.7 |
10,665.3 |
10,603.9 |
|
| R2 |
10,633.7 |
10,633.7 |
10,598.9 |
|
| R1 |
10,611.3 |
10,611.3 |
10,594.0 |
10,595.5 |
| PP |
10,579.7 |
10,579.7 |
10,579.7 |
10,571.8 |
| S1 |
10,557.3 |
10,557.3 |
10,584.1 |
10,541.5 |
| S2 |
10,525.7 |
10,525.7 |
10,579.1 |
|
| S3 |
10,471.7 |
10,503.3 |
10,574.2 |
|
| S4 |
10,417.7 |
10,449.3 |
10,559.3 |
|
|
| 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% |
86.4 |
0.8% |
30% |
False |
False |
172 |
| 10 |
10,783.5 |
10,198.0 |
585.5 |
5.5% |
106.6 |
1.0% |
67% |
False |
False |
175 |
| 20 |
10,783.5 |
10,050.0 |
733.5 |
6.9% |
107.7 |
1.0% |
73% |
False |
False |
170 |
| 40 |
10,783.5 |
9,164.5 |
1,619.0 |
15.3% |
142.5 |
1.3% |
88% |
False |
False |
157 |
| 60 |
10,783.5 |
9,164.5 |
1,619.0 |
15.3% |
128.7 |
1.2% |
88% |
False |
False |
135 |
| 80 |
10,783.5 |
9,164.5 |
1,619.0 |
15.3% |
112.9 |
1.1% |
88% |
False |
False |
103 |
| 100 |
10,783.5 |
9,164.5 |
1,619.0 |
15.3% |
95.8 |
0.9% |
88% |
False |
False |
99 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,831.5 |
|
2.618 |
10,743.4 |
|
1.618 |
10,689.4 |
|
1.000 |
10,656.0 |
|
0.618 |
10,635.4 |
|
HIGH |
10,602.0 |
|
0.618 |
10,581.4 |
|
0.500 |
10,575.0 |
|
0.382 |
10,568.6 |
|
LOW |
10,548.0 |
|
0.618 |
10,514.6 |
|
1.000 |
10,494.0 |
|
1.618 |
10,460.6 |
|
2.618 |
10,406.6 |
|
4.250 |
10,318.5 |
|
|
| Fisher Pivots for day following 18-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,584.3 |
10,607.8 |
| PP |
10,579.7 |
10,601.5 |
| S1 |
10,575.0 |
10,595.3 |
|