| Trading Metrics calculated at close of trading on 19-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2016 |
19-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
10,602.0 |
10,635.0 |
33.0 |
0.3% |
10,707.0 |
| High |
10,602.0 |
10,635.0 |
33.0 |
0.3% |
10,783.5 |
| Low |
10,548.0 |
10,477.0 |
-71.0 |
-0.7% |
10,477.0 |
| Close |
10,589.0 |
10,536.5 |
-52.5 |
-0.5% |
10,536.5 |
| Range |
54.0 |
158.0 |
104.0 |
192.6% |
306.5 |
| ATR |
132.3 |
134.1 |
1.8 |
1.4% |
0.0 |
| Volume |
147 |
151 |
4 |
2.7% |
897 |
|
| Daily Pivots for day following 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,023.5 |
10,938.0 |
10,623.4 |
|
| R3 |
10,865.5 |
10,780.0 |
10,580.0 |
|
| R2 |
10,707.5 |
10,707.5 |
10,565.5 |
|
| R1 |
10,622.0 |
10,622.0 |
10,551.0 |
10,585.8 |
| PP |
10,549.5 |
10,549.5 |
10,549.5 |
10,531.4 |
| S1 |
10,464.0 |
10,464.0 |
10,522.0 |
10,427.8 |
| S2 |
10,391.5 |
10,391.5 |
10,507.5 |
|
| S3 |
10,233.5 |
10,306.0 |
10,493.1 |
|
| S4 |
10,075.5 |
10,148.0 |
10,449.6 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,518.5 |
11,334.0 |
10,705.1 |
|
| R3 |
11,212.0 |
11,027.5 |
10,620.8 |
|
| R2 |
10,905.5 |
10,905.5 |
10,592.7 |
|
| R1 |
10,721.0 |
10,721.0 |
10,564.6 |
10,660.0 |
| PP |
10,599.0 |
10,599.0 |
10,599.0 |
10,568.5 |
| S1 |
10,414.5 |
10,414.5 |
10,508.4 |
10,353.5 |
| S2 |
10,292.5 |
10,292.5 |
10,480.3 |
|
| S3 |
9,986.0 |
10,108.0 |
10,452.2 |
|
| S4 |
9,679.5 |
9,801.5 |
10,367.9 |
|
|
| 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 |
10,477.0 |
306.5 |
2.9% |
108.8 |
1.0% |
19% |
False |
True |
179 |
| 10 |
10,783.5 |
10,397.0 |
386.5 |
3.7% |
106.7 |
1.0% |
36% |
False |
False |
175 |
| 20 |
10,783.5 |
10,089.0 |
694.5 |
6.6% |
110.9 |
1.1% |
64% |
False |
False |
175 |
| 40 |
10,783.5 |
9,190.0 |
1,593.5 |
15.1% |
133.9 |
1.3% |
84% |
False |
False |
156 |
| 60 |
10,783.5 |
9,164.5 |
1,619.0 |
15.4% |
130.7 |
1.2% |
85% |
False |
False |
137 |
| 80 |
10,783.5 |
9,164.5 |
1,619.0 |
15.4% |
114.6 |
1.1% |
85% |
False |
False |
105 |
| 100 |
10,783.5 |
9,164.5 |
1,619.0 |
15.4% |
97.1 |
0.9% |
85% |
False |
False |
100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,306.5 |
|
2.618 |
11,048.6 |
|
1.618 |
10,890.6 |
|
1.000 |
10,793.0 |
|
0.618 |
10,732.6 |
|
HIGH |
10,635.0 |
|
0.618 |
10,574.6 |
|
0.500 |
10,556.0 |
|
0.382 |
10,537.4 |
|
LOW |
10,477.0 |
|
0.618 |
10,379.4 |
|
1.000 |
10,319.0 |
|
1.618 |
10,221.4 |
|
2.618 |
10,063.4 |
|
4.250 |
9,805.5 |
|
|
| Fisher Pivots for day following 19-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,556.0 |
10,576.0 |
| PP |
10,549.5 |
10,562.8 |
| S1 |
10,543.0 |
10,549.7 |
|