| Trading Metrics calculated at close of trading on 22-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2016 |
22-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
10,635.0 |
10,523.5 |
-111.5 |
-1.0% |
10,707.0 |
| High |
10,635.0 |
10,644.0 |
9.0 |
0.1% |
10,783.5 |
| Low |
10,477.0 |
10,380.0 |
-97.0 |
-0.9% |
10,477.0 |
| Close |
10,536.5 |
10,466.0 |
-70.5 |
-0.7% |
10,536.5 |
| Range |
158.0 |
264.0 |
106.0 |
67.1% |
306.5 |
| ATR |
134.1 |
143.4 |
9.3 |
6.9% |
0.0 |
| Volume |
151 |
298 |
147 |
97.4% |
897 |
|
| Daily Pivots for day following 22-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,288.7 |
11,141.3 |
10,611.2 |
|
| R3 |
11,024.7 |
10,877.3 |
10,538.6 |
|
| R2 |
10,760.7 |
10,760.7 |
10,514.4 |
|
| R1 |
10,613.3 |
10,613.3 |
10,490.2 |
10,555.0 |
| PP |
10,496.7 |
10,496.7 |
10,496.7 |
10,467.5 |
| S1 |
10,349.3 |
10,349.3 |
10,441.8 |
10,291.0 |
| S2 |
10,232.7 |
10,232.7 |
10,417.6 |
|
| S3 |
9,968.7 |
10,085.3 |
10,393.4 |
|
| S4 |
9,704.7 |
9,821.3 |
10,320.8 |
|
|
| 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 |
10,710.0 |
10,380.0 |
330.0 |
3.2% |
145.9 |
1.4% |
26% |
False |
True |
167 |
| 10 |
10,783.5 |
10,380.0 |
403.5 |
3.9% |
126.5 |
1.2% |
21% |
False |
True |
181 |
| 20 |
10,783.5 |
10,089.0 |
694.5 |
6.6% |
118.6 |
1.1% |
54% |
False |
False |
188 |
| 40 |
10,783.5 |
9,281.0 |
1,502.5 |
14.4% |
131.4 |
1.3% |
79% |
False |
False |
161 |
| 60 |
10,783.5 |
9,164.5 |
1,619.0 |
15.5% |
134.7 |
1.3% |
80% |
False |
False |
142 |
| 80 |
10,783.5 |
9,164.5 |
1,619.0 |
15.5% |
117.9 |
1.1% |
80% |
False |
False |
108 |
| 100 |
10,783.5 |
9,164.5 |
1,619.0 |
15.5% |
99.7 |
1.0% |
80% |
False |
False |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,766.0 |
|
2.618 |
11,335.2 |
|
1.618 |
11,071.2 |
|
1.000 |
10,908.0 |
|
0.618 |
10,807.2 |
|
HIGH |
10,644.0 |
|
0.618 |
10,543.2 |
|
0.500 |
10,512.0 |
|
0.382 |
10,480.8 |
|
LOW |
10,380.0 |
|
0.618 |
10,216.8 |
|
1.000 |
10,116.0 |
|
1.618 |
9,952.8 |
|
2.618 |
9,688.8 |
|
4.250 |
9,258.0 |
|
|
| Fisher Pivots for day following 22-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,512.0 |
10,512.0 |
| PP |
10,496.7 |
10,496.7 |
| S1 |
10,481.3 |
10,481.3 |
|