| Trading Metrics calculated at close of trading on 23-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2016 |
23-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
10,523.5 |
10,516.5 |
-7.0 |
-0.1% |
10,707.0 |
| High |
10,644.0 |
10,612.5 |
-31.5 |
-0.3% |
10,783.5 |
| Low |
10,380.0 |
10,506.5 |
126.5 |
1.2% |
10,477.0 |
| Close |
10,466.0 |
10,583.0 |
117.0 |
1.1% |
10,536.5 |
| Range |
264.0 |
106.0 |
-158.0 |
-59.8% |
306.5 |
| ATR |
143.4 |
143.6 |
0.2 |
0.2% |
0.0 |
| Volume |
298 |
201 |
-97 |
-32.6% |
897 |
|
| Daily Pivots for day following 23-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,885.3 |
10,840.2 |
10,641.3 |
|
| R3 |
10,779.3 |
10,734.2 |
10,612.2 |
|
| R2 |
10,673.3 |
10,673.3 |
10,602.4 |
|
| R1 |
10,628.2 |
10,628.2 |
10,592.7 |
10,650.8 |
| PP |
10,567.3 |
10,567.3 |
10,567.3 |
10,578.6 |
| S1 |
10,522.2 |
10,522.2 |
10,573.3 |
10,544.8 |
| S2 |
10,461.3 |
10,461.3 |
10,563.6 |
|
| S3 |
10,355.3 |
10,416.2 |
10,553.9 |
|
| S4 |
10,249.3 |
10,310.2 |
10,524.7 |
|
|
| 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 |
10,675.0 |
10,380.0 |
295.0 |
2.8% |
150.3 |
1.4% |
69% |
False |
False |
170 |
| 10 |
10,783.5 |
10,380.0 |
403.5 |
3.8% |
112.9 |
1.1% |
50% |
False |
False |
190 |
| 20 |
10,783.5 |
10,089.0 |
694.5 |
6.6% |
118.5 |
1.1% |
71% |
False |
False |
157 |
| 40 |
10,783.5 |
9,281.0 |
1,502.5 |
14.2% |
130.5 |
1.2% |
87% |
False |
False |
164 |
| 60 |
10,783.5 |
9,164.5 |
1,619.0 |
15.3% |
134.4 |
1.3% |
88% |
False |
False |
145 |
| 80 |
10,783.5 |
9,164.5 |
1,619.0 |
15.3% |
119.2 |
1.1% |
88% |
False |
False |
111 |
| 100 |
10,783.5 |
9,164.5 |
1,619.0 |
15.3% |
100.3 |
0.9% |
88% |
False |
False |
90 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,063.0 |
|
2.618 |
10,890.0 |
|
1.618 |
10,784.0 |
|
1.000 |
10,718.5 |
|
0.618 |
10,678.0 |
|
HIGH |
10,612.5 |
|
0.618 |
10,572.0 |
|
0.500 |
10,559.5 |
|
0.382 |
10,547.0 |
|
LOW |
10,506.5 |
|
0.618 |
10,441.0 |
|
1.000 |
10,400.5 |
|
1.618 |
10,335.0 |
|
2.618 |
10,229.0 |
|
4.250 |
10,056.0 |
|
|
| Fisher Pivots for day following 23-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,575.2 |
10,559.3 |
| PP |
10,567.3 |
10,535.7 |
| S1 |
10,559.5 |
10,512.0 |
|