| Trading Metrics calculated at close of trading on 24-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2016 |
24-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
10,516.5 |
10,552.0 |
35.5 |
0.3% |
10,707.0 |
| High |
10,612.5 |
10,639.0 |
26.5 |
0.2% |
10,783.5 |
| Low |
10,506.5 |
10,509.0 |
2.5 |
0.0% |
10,477.0 |
| Close |
10,583.0 |
10,609.0 |
26.0 |
0.2% |
10,536.5 |
| Range |
106.0 |
130.0 |
24.0 |
22.6% |
306.5 |
| ATR |
143.6 |
142.6 |
-1.0 |
-0.7% |
0.0 |
| Volume |
201 |
244 |
43 |
21.4% |
897 |
|
| Daily Pivots for day following 24-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,975.7 |
10,922.3 |
10,680.5 |
|
| R3 |
10,845.7 |
10,792.3 |
10,644.8 |
|
| R2 |
10,715.7 |
10,715.7 |
10,632.8 |
|
| R1 |
10,662.3 |
10,662.3 |
10,620.9 |
10,689.0 |
| PP |
10,585.7 |
10,585.7 |
10,585.7 |
10,599.0 |
| S1 |
10,532.3 |
10,532.3 |
10,597.1 |
10,559.0 |
| S2 |
10,455.7 |
10,455.7 |
10,585.2 |
|
| S3 |
10,325.7 |
10,402.3 |
10,573.3 |
|
| S4 |
10,195.7 |
10,272.3 |
10,537.5 |
|
|
| 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 |
10,644.0 |
10,380.0 |
264.0 |
2.5% |
142.4 |
1.3% |
87% |
False |
False |
208 |
| 10 |
10,783.5 |
10,380.0 |
403.5 |
3.8% |
119.8 |
1.1% |
57% |
False |
False |
200 |
| 20 |
10,783.5 |
10,089.0 |
694.5 |
6.5% |
123.1 |
1.2% |
75% |
False |
False |
158 |
| 40 |
10,783.5 |
9,281.0 |
1,502.5 |
14.2% |
130.7 |
1.2% |
88% |
False |
False |
166 |
| 60 |
10,783.5 |
9,164.5 |
1,619.0 |
15.3% |
136.6 |
1.3% |
89% |
False |
False |
149 |
| 80 |
10,783.5 |
9,164.5 |
1,619.0 |
15.3% |
120.8 |
1.1% |
89% |
False |
False |
114 |
| 100 |
10,783.5 |
9,164.5 |
1,619.0 |
15.3% |
100.6 |
0.9% |
89% |
False |
False |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,191.5 |
|
2.618 |
10,979.3 |
|
1.618 |
10,849.3 |
|
1.000 |
10,769.0 |
|
0.618 |
10,719.3 |
|
HIGH |
10,639.0 |
|
0.618 |
10,589.3 |
|
0.500 |
10,574.0 |
|
0.382 |
10,558.7 |
|
LOW |
10,509.0 |
|
0.618 |
10,428.7 |
|
1.000 |
10,379.0 |
|
1.618 |
10,298.7 |
|
2.618 |
10,168.7 |
|
4.250 |
9,956.5 |
|
|
| Fisher Pivots for day following 24-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,597.3 |
10,576.7 |
| PP |
10,585.7 |
10,544.3 |
| S1 |
10,574.0 |
10,512.0 |
|