| Trading Metrics calculated at close of trading on 25-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2016 |
25-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
10,552.0 |
10,600.0 |
48.0 |
0.5% |
10,707.0 |
| High |
10,639.0 |
10,600.0 |
-39.0 |
-0.4% |
10,783.5 |
| Low |
10,509.0 |
10,456.5 |
-52.5 |
-0.5% |
10,477.0 |
| Close |
10,609.0 |
10,517.0 |
-92.0 |
-0.9% |
10,536.5 |
| Range |
130.0 |
143.5 |
13.5 |
10.4% |
306.5 |
| ATR |
142.6 |
143.3 |
0.7 |
0.5% |
0.0 |
| Volume |
244 |
157 |
-87 |
-35.7% |
897 |
|
| Daily Pivots for day following 25-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,955.0 |
10,879.5 |
10,595.9 |
|
| R3 |
10,811.5 |
10,736.0 |
10,556.5 |
|
| R2 |
10,668.0 |
10,668.0 |
10,543.3 |
|
| R1 |
10,592.5 |
10,592.5 |
10,530.2 |
10,558.5 |
| PP |
10,524.5 |
10,524.5 |
10,524.5 |
10,507.5 |
| S1 |
10,449.0 |
10,449.0 |
10,503.8 |
10,415.0 |
| S2 |
10,381.0 |
10,381.0 |
10,490.7 |
|
| S3 |
10,237.5 |
10,305.5 |
10,477.5 |
|
| S4 |
10,094.0 |
10,162.0 |
10,438.1 |
|
|
| 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% |
160.3 |
1.5% |
52% |
False |
False |
210 |
| 10 |
10,783.5 |
10,380.0 |
403.5 |
3.8% |
123.4 |
1.2% |
34% |
False |
False |
191 |
| 20 |
10,783.5 |
10,089.0 |
694.5 |
6.6% |
124.8 |
1.2% |
62% |
False |
False |
164 |
| 40 |
10,783.5 |
9,281.0 |
1,502.5 |
14.3% |
127.8 |
1.2% |
82% |
False |
False |
167 |
| 60 |
10,783.5 |
9,164.5 |
1,619.0 |
15.4% |
137.7 |
1.3% |
84% |
False |
False |
152 |
| 80 |
10,783.5 |
9,164.5 |
1,619.0 |
15.4% |
122.6 |
1.2% |
84% |
False |
False |
116 |
| 100 |
10,783.5 |
9,164.5 |
1,619.0 |
15.4% |
101.5 |
1.0% |
84% |
False |
False |
94 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,209.9 |
|
2.618 |
10,975.7 |
|
1.618 |
10,832.2 |
|
1.000 |
10,743.5 |
|
0.618 |
10,688.7 |
|
HIGH |
10,600.0 |
|
0.618 |
10,545.2 |
|
0.500 |
10,528.3 |
|
0.382 |
10,511.3 |
|
LOW |
10,456.5 |
|
0.618 |
10,367.8 |
|
1.000 |
10,313.0 |
|
1.618 |
10,224.3 |
|
2.618 |
10,080.8 |
|
4.250 |
9,846.6 |
|
|
| Fisher Pivots for day following 25-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,528.3 |
10,547.8 |
| PP |
10,524.5 |
10,537.5 |
| S1 |
10,520.8 |
10,527.3 |
|