| Trading Metrics calculated at close of trading on 26-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2016 |
26-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
10,600.0 |
10,497.0 |
-103.0 |
-1.0% |
10,523.5 |
| High |
10,600.0 |
10,590.5 |
-9.5 |
-0.1% |
10,644.0 |
| Low |
10,456.5 |
10,442.0 |
-14.5 |
-0.1% |
10,380.0 |
| Close |
10,517.0 |
10,578.0 |
61.0 |
0.6% |
10,578.0 |
| Range |
143.5 |
148.5 |
5.0 |
3.5% |
264.0 |
| ATR |
143.3 |
143.7 |
0.4 |
0.3% |
0.0 |
| Volume |
157 |
185 |
28 |
17.8% |
1,085 |
|
| Daily Pivots for day following 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,982.3 |
10,928.7 |
10,659.7 |
|
| R3 |
10,833.8 |
10,780.2 |
10,618.8 |
|
| R2 |
10,685.3 |
10,685.3 |
10,605.2 |
|
| R1 |
10,631.7 |
10,631.7 |
10,591.6 |
10,658.5 |
| PP |
10,536.8 |
10,536.8 |
10,536.8 |
10,550.3 |
| S1 |
10,483.2 |
10,483.2 |
10,564.4 |
10,510.0 |
| S2 |
10,388.3 |
10,388.3 |
10,550.8 |
|
| S3 |
10,239.8 |
10,334.7 |
10,537.2 |
|
| S4 |
10,091.3 |
10,186.2 |
10,496.3 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,326.0 |
11,216.0 |
10,723.2 |
|
| R3 |
11,062.0 |
10,952.0 |
10,650.6 |
|
| R2 |
10,798.0 |
10,798.0 |
10,626.4 |
|
| R1 |
10,688.0 |
10,688.0 |
10,602.2 |
10,743.0 |
| PP |
10,534.0 |
10,534.0 |
10,534.0 |
10,561.5 |
| S1 |
10,424.0 |
10,424.0 |
10,553.8 |
10,479.0 |
| S2 |
10,270.0 |
10,270.0 |
10,529.6 |
|
| S3 |
10,006.0 |
10,160.0 |
10,505.4 |
|
| S4 |
9,742.0 |
9,896.0 |
10,432.8 |
|
|
| 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% |
158.4 |
1.5% |
75% |
False |
False |
217 |
| 10 |
10,783.5 |
10,380.0 |
403.5 |
3.8% |
133.6 |
1.3% |
49% |
False |
False |
198 |
| 20 |
10,783.5 |
10,089.0 |
694.5 |
6.6% |
129.2 |
1.2% |
70% |
False |
False |
170 |
| 40 |
10,783.5 |
9,281.0 |
1,502.5 |
14.2% |
128.4 |
1.2% |
86% |
False |
False |
160 |
| 60 |
10,783.5 |
9,164.5 |
1,619.0 |
15.3% |
136.6 |
1.3% |
87% |
False |
False |
155 |
| 80 |
10,783.5 |
9,164.5 |
1,619.0 |
15.3% |
124.0 |
1.2% |
87% |
False |
False |
118 |
| 100 |
10,783.5 |
9,164.5 |
1,619.0 |
15.3% |
102.8 |
1.0% |
87% |
False |
False |
96 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,221.6 |
|
2.618 |
10,979.3 |
|
1.618 |
10,830.8 |
|
1.000 |
10,739.0 |
|
0.618 |
10,682.3 |
|
HIGH |
10,590.5 |
|
0.618 |
10,533.8 |
|
0.500 |
10,516.3 |
|
0.382 |
10,498.7 |
|
LOW |
10,442.0 |
|
0.618 |
10,350.2 |
|
1.000 |
10,293.5 |
|
1.618 |
10,201.7 |
|
2.618 |
10,053.2 |
|
4.250 |
9,810.9 |
|
|
| Fisher Pivots for day following 26-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,557.4 |
10,565.5 |
| PP |
10,536.8 |
10,553.0 |
| S1 |
10,516.3 |
10,540.5 |
|