| Trading Metrics calculated at close of trading on 29-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2016 |
29-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
10,497.0 |
10,513.5 |
16.5 |
0.2% |
10,523.5 |
| High |
10,590.5 |
10,552.5 |
-38.0 |
-0.4% |
10,644.0 |
| Low |
10,442.0 |
10,438.0 |
-4.0 |
0.0% |
10,380.0 |
| Close |
10,578.0 |
10,533.0 |
-45.0 |
-0.4% |
10,578.0 |
| Range |
148.5 |
114.5 |
-34.0 |
-22.9% |
264.0 |
| ATR |
143.7 |
143.4 |
-0.3 |
-0.2% |
0.0 |
| Volume |
185 |
198 |
13 |
7.0% |
1,085 |
|
| Daily Pivots for day following 29-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,851.3 |
10,806.7 |
10,596.0 |
|
| R3 |
10,736.8 |
10,692.2 |
10,564.5 |
|
| R2 |
10,622.3 |
10,622.3 |
10,554.0 |
|
| R1 |
10,577.7 |
10,577.7 |
10,543.5 |
10,600.0 |
| PP |
10,507.8 |
10,507.8 |
10,507.8 |
10,519.0 |
| S1 |
10,463.2 |
10,463.2 |
10,522.5 |
10,485.5 |
| S2 |
10,393.3 |
10,393.3 |
10,512.0 |
|
| S3 |
10,278.8 |
10,348.7 |
10,501.5 |
|
| S4 |
10,164.3 |
10,234.2 |
10,470.0 |
|
|
| 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 |
10,639.0 |
10,438.0 |
201.0 |
1.9% |
128.5 |
1.2% |
47% |
False |
True |
197 |
| 10 |
10,710.0 |
10,380.0 |
330.0 |
3.1% |
137.2 |
1.3% |
46% |
False |
False |
182 |
| 20 |
10,783.5 |
10,089.0 |
694.5 |
6.6% |
126.0 |
1.2% |
64% |
False |
False |
175 |
| 40 |
10,783.5 |
9,281.0 |
1,502.5 |
14.3% |
129.0 |
1.2% |
83% |
False |
False |
161 |
| 60 |
10,783.5 |
9,164.5 |
1,619.0 |
15.4% |
137.9 |
1.3% |
85% |
False |
False |
158 |
| 80 |
10,783.5 |
9,164.5 |
1,619.0 |
15.4% |
125.4 |
1.2% |
85% |
False |
False |
120 |
| 100 |
10,783.5 |
9,164.5 |
1,619.0 |
15.4% |
103.9 |
1.0% |
85% |
False |
False |
98 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,039.1 |
|
2.618 |
10,852.3 |
|
1.618 |
10,737.8 |
|
1.000 |
10,667.0 |
|
0.618 |
10,623.3 |
|
HIGH |
10,552.5 |
|
0.618 |
10,508.8 |
|
0.500 |
10,495.3 |
|
0.382 |
10,481.7 |
|
LOW |
10,438.0 |
|
0.618 |
10,367.2 |
|
1.000 |
10,323.5 |
|
1.618 |
10,252.7 |
|
2.618 |
10,138.2 |
|
4.250 |
9,951.4 |
|
|
| Fisher Pivots for day following 29-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,520.4 |
10,528.3 |
| PP |
10,507.8 |
10,523.7 |
| S1 |
10,495.3 |
10,519.0 |
|