| Trading Metrics calculated at close of trading on 30-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2016 |
30-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
10,513.5 |
10,572.0 |
58.5 |
0.6% |
10,523.5 |
| High |
10,552.5 |
10,677.0 |
124.5 |
1.2% |
10,644.0 |
| Low |
10,438.0 |
10,572.0 |
134.0 |
1.3% |
10,380.0 |
| Close |
10,533.0 |
10,652.5 |
119.5 |
1.1% |
10,578.0 |
| Range |
114.5 |
105.0 |
-9.5 |
-8.3% |
264.0 |
| ATR |
143.4 |
143.5 |
0.0 |
0.0% |
0.0 |
| Volume |
198 |
133 |
-65 |
-32.8% |
1,085 |
|
| Daily Pivots for day following 30-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,948.8 |
10,905.7 |
10,710.3 |
|
| R3 |
10,843.8 |
10,800.7 |
10,681.4 |
|
| R2 |
10,738.8 |
10,738.8 |
10,671.8 |
|
| R1 |
10,695.7 |
10,695.7 |
10,662.1 |
10,717.3 |
| PP |
10,633.8 |
10,633.8 |
10,633.8 |
10,644.6 |
| S1 |
10,590.7 |
10,590.7 |
10,642.9 |
10,612.3 |
| S2 |
10,528.8 |
10,528.8 |
10,633.3 |
|
| S3 |
10,423.8 |
10,485.7 |
10,623.6 |
|
| S4 |
10,318.8 |
10,380.7 |
10,594.8 |
|
|
| 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 |
10,677.0 |
10,438.0 |
239.0 |
2.2% |
128.3 |
1.2% |
90% |
True |
False |
183 |
| 10 |
10,677.0 |
10,380.0 |
297.0 |
2.8% |
139.3 |
1.3% |
92% |
True |
False |
176 |
| 20 |
10,783.5 |
10,089.0 |
694.5 |
6.5% |
121.5 |
1.1% |
81% |
False |
False |
178 |
| 40 |
10,783.5 |
9,281.0 |
1,502.5 |
14.1% |
126.7 |
1.2% |
91% |
False |
False |
147 |
| 60 |
10,783.5 |
9,164.5 |
1,619.0 |
15.2% |
137.7 |
1.3% |
92% |
False |
False |
160 |
| 80 |
10,783.5 |
9,164.5 |
1,619.0 |
15.2% |
126.7 |
1.2% |
92% |
False |
False |
122 |
| 100 |
10,783.5 |
9,164.5 |
1,619.0 |
15.2% |
105.0 |
1.0% |
92% |
False |
False |
99 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,123.3 |
|
2.618 |
10,951.9 |
|
1.618 |
10,846.9 |
|
1.000 |
10,782.0 |
|
0.618 |
10,741.9 |
|
HIGH |
10,677.0 |
|
0.618 |
10,636.9 |
|
0.500 |
10,624.5 |
|
0.382 |
10,612.1 |
|
LOW |
10,572.0 |
|
0.618 |
10,507.1 |
|
1.000 |
10,467.0 |
|
1.618 |
10,402.1 |
|
2.618 |
10,297.1 |
|
4.250 |
10,125.8 |
|
|
| Fisher Pivots for day following 30-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,643.2 |
10,620.8 |
| PP |
10,633.8 |
10,589.2 |
| S1 |
10,624.5 |
10,557.5 |
|