| Trading Metrics calculated at close of trading on 31-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2016 |
31-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
10,572.0 |
10,635.0 |
63.0 |
0.6% |
10,523.5 |
| High |
10,677.0 |
10,651.0 |
-26.0 |
-0.2% |
10,644.0 |
| Low |
10,572.0 |
10,545.0 |
-27.0 |
-0.3% |
10,380.0 |
| Close |
10,652.5 |
10,599.5 |
-53.0 |
-0.5% |
10,578.0 |
| Range |
105.0 |
106.0 |
1.0 |
1.0% |
264.0 |
| ATR |
143.5 |
140.9 |
-2.6 |
-1.8% |
0.0 |
| Volume |
133 |
663 |
530 |
398.5% |
1,085 |
|
| Daily Pivots for day following 31-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,916.5 |
10,864.0 |
10,657.8 |
|
| R3 |
10,810.5 |
10,758.0 |
10,628.7 |
|
| R2 |
10,704.5 |
10,704.5 |
10,618.9 |
|
| R1 |
10,652.0 |
10,652.0 |
10,609.2 |
10,625.3 |
| PP |
10,598.5 |
10,598.5 |
10,598.5 |
10,585.1 |
| S1 |
10,546.0 |
10,546.0 |
10,589.8 |
10,519.3 |
| S2 |
10,492.5 |
10,492.5 |
10,580.1 |
|
| S3 |
10,386.5 |
10,440.0 |
10,570.4 |
|
| S4 |
10,280.5 |
10,334.0 |
10,541.2 |
|
|
| 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 |
2.3% |
123.5 |
1.2% |
68% |
False |
False |
267 |
| 10 |
10,677.0 |
10,380.0 |
297.0 |
2.8% |
133.0 |
1.3% |
74% |
False |
False |
237 |
| 20 |
10,783.5 |
10,171.5 |
612.0 |
5.8% |
121.3 |
1.1% |
70% |
False |
False |
209 |
| 40 |
10,783.5 |
9,339.0 |
1,444.5 |
13.6% |
123.8 |
1.2% |
87% |
False |
False |
162 |
| 60 |
10,783.5 |
9,164.5 |
1,619.0 |
15.3% |
138.6 |
1.3% |
89% |
False |
False |
171 |
| 80 |
10,783.5 |
9,164.5 |
1,619.0 |
15.3% |
127.5 |
1.2% |
89% |
False |
False |
130 |
| 100 |
10,783.5 |
9,164.5 |
1,619.0 |
15.3% |
106.1 |
1.0% |
89% |
False |
False |
106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,101.5 |
|
2.618 |
10,928.5 |
|
1.618 |
10,822.5 |
|
1.000 |
10,757.0 |
|
0.618 |
10,716.5 |
|
HIGH |
10,651.0 |
|
0.618 |
10,610.5 |
|
0.500 |
10,598.0 |
|
0.382 |
10,585.5 |
|
LOW |
10,545.0 |
|
0.618 |
10,479.5 |
|
1.000 |
10,439.0 |
|
1.618 |
10,373.5 |
|
2.618 |
10,267.5 |
|
4.250 |
10,094.5 |
|
|
| Fisher Pivots for day following 31-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,599.0 |
10,585.5 |
| PP |
10,598.5 |
10,571.5 |
| S1 |
10,598.0 |
10,557.5 |
|