| Trading Metrics calculated at close of trading on 09-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2016 |
09-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
16,525 |
16,685 |
160 |
1.0% |
16,525 |
| High |
16,680 |
16,715 |
35 |
0.2% |
16,625 |
| Low |
16,525 |
16,595 |
70 |
0.4% |
15,900 |
| Close |
16,605 |
16,645 |
40 |
0.2% |
16,405 |
| Range |
155 |
120 |
-35 |
-22.6% |
725 |
| ATR |
310 |
296 |
-14 |
-4.4% |
0 |
| Volume |
110 |
36 |
-74 |
-67.3% |
78 |
|
| Daily Pivots for day following 09-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,012 |
16,948 |
16,711 |
|
| R3 |
16,892 |
16,828 |
16,678 |
|
| R2 |
16,772 |
16,772 |
16,667 |
|
| R1 |
16,708 |
16,708 |
16,656 |
16,680 |
| PP |
16,652 |
16,652 |
16,652 |
16,638 |
| S1 |
16,588 |
16,588 |
16,634 |
16,560 |
| S2 |
16,532 |
16,532 |
16,623 |
|
| S3 |
16,412 |
16,468 |
16,612 |
|
| S4 |
16,292 |
16,348 |
16,579 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,485 |
18,170 |
16,804 |
|
| R3 |
17,760 |
17,445 |
16,605 |
|
| R2 |
17,035 |
17,035 |
16,538 |
|
| R1 |
16,720 |
16,720 |
16,472 |
16,515 |
| PP |
16,310 |
16,310 |
16,310 |
16,208 |
| S1 |
15,995 |
15,995 |
16,339 |
15,790 |
| S2 |
15,585 |
15,585 |
16,272 |
|
| S3 |
14,860 |
15,270 |
16,206 |
|
| S4 |
14,135 |
14,545 |
16,006 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,715 |
15,900 |
815 |
4.9% |
226 |
1.4% |
91% |
True |
False |
42 |
| 10 |
16,810 |
15,900 |
910 |
5.5% |
271 |
1.6% |
82% |
False |
False |
32 |
| 20 |
16,935 |
15,900 |
1,035 |
6.2% |
249 |
1.5% |
72% |
False |
False |
22 |
| 40 |
16,935 |
15,060 |
1,875 |
11.3% |
270 |
1.6% |
85% |
False |
False |
23 |
| 60 |
17,050 |
15,060 |
1,990 |
12.0% |
185 |
1.1% |
80% |
False |
False |
16 |
| 80 |
17,740 |
15,060 |
2,680 |
16.1% |
139 |
0.8% |
59% |
False |
False |
12 |
| 100 |
17,740 |
15,060 |
2,680 |
16.1% |
111 |
0.7% |
59% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,225 |
|
2.618 |
17,029 |
|
1.618 |
16,909 |
|
1.000 |
16,835 |
|
0.618 |
16,789 |
|
HIGH |
16,715 |
|
0.618 |
16,669 |
|
0.500 |
16,655 |
|
0.382 |
16,641 |
|
LOW |
16,595 |
|
0.618 |
16,521 |
|
1.000 |
16,475 |
|
1.618 |
16,401 |
|
2.618 |
16,281 |
|
4.250 |
16,085 |
|
|
| Fisher Pivots for day following 09-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,655 |
16,579 |
| PP |
16,652 |
16,513 |
| S1 |
16,648 |
16,448 |
|