| Trading Metrics calculated at close of trading on 10-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2016 |
10-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
16,685 |
16,630 |
-55 |
-0.3% |
16,525 |
| High |
16,715 |
16,755 |
40 |
0.2% |
16,625 |
| Low |
16,595 |
16,620 |
25 |
0.2% |
15,900 |
| Close |
16,645 |
16,645 |
0 |
0.0% |
16,405 |
| Range |
120 |
135 |
15 |
12.5% |
725 |
| ATR |
296 |
285 |
-12 |
-3.9% |
0 |
| Volume |
36 |
123 |
87 |
241.7% |
78 |
|
| Daily Pivots for day following 10-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,078 |
16,997 |
16,719 |
|
| R3 |
16,943 |
16,862 |
16,682 |
|
| R2 |
16,808 |
16,808 |
16,670 |
|
| R1 |
16,727 |
16,727 |
16,658 |
16,768 |
| PP |
16,673 |
16,673 |
16,673 |
16,694 |
| S1 |
16,592 |
16,592 |
16,633 |
16,633 |
| S2 |
16,538 |
16,538 |
16,620 |
|
| S3 |
16,403 |
16,457 |
16,608 |
|
| S4 |
16,268 |
16,322 |
16,571 |
|
|
| 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 |
16,755 |
15,900 |
855 |
5.1% |
200 |
1.2% |
87% |
True |
False |
57 |
| 10 |
16,755 |
15,900 |
855 |
5.1% |
263 |
1.6% |
87% |
True |
False |
45 |
| 20 |
16,935 |
15,900 |
1,035 |
6.2% |
243 |
1.5% |
72% |
False |
False |
28 |
| 40 |
16,935 |
15,060 |
1,875 |
11.3% |
272 |
1.6% |
85% |
False |
False |
26 |
| 60 |
17,050 |
15,060 |
1,990 |
12.0% |
187 |
1.1% |
80% |
False |
False |
18 |
| 80 |
17,740 |
15,060 |
2,680 |
16.1% |
140 |
0.8% |
59% |
False |
False |
13 |
| 100 |
17,740 |
15,060 |
2,680 |
16.1% |
112 |
0.7% |
59% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,329 |
|
2.618 |
17,109 |
|
1.618 |
16,974 |
|
1.000 |
16,890 |
|
0.618 |
16,839 |
|
HIGH |
16,755 |
|
0.618 |
16,704 |
|
0.500 |
16,688 |
|
0.382 |
16,672 |
|
LOW |
16,620 |
|
0.618 |
16,537 |
|
1.000 |
16,485 |
|
1.618 |
16,402 |
|
2.618 |
16,267 |
|
4.250 |
16,046 |
|
|
| Fisher Pivots for day following 10-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,688 |
16,643 |
| PP |
16,673 |
16,642 |
| S1 |
16,659 |
16,640 |
|