| Trading Metrics calculated at close of trading on 11-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2016 |
11-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
16,630 |
16,700 |
70 |
0.4% |
16,525 |
| High |
16,755 |
16,860 |
105 |
0.6% |
16,625 |
| Low |
16,620 |
16,560 |
-60 |
-0.4% |
15,900 |
| Close |
16,645 |
16,820 |
175 |
1.1% |
16,405 |
| Range |
135 |
300 |
165 |
122.2% |
725 |
| ATR |
285 |
286 |
1 |
0.4% |
0 |
| Volume |
123 |
5 |
-118 |
-95.9% |
78 |
|
| Daily Pivots for day following 11-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,647 |
17,533 |
16,985 |
|
| R3 |
17,347 |
17,233 |
16,903 |
|
| R2 |
17,047 |
17,047 |
16,875 |
|
| R1 |
16,933 |
16,933 |
16,848 |
16,990 |
| PP |
16,747 |
16,747 |
16,747 |
16,775 |
| S1 |
16,633 |
16,633 |
16,793 |
16,690 |
| S2 |
16,447 |
16,447 |
16,765 |
|
| S3 |
16,147 |
16,333 |
16,738 |
|
| S4 |
15,847 |
16,033 |
16,655 |
|
|
| 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 |
16,860 |
16,180 |
680 |
4.0% |
194 |
1.2% |
94% |
True |
False |
56 |
| 10 |
16,860 |
15,900 |
960 |
5.7% |
272 |
1.6% |
96% |
True |
False |
41 |
| 20 |
16,935 |
15,900 |
1,035 |
6.2% |
240 |
1.4% |
89% |
False |
False |
28 |
| 40 |
16,935 |
15,060 |
1,875 |
11.1% |
278 |
1.6% |
94% |
False |
False |
26 |
| 60 |
17,050 |
15,060 |
1,990 |
11.8% |
192 |
1.1% |
88% |
False |
False |
18 |
| 80 |
17,740 |
15,060 |
2,680 |
15.9% |
144 |
0.9% |
66% |
False |
False |
13 |
| 100 |
17,740 |
15,060 |
2,680 |
15.9% |
115 |
0.7% |
66% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,135 |
|
2.618 |
17,646 |
|
1.618 |
17,346 |
|
1.000 |
17,160 |
|
0.618 |
17,046 |
|
HIGH |
16,860 |
|
0.618 |
16,746 |
|
0.500 |
16,710 |
|
0.382 |
16,675 |
|
LOW |
16,560 |
|
0.618 |
16,375 |
|
1.000 |
16,260 |
|
1.618 |
16,075 |
|
2.618 |
15,775 |
|
4.250 |
15,285 |
|
|
| Fisher Pivots for day following 11-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,783 |
16,783 |
| PP |
16,747 |
16,747 |
| S1 |
16,710 |
16,710 |
|