| 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 |
2,970.0 |
2,960.0 |
-10.0 |
-0.3% |
2,991.0 |
| High |
2,980.0 |
3,013.0 |
33.0 |
1.1% |
3,012.0 |
| Low |
2,961.0 |
2,960.0 |
-1.0 |
0.0% |
2,874.0 |
| Close |
2,969.0 |
3,013.0 |
44.0 |
1.5% |
2,955.0 |
| Range |
19.0 |
53.0 |
34.0 |
178.9% |
138.0 |
| ATR |
46.7 |
47.2 |
0.4 |
1.0% |
0.0 |
| Volume |
60 |
2,144 |
2,084 |
3,473.3% |
8,525 |
|
| Daily Pivots for day following 09-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,154.3 |
3,136.7 |
3,042.2 |
|
| R3 |
3,101.3 |
3,083.7 |
3,027.6 |
|
| R2 |
3,048.3 |
3,048.3 |
3,022.7 |
|
| R1 |
3,030.7 |
3,030.7 |
3,017.9 |
3,039.5 |
| PP |
2,995.3 |
2,995.3 |
2,995.3 |
2,999.8 |
| S1 |
2,977.7 |
2,977.7 |
3,008.1 |
2,986.5 |
| S2 |
2,942.3 |
2,942.3 |
3,003.3 |
|
| S3 |
2,889.3 |
2,924.7 |
2,998.4 |
|
| S4 |
2,836.3 |
2,871.7 |
2,983.9 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,361.0 |
3,296.0 |
3,030.9 |
|
| R3 |
3,223.0 |
3,158.0 |
2,993.0 |
|
| R2 |
3,085.0 |
3,085.0 |
2,980.3 |
|
| R1 |
3,020.0 |
3,020.0 |
2,967.7 |
2,983.5 |
| PP |
2,947.0 |
2,947.0 |
2,947.0 |
2,928.8 |
| S1 |
2,882.0 |
2,882.0 |
2,942.4 |
2,845.5 |
| S2 |
2,809.0 |
2,809.0 |
2,929.7 |
|
| S3 |
2,671.0 |
2,744.0 |
2,917.1 |
|
| S4 |
2,533.0 |
2,606.0 |
2,879.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,013.0 |
2,874.0 |
139.0 |
4.6% |
34.6 |
1.1% |
100% |
True |
False |
1,293 |
| 10 |
3,013.0 |
2,874.0 |
139.0 |
4.6% |
40.0 |
1.3% |
100% |
True |
False |
2,566 |
| 20 |
3,013.0 |
2,874.0 |
139.0 |
4.6% |
36.9 |
1.2% |
100% |
True |
False |
2,830 |
| 40 |
3,040.0 |
2,649.0 |
391.0 |
13.0% |
48.5 |
1.6% |
93% |
False |
False |
8,305 |
| 60 |
3,056.0 |
2,649.0 |
407.0 |
13.5% |
38.9 |
1.3% |
89% |
False |
False |
6,767 |
| 80 |
3,064.0 |
2,649.0 |
415.0 |
13.8% |
32.1 |
1.1% |
88% |
False |
False |
6,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,238.3 |
|
2.618 |
3,151.8 |
|
1.618 |
3,098.8 |
|
1.000 |
3,066.0 |
|
0.618 |
3,045.8 |
|
HIGH |
3,013.0 |
|
0.618 |
2,992.8 |
|
0.500 |
2,986.5 |
|
0.382 |
2,980.2 |
|
LOW |
2,960.0 |
|
0.618 |
2,927.2 |
|
1.000 |
2,907.0 |
|
1.618 |
2,874.2 |
|
2.618 |
2,821.2 |
|
4.250 |
2,734.8 |
|
|
| Fisher Pivots for day following 09-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,004.2 |
2,996.7 |
| PP |
2,995.3 |
2,980.3 |
| S1 |
2,986.5 |
2,964.0 |
|