| 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 |
2,960.0 |
3,001.0 |
41.0 |
1.4% |
2,991.0 |
| High |
3,013.0 |
3,013.0 |
0.0 |
0.0% |
3,012.0 |
| Low |
2,960.0 |
2,998.0 |
38.0 |
1.3% |
2,874.0 |
| Close |
3,013.0 |
3,003.0 |
-10.0 |
-0.3% |
2,955.0 |
| Range |
53.0 |
15.0 |
-38.0 |
-71.7% |
138.0 |
| ATR |
47.2 |
44.9 |
-2.3 |
-4.9% |
0.0 |
| Volume |
2,144 |
377 |
-1,767 |
-82.4% |
8,525 |
|
| Daily Pivots for day following 10-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,049.7 |
3,041.3 |
3,011.3 |
|
| R3 |
3,034.7 |
3,026.3 |
3,007.1 |
|
| R2 |
3,019.7 |
3,019.7 |
3,005.8 |
|
| R1 |
3,011.3 |
3,011.3 |
3,004.4 |
3,015.5 |
| PP |
3,004.7 |
3,004.7 |
3,004.7 |
3,006.8 |
| S1 |
2,996.3 |
2,996.3 |
3,001.6 |
3,000.5 |
| S2 |
2,989.7 |
2,989.7 |
3,000.3 |
|
| S3 |
2,974.7 |
2,981.3 |
2,998.9 |
|
| S4 |
2,959.7 |
2,966.3 |
2,994.8 |
|
|
| 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 |
2,901.0 |
112.0 |
3.7% |
31.8 |
1.1% |
91% |
True |
False |
1,354 |
| 10 |
3,013.0 |
2,874.0 |
139.0 |
4.6% |
38.5 |
1.3% |
93% |
True |
False |
1,343 |
| 20 |
3,013.0 |
2,874.0 |
139.0 |
4.6% |
36.3 |
1.2% |
93% |
True |
False |
1,925 |
| 40 |
3,040.0 |
2,649.0 |
391.0 |
13.0% |
48.1 |
1.6% |
91% |
False |
False |
8,074 |
| 60 |
3,056.0 |
2,649.0 |
407.0 |
13.6% |
38.5 |
1.3% |
87% |
False |
False |
6,523 |
| 80 |
3,064.0 |
2,649.0 |
415.0 |
13.8% |
32.1 |
1.1% |
85% |
False |
False |
6,112 |
| 100 |
3,064.0 |
2,649.0 |
415.0 |
13.8% |
27.0 |
0.9% |
85% |
False |
False |
4,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,076.8 |
|
2.618 |
3,052.3 |
|
1.618 |
3,037.3 |
|
1.000 |
3,028.0 |
|
0.618 |
3,022.3 |
|
HIGH |
3,013.0 |
|
0.618 |
3,007.3 |
|
0.500 |
3,005.5 |
|
0.382 |
3,003.7 |
|
LOW |
2,998.0 |
|
0.618 |
2,988.7 |
|
1.000 |
2,983.0 |
|
1.618 |
2,973.7 |
|
2.618 |
2,958.7 |
|
4.250 |
2,934.3 |
|
|
| Fisher Pivots for day following 10-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,005.5 |
2,997.5 |
| PP |
3,004.7 |
2,992.0 |
| S1 |
3,003.8 |
2,986.5 |
|