| 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 |
3,001.0 |
3,007.0 |
6.0 |
0.2% |
2,991.0 |
| High |
3,013.0 |
3,033.0 |
20.0 |
0.7% |
3,012.0 |
| Low |
2,998.0 |
3,000.0 |
2.0 |
0.1% |
2,874.0 |
| Close |
3,003.0 |
3,029.0 |
26.0 |
0.9% |
2,955.0 |
| Range |
15.0 |
33.0 |
18.0 |
120.0% |
138.0 |
| ATR |
44.9 |
44.0 |
-0.8 |
-1.9% |
0.0 |
| Volume |
377 |
8,598 |
8,221 |
2,180.6% |
8,525 |
|
| Daily Pivots for day following 11-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,119.7 |
3,107.3 |
3,047.2 |
|
| R3 |
3,086.7 |
3,074.3 |
3,038.1 |
|
| R2 |
3,053.7 |
3,053.7 |
3,035.1 |
|
| R1 |
3,041.3 |
3,041.3 |
3,032.0 |
3,047.5 |
| PP |
3,020.7 |
3,020.7 |
3,020.7 |
3,023.8 |
| S1 |
3,008.3 |
3,008.3 |
3,026.0 |
3,014.5 |
| S2 |
2,987.7 |
2,987.7 |
3,023.0 |
|
| S3 |
2,954.7 |
2,975.3 |
3,019.9 |
|
| S4 |
2,921.7 |
2,942.3 |
3,010.9 |
|
|
| 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 |
3,033.0 |
2,915.0 |
118.0 |
3.9% |
33.0 |
1.1% |
97% |
True |
False |
3,045 |
| 10 |
3,033.0 |
2,874.0 |
159.0 |
5.2% |
38.2 |
1.3% |
97% |
True |
False |
1,977 |
| 20 |
3,033.0 |
2,874.0 |
159.0 |
5.2% |
36.1 |
1.2% |
97% |
True |
False |
2,352 |
| 40 |
3,040.0 |
2,649.0 |
391.0 |
12.9% |
47.0 |
1.6% |
97% |
False |
False |
7,899 |
| 60 |
3,056.0 |
2,649.0 |
407.0 |
13.4% |
38.8 |
1.3% |
93% |
False |
False |
6,433 |
| 80 |
3,057.0 |
2,649.0 |
408.0 |
13.5% |
32.5 |
1.1% |
93% |
False |
False |
6,117 |
| 100 |
3,064.0 |
2,649.0 |
415.0 |
13.7% |
27.1 |
0.9% |
92% |
False |
False |
5,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,173.3 |
|
2.618 |
3,119.4 |
|
1.618 |
3,086.4 |
|
1.000 |
3,066.0 |
|
0.618 |
3,053.4 |
|
HIGH |
3,033.0 |
|
0.618 |
3,020.4 |
|
0.500 |
3,016.5 |
|
0.382 |
3,012.6 |
|
LOW |
3,000.0 |
|
0.618 |
2,979.6 |
|
1.000 |
2,967.0 |
|
1.618 |
2,946.6 |
|
2.618 |
2,913.6 |
|
4.250 |
2,859.8 |
|
|
| Fisher Pivots for day following 11-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,024.8 |
3,018.2 |
| PP |
3,020.7 |
3,007.3 |
| S1 |
3,016.5 |
2,996.5 |
|