| Trading Metrics calculated at close of trading on 12-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2016 |
12-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
3,007.0 |
3,026.0 |
19.0 |
0.6% |
2,970.0 |
| High |
3,033.0 |
3,032.0 |
-1.0 |
0.0% |
3,033.0 |
| Low |
3,000.0 |
3,020.0 |
20.0 |
0.7% |
2,960.0 |
| Close |
3,029.0 |
3,031.0 |
2.0 |
0.1% |
3,031.0 |
| Range |
33.0 |
12.0 |
-21.0 |
-63.6% |
73.0 |
| ATR |
44.0 |
41.7 |
-2.3 |
-5.2% |
0.0 |
| Volume |
8,598 |
82 |
-8,516 |
-99.0% |
11,261 |
|
| Daily Pivots for day following 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,063.7 |
3,059.3 |
3,037.6 |
|
| R3 |
3,051.7 |
3,047.3 |
3,034.3 |
|
| R2 |
3,039.7 |
3,039.7 |
3,033.2 |
|
| R1 |
3,035.3 |
3,035.3 |
3,032.1 |
3,037.5 |
| PP |
3,027.7 |
3,027.7 |
3,027.7 |
3,028.8 |
| S1 |
3,023.3 |
3,023.3 |
3,029.9 |
3,025.5 |
| S2 |
3,015.7 |
3,015.7 |
3,028.8 |
|
| S3 |
3,003.7 |
3,011.3 |
3,027.7 |
|
| S4 |
2,991.7 |
2,999.3 |
3,024.4 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,227.0 |
3,202.0 |
3,071.2 |
|
| R3 |
3,154.0 |
3,129.0 |
3,051.1 |
|
| R2 |
3,081.0 |
3,081.0 |
3,044.4 |
|
| R1 |
3,056.0 |
3,056.0 |
3,037.7 |
3,068.5 |
| PP |
3,008.0 |
3,008.0 |
3,008.0 |
3,014.3 |
| S1 |
2,983.0 |
2,983.0 |
3,024.3 |
2,995.5 |
| S2 |
2,935.0 |
2,935.0 |
3,017.6 |
|
| S3 |
2,862.0 |
2,910.0 |
3,010.9 |
|
| S4 |
2,789.0 |
2,837.0 |
2,990.9 |
|
|
| 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 |
2,960.0 |
73.0 |
2.4% |
26.4 |
0.9% |
97% |
False |
False |
2,252 |
| 10 |
3,033.0 |
2,874.0 |
159.0 |
5.2% |
36.9 |
1.2% |
99% |
False |
False |
1,978 |
| 20 |
3,033.0 |
2,874.0 |
159.0 |
5.2% |
35.0 |
1.2% |
99% |
False |
False |
1,874 |
| 40 |
3,040.0 |
2,649.0 |
391.0 |
12.9% |
46.3 |
1.5% |
98% |
False |
False |
7,148 |
| 60 |
3,056.0 |
2,649.0 |
407.0 |
13.4% |
39.0 |
1.3% |
94% |
False |
False |
6,314 |
| 80 |
3,056.0 |
2,649.0 |
407.0 |
13.4% |
32.4 |
1.1% |
94% |
False |
False |
6,117 |
| 100 |
3,064.0 |
2,649.0 |
415.0 |
13.7% |
27.2 |
0.9% |
92% |
False |
False |
5,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,083.0 |
|
2.618 |
3,063.4 |
|
1.618 |
3,051.4 |
|
1.000 |
3,044.0 |
|
0.618 |
3,039.4 |
|
HIGH |
3,032.0 |
|
0.618 |
3,027.4 |
|
0.500 |
3,026.0 |
|
0.382 |
3,024.6 |
|
LOW |
3,020.0 |
|
0.618 |
3,012.6 |
|
1.000 |
3,008.0 |
|
1.618 |
3,000.6 |
|
2.618 |
2,988.6 |
|
4.250 |
2,969.0 |
|
|
| Fisher Pivots for day following 12-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,029.3 |
3,025.8 |
| PP |
3,027.7 |
3,020.7 |
| S1 |
3,026.0 |
3,015.5 |
|