| 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 |
1,330.0 |
1,331.8 |
1.8 |
0.1% |
1,348.8 |
| High |
1,335.4 |
1,339.4 |
4.0 |
0.3% |
1,366.1 |
| Low |
1,327.8 |
1,328.5 |
0.7 |
0.1% |
1,333.7 |
| Close |
1,333.4 |
1,339.0 |
5.6 |
0.4% |
1,336.4 |
| Range |
7.6 |
10.9 |
3.3 |
43.4% |
32.4 |
| ATR |
18.9 |
18.3 |
-0.6 |
-3.0% |
0.0 |
| Volume |
587 |
620 |
33 |
5.6% |
6,401 |
|
| Daily Pivots for day following 09-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,368.3 |
1,364.6 |
1,345.0 |
|
| R3 |
1,357.4 |
1,353.7 |
1,342.0 |
|
| R2 |
1,346.5 |
1,346.5 |
1,341.0 |
|
| R1 |
1,342.8 |
1,342.8 |
1,340.0 |
1,344.7 |
| PP |
1,335.6 |
1,335.6 |
1,335.6 |
1,336.6 |
| S1 |
1,331.9 |
1,331.9 |
1,338.0 |
1,333.8 |
| S2 |
1,324.7 |
1,324.7 |
1,337.0 |
|
| S3 |
1,313.8 |
1,321.0 |
1,336.0 |
|
| S4 |
1,302.9 |
1,310.1 |
1,333.0 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,442.6 |
1,421.9 |
1,354.2 |
|
| R3 |
1,410.2 |
1,389.5 |
1,345.3 |
|
| R2 |
1,377.8 |
1,377.8 |
1,342.3 |
|
| R1 |
1,357.1 |
1,357.1 |
1,339.4 |
1,351.3 |
| PP |
1,345.4 |
1,345.4 |
1,345.4 |
1,342.5 |
| S1 |
1,324.7 |
1,324.7 |
1,333.4 |
1,318.9 |
| S2 |
1,313.0 |
1,313.0 |
1,330.5 |
|
| S3 |
1,280.6 |
1,292.3 |
1,327.5 |
|
| S4 |
1,248.2 |
1,259.9 |
1,318.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,364.7 |
1,327.8 |
36.9 |
2.8% |
14.3 |
1.1% |
30% |
False |
False |
682 |
| 10 |
1,366.1 |
1,315.6 |
50.5 |
3.8% |
16.7 |
1.3% |
46% |
False |
False |
28,598 |
| 20 |
1,366.1 |
1,310.7 |
55.4 |
4.1% |
17.0 |
1.3% |
51% |
False |
False |
121,917 |
| 40 |
1,377.5 |
1,252.8 |
124.7 |
9.3% |
21.6 |
1.6% |
69% |
False |
False |
182,585 |
| 60 |
1,377.5 |
1,201.5 |
176.0 |
13.1% |
20.1 |
1.5% |
78% |
False |
False |
164,890 |
| 80 |
1,377.5 |
1,201.5 |
176.0 |
13.1% |
19.9 |
1.5% |
78% |
False |
False |
127,974 |
| 100 |
1,377.5 |
1,201.5 |
176.0 |
13.1% |
19.3 |
1.4% |
78% |
False |
False |
103,243 |
| 120 |
1,377.5 |
1,201.5 |
176.0 |
13.1% |
19.9 |
1.5% |
78% |
False |
False |
86,530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,385.7 |
|
2.618 |
1,367.9 |
|
1.618 |
1,357.0 |
|
1.000 |
1,350.3 |
|
0.618 |
1,346.1 |
|
HIGH |
1,339.4 |
|
0.618 |
1,335.2 |
|
0.500 |
1,334.0 |
|
0.382 |
1,332.7 |
|
LOW |
1,328.5 |
|
0.618 |
1,321.8 |
|
1.000 |
1,317.6 |
|
1.618 |
1,310.9 |
|
2.618 |
1,300.0 |
|
4.250 |
1,282.2 |
|
|
| Fisher Pivots for day following 09-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,337.3 |
1,344.3 |
| PP |
1,335.6 |
1,342.5 |
| S1 |
1,334.0 |
1,340.8 |
|