| 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 |
1,344.8 |
1,341.6 |
-3.2 |
-0.2% |
1,348.8 |
| High |
1,354.2 |
1,350.4 |
-3.8 |
-0.3% |
1,366.1 |
| Low |
1,344.3 |
1,334.8 |
-9.5 |
-0.7% |
1,333.7 |
| Close |
1,344.3 |
1,342.5 |
-1.8 |
-0.1% |
1,336.4 |
| Range |
9.9 |
15.6 |
5.7 |
57.6% |
32.4 |
| ATR |
18.1 |
17.9 |
-0.2 |
-1.0% |
0.0 |
| Volume |
110 |
666 |
556 |
505.5% |
6,401 |
|
| Daily Pivots for day following 11-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,389.4 |
1,381.5 |
1,351.1 |
|
| R3 |
1,373.8 |
1,365.9 |
1,346.8 |
|
| R2 |
1,358.2 |
1,358.2 |
1,345.4 |
|
| R1 |
1,350.3 |
1,350.3 |
1,343.9 |
1,354.3 |
| PP |
1,342.6 |
1,342.6 |
1,342.6 |
1,344.5 |
| S1 |
1,334.7 |
1,334.7 |
1,341.1 |
1,338.7 |
| S2 |
1,327.0 |
1,327.0 |
1,339.6 |
|
| S3 |
1,311.4 |
1,319.1 |
1,338.2 |
|
| S4 |
1,295.8 |
1,303.5 |
1,333.9 |
|
|
| 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 |
1,360.8 |
1,327.8 |
33.0 |
2.5% |
14.2 |
1.1% |
45% |
False |
False |
618 |
| 10 |
1,366.1 |
1,325.8 |
40.3 |
3.0% |
15.2 |
1.1% |
41% |
False |
False |
1,446 |
| 20 |
1,366.1 |
1,310.7 |
55.4 |
4.1% |
16.0 |
1.2% |
57% |
False |
False |
98,510 |
| 40 |
1,377.5 |
1,252.8 |
124.7 |
9.3% |
21.4 |
1.6% |
72% |
False |
False |
172,792 |
| 60 |
1,377.5 |
1,201.5 |
176.0 |
13.1% |
20.0 |
1.5% |
80% |
False |
False |
164,050 |
| 80 |
1,377.5 |
1,201.5 |
176.0 |
13.1% |
19.7 |
1.5% |
80% |
False |
False |
127,874 |
| 100 |
1,377.5 |
1,201.5 |
176.0 |
13.1% |
19.3 |
1.4% |
80% |
False |
False |
103,168 |
| 120 |
1,377.5 |
1,201.5 |
176.0 |
13.1% |
19.8 |
1.5% |
80% |
False |
False |
86,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,416.7 |
|
2.618 |
1,391.2 |
|
1.618 |
1,375.6 |
|
1.000 |
1,366.0 |
|
0.618 |
1,360.0 |
|
HIGH |
1,350.4 |
|
0.618 |
1,344.4 |
|
0.500 |
1,342.6 |
|
0.382 |
1,340.8 |
|
LOW |
1,334.8 |
|
0.618 |
1,325.2 |
|
1.000 |
1,319.2 |
|
1.618 |
1,309.6 |
|
2.618 |
1,294.0 |
|
4.250 |
1,268.5 |
|
|
| Fisher Pivots for day following 11-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,342.6 |
1,342.1 |
| PP |
1,342.6 |
1,341.7 |
| S1 |
1,342.5 |
1,341.4 |
|