| 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 |
3,024.0 |
3,024.0 |
0.0 |
0.0% |
3,022.0 |
| High |
3,031.0 |
3,050.0 |
19.0 |
0.6% |
3,030.0 |
| Low |
3,012.0 |
3,013.0 |
1.0 |
0.0% |
2,888.0 |
| Close |
3,018.0 |
3,044.0 |
26.0 |
0.9% |
2,970.0 |
| Range |
19.0 |
37.0 |
18.0 |
94.7% |
142.0 |
| ATR |
50.0 |
49.0 |
-0.9 |
-1.9% |
0.0 |
| Volume |
821,730 |
663,454 |
-158,276 |
-19.3% |
4,485,416 |
|
| Daily Pivots for day following 11-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,146.7 |
3,132.3 |
3,064.4 |
|
| R3 |
3,109.7 |
3,095.3 |
3,054.2 |
|
| R2 |
3,072.7 |
3,072.7 |
3,050.8 |
|
| R1 |
3,058.3 |
3,058.3 |
3,047.4 |
3,065.5 |
| PP |
3,035.7 |
3,035.7 |
3,035.7 |
3,039.3 |
| S1 |
3,021.3 |
3,021.3 |
3,040.6 |
3,028.5 |
| S2 |
2,998.7 |
2,998.7 |
3,037.2 |
|
| S3 |
2,961.7 |
2,984.3 |
3,033.8 |
|
| S4 |
2,924.7 |
2,947.3 |
3,023.7 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,388.7 |
3,321.3 |
3,048.1 |
|
| R3 |
3,246.7 |
3,179.3 |
3,009.1 |
|
| R2 |
3,104.7 |
3,104.7 |
2,996.0 |
|
| R1 |
3,037.3 |
3,037.3 |
2,983.0 |
3,000.0 |
| PP |
2,962.7 |
2,962.7 |
2,962.7 |
2,944.0 |
| S1 |
2,895.3 |
2,895.3 |
2,957.0 |
2,858.0 |
| S2 |
2,820.7 |
2,820.7 |
2,944.0 |
|
| S3 |
2,678.7 |
2,753.3 |
2,931.0 |
|
| S4 |
2,536.7 |
2,611.3 |
2,891.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,050.0 |
2,930.0 |
120.0 |
3.9% |
36.2 |
1.2% |
95% |
True |
False |
745,534 |
| 10 |
3,050.0 |
2,888.0 |
162.0 |
5.3% |
41.8 |
1.4% |
96% |
True |
False |
838,787 |
| 20 |
3,050.0 |
2,888.0 |
162.0 |
5.3% |
40.9 |
1.3% |
96% |
True |
False |
885,482 |
| 40 |
3,058.0 |
2,645.0 |
413.0 |
13.6% |
54.7 |
1.8% |
97% |
False |
False |
1,234,419 |
| 60 |
3,078.0 |
2,645.0 |
433.0 |
14.2% |
51.5 |
1.7% |
92% |
False |
False |
951,580 |
| 80 |
3,078.0 |
2,645.0 |
433.0 |
14.2% |
50.3 |
1.7% |
92% |
False |
False |
716,166 |
| 100 |
3,078.0 |
2,645.0 |
433.0 |
14.2% |
50.1 |
1.6% |
92% |
False |
False |
573,678 |
| 120 |
3,078.0 |
2,645.0 |
433.0 |
14.2% |
47.4 |
1.6% |
92% |
False |
False |
480,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,207.3 |
|
2.618 |
3,146.9 |
|
1.618 |
3,109.9 |
|
1.000 |
3,087.0 |
|
0.618 |
3,072.9 |
|
HIGH |
3,050.0 |
|
0.618 |
3,035.9 |
|
0.500 |
3,031.5 |
|
0.382 |
3,027.1 |
|
LOW |
3,013.0 |
|
0.618 |
2,990.1 |
|
1.000 |
2,976.0 |
|
1.618 |
2,953.1 |
|
2.618 |
2,916.1 |
|
4.250 |
2,855.8 |
|
|
| Fisher Pivots for day following 11-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,039.8 |
3,033.7 |
| PP |
3,035.7 |
3,023.3 |
| S1 |
3,031.5 |
3,013.0 |
|