| 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 |
18,458 |
18,466 |
8 |
0.0% |
18,409 |
| High |
18,508 |
18,522 |
14 |
0.1% |
18,474 |
| Low |
18,436 |
18,442 |
6 |
0.0% |
18,170 |
| Close |
18,460 |
18,466 |
6 |
0.0% |
18,454 |
| Range |
72 |
80 |
8 |
11.1% |
304 |
| ATR |
154 |
149 |
-5 |
-3.4% |
0 |
| Volume |
84,638 |
87,302 |
2,664 |
3.1% |
622,889 |
|
| Daily Pivots for day following 09-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,717 |
18,671 |
18,510 |
|
| R3 |
18,637 |
18,591 |
18,488 |
|
| R2 |
18,557 |
18,557 |
18,481 |
|
| R1 |
18,511 |
18,511 |
18,473 |
18,506 |
| PP |
18,477 |
18,477 |
18,477 |
18,474 |
| S1 |
18,431 |
18,431 |
18,459 |
18,426 |
| S2 |
18,397 |
18,397 |
18,451 |
|
| S3 |
18,317 |
18,351 |
18,444 |
|
| S4 |
18,237 |
18,271 |
18,422 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,278 |
19,170 |
18,621 |
|
| R3 |
18,974 |
18,866 |
18,538 |
|
| R2 |
18,670 |
18,670 |
18,510 |
|
| R1 |
18,562 |
18,562 |
18,482 |
18,616 |
| PP |
18,366 |
18,366 |
18,366 |
18,393 |
| S1 |
18,258 |
18,258 |
18,426 |
18,312 |
| S2 |
18,062 |
18,062 |
18,398 |
|
| S3 |
17,758 |
17,954 |
18,371 |
|
| S4 |
17,454 |
17,650 |
18,287 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,522 |
18,188 |
334 |
1.8% |
106 |
0.6% |
83% |
True |
False |
101,287 |
| 10 |
18,522 |
18,170 |
352 |
1.9% |
129 |
0.7% |
84% |
True |
False |
121,059 |
| 20 |
18,565 |
18,170 |
395 |
2.1% |
127 |
0.7% |
75% |
False |
False |
119,025 |
| 40 |
18,565 |
16,961 |
1,604 |
8.7% |
190 |
1.0% |
94% |
False |
False |
149,863 |
| 60 |
18,565 |
16,961 |
1,604 |
8.7% |
181 |
1.0% |
94% |
False |
False |
107,007 |
| 80 |
18,565 |
16,961 |
1,604 |
8.7% |
176 |
1.0% |
94% |
False |
False |
80,281 |
| 100 |
18,565 |
16,961 |
1,604 |
8.7% |
167 |
0.9% |
94% |
False |
False |
64,243 |
| 120 |
18,565 |
16,189 |
2,376 |
12.9% |
161 |
0.9% |
96% |
False |
False |
53,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,862 |
|
2.618 |
18,732 |
|
1.618 |
18,652 |
|
1.000 |
18,602 |
|
0.618 |
18,572 |
|
HIGH |
18,522 |
|
0.618 |
18,492 |
|
0.500 |
18,482 |
|
0.382 |
18,473 |
|
LOW |
18,442 |
|
0.618 |
18,393 |
|
1.000 |
18,362 |
|
1.618 |
18,313 |
|
2.618 |
18,233 |
|
4.250 |
18,102 |
|
|
| Fisher Pivots for day following 09-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
18,482 |
18,443 |
| PP |
18,477 |
18,420 |
| S1 |
18,471 |
18,398 |
|