| 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 |
5,476.0 |
5,494.0 |
18.0 |
0.3% |
5,486.0 |
| High |
5,478.0 |
5,511.0 |
33.0 |
0.6% |
5,511.0 |
| Low |
5,432.0 |
5,460.0 |
28.0 |
0.5% |
5,432.0 |
| Close |
5,465.0 |
5,485.0 |
20.0 |
0.4% |
5,485.0 |
| Range |
46.0 |
51.0 |
5.0 |
10.9% |
79.0 |
| ATR |
49.5 |
49.6 |
0.1 |
0.2% |
0.0 |
| Volume |
30,660 |
26,206 |
-4,454 |
-14.5% |
119,408 |
|
| Daily Pivots for day following 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,638.3 |
5,612.7 |
5,513.1 |
|
| R3 |
5,587.3 |
5,561.7 |
5,499.0 |
|
| R2 |
5,536.3 |
5,536.3 |
5,494.4 |
|
| R1 |
5,510.7 |
5,510.7 |
5,489.7 |
5,498.0 |
| PP |
5,485.3 |
5,485.3 |
5,485.3 |
5,479.0 |
| S1 |
5,459.7 |
5,459.7 |
5,480.3 |
5,447.0 |
| S2 |
5,434.3 |
5,434.3 |
5,475.7 |
|
| S3 |
5,383.3 |
5,408.7 |
5,471.0 |
|
| S4 |
5,332.3 |
5,357.7 |
5,457.0 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,713.0 |
5,678.0 |
5,528.5 |
|
| R3 |
5,634.0 |
5,599.0 |
5,506.7 |
|
| R2 |
5,555.0 |
5,555.0 |
5,499.5 |
|
| R1 |
5,520.0 |
5,520.0 |
5,492.2 |
5,498.0 |
| PP |
5,476.0 |
5,476.0 |
5,476.0 |
5,465.0 |
| S1 |
5,441.0 |
5,441.0 |
5,477.8 |
5,419.0 |
| S2 |
5,397.0 |
5,397.0 |
5,470.5 |
|
| S3 |
5,318.0 |
5,362.0 |
5,463.3 |
|
| S4 |
5,239.0 |
5,283.0 |
5,441.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,511.0 |
5,432.0 |
79.0 |
1.4% |
37.8 |
0.7% |
67% |
True |
False |
23,881 |
| 10 |
5,569.0 |
5,415.0 |
154.0 |
2.8% |
40.2 |
0.7% |
45% |
False |
False |
23,305 |
| 20 |
5,569.0 |
5,388.0 |
181.0 |
3.3% |
38.7 |
0.7% |
54% |
False |
False |
23,262 |
| 40 |
5,569.0 |
4,993.0 |
576.0 |
10.5% |
50.7 |
0.9% |
85% |
False |
False |
26,051 |
| 60 |
5,569.0 |
4,993.0 |
576.0 |
10.5% |
46.5 |
0.8% |
85% |
False |
False |
23,151 |
| 80 |
5,569.0 |
4,993.0 |
576.0 |
10.5% |
40.4 |
0.7% |
85% |
False |
False |
17,386 |
| 100 |
5,569.0 |
4,836.0 |
733.0 |
13.4% |
36.3 |
0.7% |
89% |
False |
False |
13,926 |
| 120 |
5,569.0 |
4,775.0 |
794.0 |
14.5% |
30.9 |
0.6% |
89% |
False |
False |
11,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,727.8 |
|
2.618 |
5,644.5 |
|
1.618 |
5,593.5 |
|
1.000 |
5,562.0 |
|
0.618 |
5,542.5 |
|
HIGH |
5,511.0 |
|
0.618 |
5,491.5 |
|
0.500 |
5,485.5 |
|
0.382 |
5,479.5 |
|
LOW |
5,460.0 |
|
0.618 |
5,428.5 |
|
1.000 |
5,409.0 |
|
1.618 |
5,377.5 |
|
2.618 |
5,326.5 |
|
4.250 |
5,243.3 |
|
|
| Fisher Pivots for day following 12-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,485.5 |
5,480.5 |
| PP |
5,485.3 |
5,476.0 |
| S1 |
5,485.2 |
5,471.5 |
|