| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2016 |
12-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
5,450.0 |
5,484.0 |
34.0 |
0.6% |
5,468.0 |
| High |
5,450.0 |
5,484.0 |
34.0 |
0.6% |
5,484.0 |
| Low |
5,450.0 |
5,450.0 |
0.0 |
0.0% |
5,450.0 |
| Close |
5,450.0 |
5,470.0 |
20.0 |
0.4% |
5,470.0 |
| Range |
0.0 |
34.0 |
34.0 |
|
34.0 |
| ATR |
27.7 |
28.2 |
0.4 |
1.6% |
0.0 |
| Volume |
284 |
18 |
-266 |
-93.7% |
754 |
|
| Daily Pivots for day following 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,570.0 |
5,554.0 |
5,488.7 |
|
| R3 |
5,536.0 |
5,520.0 |
5,479.4 |
|
| R2 |
5,502.0 |
5,502.0 |
5,476.2 |
|
| R1 |
5,486.0 |
5,486.0 |
5,473.1 |
5,477.0 |
| PP |
5,468.0 |
5,468.0 |
5,468.0 |
5,463.5 |
| S1 |
5,452.0 |
5,452.0 |
5,466.9 |
5,443.0 |
| S2 |
5,434.0 |
5,434.0 |
5,463.8 |
|
| S3 |
5,400.0 |
5,418.0 |
5,460.7 |
|
| S4 |
5,366.0 |
5,384.0 |
5,451.3 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,570.0 |
5,554.0 |
5,488.7 |
|
| R3 |
5,536.0 |
5,520.0 |
5,479.4 |
|
| R2 |
5,502.0 |
5,502.0 |
5,476.2 |
|
| R1 |
5,486.0 |
5,486.0 |
5,473.1 |
5,494.0 |
| PP |
5,468.0 |
5,468.0 |
5,468.0 |
5,472.0 |
| S1 |
5,452.0 |
5,452.0 |
5,466.9 |
5,460.0 |
| S2 |
5,434.0 |
5,434.0 |
5,463.8 |
|
| S3 |
5,400.0 |
5,418.0 |
5,460.7 |
|
| S4 |
5,366.0 |
5,384.0 |
5,451.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,484.0 |
5,450.0 |
34.0 |
0.6% |
7.8 |
0.1% |
59% |
True |
True |
150 |
| 10 |
5,532.0 |
5,404.0 |
128.0 |
2.3% |
14.5 |
0.3% |
52% |
False |
False |
76 |
| 20 |
5,532.0 |
5,397.0 |
135.0 |
2.5% |
8.8 |
0.2% |
54% |
False |
False |
81 |
| 40 |
5,532.0 |
5,030.0 |
502.0 |
9.2% |
9.4 |
0.2% |
88% |
False |
False |
54 |
| 60 |
5,532.0 |
5,030.0 |
502.0 |
9.2% |
7.1 |
0.1% |
88% |
False |
False |
45 |
| 80 |
5,532.0 |
5,030.0 |
502.0 |
9.2% |
5.6 |
0.1% |
88% |
False |
False |
38 |
| 100 |
5,532.0 |
4,840.0 |
692.0 |
12.7% |
4.5 |
0.1% |
91% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,628.5 |
|
2.618 |
5,573.0 |
|
1.618 |
5,539.0 |
|
1.000 |
5,518.0 |
|
0.618 |
5,505.0 |
|
HIGH |
5,484.0 |
|
0.618 |
5,471.0 |
|
0.500 |
5,467.0 |
|
0.382 |
5,463.0 |
|
LOW |
5,450.0 |
|
0.618 |
5,429.0 |
|
1.000 |
5,416.0 |
|
1.618 |
5,395.0 |
|
2.618 |
5,361.0 |
|
4.250 |
5,305.5 |
|
|