| Trading Metrics calculated at close of trading on 08-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2016 |
08-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,922.0 |
2,970.0 |
48.0 |
1.6% |
2,991.0 |
| High |
2,960.0 |
2,980.0 |
20.0 |
0.7% |
3,012.0 |
| Low |
2,915.0 |
2,961.0 |
46.0 |
1.6% |
2,874.0 |
| Close |
2,955.0 |
2,969.0 |
14.0 |
0.5% |
2,955.0 |
| Range |
45.0 |
19.0 |
-26.0 |
-57.8% |
138.0 |
| ATR |
48.4 |
46.7 |
-1.7 |
-3.5% |
0.0 |
| Volume |
4,047 |
60 |
-3,987 |
-98.5% |
8,525 |
|
| Daily Pivots for day following 08-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,027.0 |
3,017.0 |
2,979.5 |
|
| R3 |
3,008.0 |
2,998.0 |
2,974.2 |
|
| R2 |
2,989.0 |
2,989.0 |
2,972.5 |
|
| R1 |
2,979.0 |
2,979.0 |
2,970.7 |
2,974.5 |
| PP |
2,970.0 |
2,970.0 |
2,970.0 |
2,967.8 |
| S1 |
2,960.0 |
2,960.0 |
2,967.3 |
2,955.5 |
| S2 |
2,951.0 |
2,951.0 |
2,965.5 |
|
| S3 |
2,932.0 |
2,941.0 |
2,963.8 |
|
| S4 |
2,913.0 |
2,922.0 |
2,958.6 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,361.0 |
3,296.0 |
3,030.9 |
|
| R3 |
3,223.0 |
3,158.0 |
2,993.0 |
|
| R2 |
3,085.0 |
3,085.0 |
2,980.3 |
|
| R1 |
3,020.0 |
3,020.0 |
2,967.7 |
2,983.5 |
| PP |
2,947.0 |
2,947.0 |
2,947.0 |
2,928.8 |
| S1 |
2,882.0 |
2,882.0 |
2,942.4 |
2,845.5 |
| S2 |
2,809.0 |
2,809.0 |
2,929.7 |
|
| S3 |
2,671.0 |
2,744.0 |
2,917.1 |
|
| S4 |
2,533.0 |
2,606.0 |
2,879.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,980.0 |
2,874.0 |
106.0 |
3.6% |
36.2 |
1.2% |
90% |
True |
False |
1,509 |
| 10 |
3,012.0 |
2,874.0 |
138.0 |
4.6% |
38.0 |
1.3% |
69% |
False |
False |
2,565 |
| 20 |
3,012.0 |
2,855.0 |
157.0 |
5.3% |
37.4 |
1.3% |
73% |
False |
False |
4,432 |
| 40 |
3,040.0 |
2,649.0 |
391.0 |
13.2% |
48.0 |
1.6% |
82% |
False |
False |
8,302 |
| 60 |
3,056.0 |
2,649.0 |
407.0 |
13.7% |
39.0 |
1.3% |
79% |
False |
False |
6,923 |
| 80 |
3,064.0 |
2,649.0 |
415.0 |
14.0% |
31.5 |
1.1% |
77% |
False |
False |
6,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,060.8 |
|
2.618 |
3,029.7 |
|
1.618 |
3,010.7 |
|
1.000 |
2,999.0 |
|
0.618 |
2,991.7 |
|
HIGH |
2,980.0 |
|
0.618 |
2,972.7 |
|
0.500 |
2,970.5 |
|
0.382 |
2,968.3 |
|
LOW |
2,961.0 |
|
0.618 |
2,949.3 |
|
1.000 |
2,942.0 |
|
1.618 |
2,930.3 |
|
2.618 |
2,911.3 |
|
4.250 |
2,880.3 |
|
|
| Fisher Pivots for day following 08-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,970.5 |
2,959.5 |
| PP |
2,970.0 |
2,950.0 |
| S1 |
2,969.5 |
2,940.5 |
|