| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2016 |
23-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1,346.1 |
1,347.2 |
1.1 |
0.1% |
1,347.3 |
| High |
1,347.9 |
1,352.7 |
4.8 |
0.4% |
1,368.0 |
| Low |
1,339.5 |
1,342.9 |
3.4 |
0.3% |
1,344.8 |
| Close |
1,347.3 |
1,350.0 |
2.7 |
0.2% |
1,350.0 |
| Range |
8.4 |
9.8 |
1.4 |
16.7% |
23.2 |
| ATR |
16.3 |
15.8 |
-0.5 |
-2.8% |
0.0 |
| Volume |
1,572 |
2,969 |
1,397 |
88.9% |
14,163 |
|
| Daily Pivots for day following 23-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,377.9 |
1,373.8 |
1,355.4 |
|
| R3 |
1,368.1 |
1,364.0 |
1,352.7 |
|
| R2 |
1,358.3 |
1,358.3 |
1,351.8 |
|
| R1 |
1,354.2 |
1,354.2 |
1,350.9 |
1,356.3 |
| PP |
1,348.5 |
1,348.5 |
1,348.5 |
1,349.6 |
| S1 |
1,344.4 |
1,344.4 |
1,349.1 |
1,346.5 |
| S2 |
1,338.7 |
1,338.7 |
1,348.2 |
|
| S3 |
1,328.9 |
1,334.6 |
1,347.3 |
|
| S4 |
1,319.1 |
1,324.8 |
1,344.6 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,423.9 |
1,410.1 |
1,362.8 |
|
| R3 |
1,400.7 |
1,386.9 |
1,356.4 |
|
| R2 |
1,377.5 |
1,377.5 |
1,354.3 |
|
| R1 |
1,363.7 |
1,363.7 |
1,352.1 |
1,370.6 |
| PP |
1,354.3 |
1,354.3 |
1,354.3 |
1,357.7 |
| S1 |
1,340.5 |
1,340.5 |
1,347.9 |
1,347.4 |
| S2 |
1,331.1 |
1,331.1 |
1,345.7 |
|
| S3 |
1,307.9 |
1,317.3 |
1,343.6 |
|
| S4 |
1,284.7 |
1,294.1 |
1,337.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,365.0 |
1,339.5 |
25.5 |
1.9% |
11.9 |
0.9% |
41% |
False |
False |
2,389 |
| 10 |
1,368.0 |
1,339.5 |
28.5 |
2.1% |
14.4 |
1.1% |
37% |
False |
False |
3,576 |
| 20 |
1,378.1 |
1,327.8 |
50.3 |
3.7% |
15.9 |
1.2% |
44% |
False |
False |
3,811 |
| 40 |
1,387.1 |
1,322.3 |
64.8 |
4.8% |
16.0 |
1.2% |
43% |
False |
False |
2,584 |
| 60 |
1,387.1 |
1,210.0 |
177.1 |
13.1% |
16.7 |
1.2% |
79% |
False |
False |
2,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,394.4 |
|
2.618 |
1,378.4 |
|
1.618 |
1,368.6 |
|
1.000 |
1,362.5 |
|
0.618 |
1,358.8 |
|
HIGH |
1,352.7 |
|
0.618 |
1,349.0 |
|
0.500 |
1,347.8 |
|
0.382 |
1,346.6 |
|
LOW |
1,342.9 |
|
0.618 |
1,336.8 |
|
1.000 |
1,333.1 |
|
1.618 |
1,327.0 |
|
2.618 |
1,317.2 |
|
4.250 |
1,301.3 |
|
|