| Trading Metrics calculated at close of trading on 11-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2016 |
11-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
16,695 |
16,665 |
-30 |
-0.2% |
16,390 |
| High |
16,825 |
16,925 |
100 |
0.6% |
16,695 |
| Low |
16,655 |
16,605 |
-50 |
-0.3% |
15,925 |
| Close |
16,705 |
16,880 |
175 |
1.0% |
16,440 |
| Range |
170 |
320 |
150 |
88.2% |
770 |
| ATR |
349 |
347 |
-2 |
-0.6% |
0 |
| Volume |
8,812 |
5,522 |
-3,290 |
-37.3% |
66,931 |
|
| Daily Pivots for day following 11-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,763 |
17,642 |
17,056 |
|
| R3 |
17,443 |
17,322 |
16,968 |
|
| R2 |
17,123 |
17,123 |
16,939 |
|
| R1 |
17,002 |
17,002 |
16,909 |
17,063 |
| PP |
16,803 |
16,803 |
16,803 |
16,834 |
| S1 |
16,682 |
16,682 |
16,851 |
16,743 |
| S2 |
16,483 |
16,483 |
16,821 |
|
| S3 |
16,163 |
16,362 |
16,792 |
|
| S4 |
15,843 |
16,042 |
16,704 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,663 |
18,322 |
16,864 |
|
| R3 |
17,893 |
17,552 |
16,652 |
|
| R2 |
17,123 |
17,123 |
16,581 |
|
| R1 |
16,782 |
16,782 |
16,511 |
16,953 |
| PP |
16,353 |
16,353 |
16,353 |
16,439 |
| S1 |
16,012 |
16,012 |
16,370 |
16,183 |
| S2 |
15,583 |
15,583 |
16,299 |
|
| S3 |
14,813 |
15,242 |
16,228 |
|
| S4 |
14,043 |
14,472 |
16,017 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,925 |
16,205 |
720 |
4.3% |
242 |
1.4% |
94% |
True |
False |
8,381 |
| 10 |
16,925 |
15,925 |
1,000 |
5.9% |
348 |
2.1% |
96% |
True |
False |
12,540 |
| 20 |
16,990 |
15,925 |
1,065 |
6.3% |
320 |
1.9% |
90% |
False |
False |
13,478 |
| 40 |
16,990 |
14,990 |
2,000 |
11.8% |
405 |
2.4% |
95% |
False |
False |
17,033 |
| 60 |
17,300 |
14,990 |
2,310 |
13.7% |
371 |
2.2% |
82% |
False |
False |
13,372 |
| 80 |
17,830 |
14,990 |
2,840 |
16.8% |
343 |
2.0% |
67% |
False |
False |
10,031 |
| 100 |
17,830 |
14,990 |
2,840 |
16.8% |
293 |
1.7% |
67% |
False |
False |
8,025 |
| 120 |
17,830 |
14,990 |
2,840 |
16.8% |
245 |
1.5% |
67% |
False |
False |
6,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,285 |
|
2.618 |
17,763 |
|
1.618 |
17,443 |
|
1.000 |
17,245 |
|
0.618 |
17,123 |
|
HIGH |
16,925 |
|
0.618 |
16,803 |
|
0.500 |
16,765 |
|
0.382 |
16,727 |
|
LOW |
16,605 |
|
0.618 |
16,407 |
|
1.000 |
16,285 |
|
1.618 |
16,087 |
|
2.618 |
15,767 |
|
4.250 |
15,245 |
|
|
| Fisher Pivots for day following 11-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,842 |
16,842 |
| PP |
16,803 |
16,803 |
| S1 |
16,765 |
16,765 |
|