| 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 |
16,665 |
16,880 |
215 |
1.3% |
16,485 |
| High |
16,925 |
16,945 |
20 |
0.1% |
16,945 |
| Low |
16,605 |
16,785 |
180 |
1.1% |
16,470 |
| Close |
16,880 |
16,825 |
-55 |
-0.3% |
16,825 |
| Range |
320 |
160 |
-160 |
-50.0% |
475 |
| ATR |
347 |
333 |
-13 |
-3.8% |
0 |
| Volume |
5,522 |
8,771 |
3,249 |
58.8% |
38,663 |
|
| Daily Pivots for day following 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,332 |
17,238 |
16,913 |
|
| R3 |
17,172 |
17,078 |
16,869 |
|
| R2 |
17,012 |
17,012 |
16,854 |
|
| R1 |
16,918 |
16,918 |
16,840 |
16,885 |
| PP |
16,852 |
16,852 |
16,852 |
16,835 |
| S1 |
16,758 |
16,758 |
16,810 |
16,725 |
| S2 |
16,692 |
16,692 |
16,796 |
|
| S3 |
16,532 |
16,598 |
16,781 |
|
| S4 |
16,372 |
16,438 |
16,737 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,172 |
17,973 |
17,086 |
|
| R3 |
17,697 |
17,498 |
16,956 |
|
| R2 |
17,222 |
17,222 |
16,912 |
|
| R1 |
17,023 |
17,023 |
16,869 |
17,123 |
| PP |
16,747 |
16,747 |
16,747 |
16,796 |
| S1 |
16,548 |
16,548 |
16,782 |
16,648 |
| S2 |
16,272 |
16,272 |
16,738 |
|
| S3 |
15,797 |
16,073 |
16,695 |
|
| S4 |
15,322 |
15,598 |
16,564 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,945 |
16,470 |
475 |
2.8% |
214 |
1.3% |
75% |
True |
False |
7,732 |
| 10 |
16,945 |
15,925 |
1,020 |
6.1% |
292 |
1.7% |
88% |
True |
False |
10,559 |
| 20 |
16,990 |
15,925 |
1,065 |
6.3% |
316 |
1.9% |
85% |
False |
False |
13,117 |
| 40 |
16,990 |
14,990 |
2,000 |
11.9% |
393 |
2.3% |
92% |
False |
False |
16,664 |
| 60 |
17,300 |
14,990 |
2,310 |
13.7% |
372 |
2.2% |
79% |
False |
False |
13,518 |
| 80 |
17,830 |
14,990 |
2,840 |
16.9% |
341 |
2.0% |
65% |
False |
False |
10,141 |
| 100 |
17,830 |
14,990 |
2,840 |
16.9% |
294 |
1.7% |
65% |
False |
False |
8,113 |
| 120 |
17,830 |
14,990 |
2,840 |
16.9% |
246 |
1.5% |
65% |
False |
False |
6,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,625 |
|
2.618 |
17,364 |
|
1.618 |
17,204 |
|
1.000 |
17,105 |
|
0.618 |
17,044 |
|
HIGH |
16,945 |
|
0.618 |
16,884 |
|
0.500 |
16,865 |
|
0.382 |
16,846 |
|
LOW |
16,785 |
|
0.618 |
16,686 |
|
1.000 |
16,625 |
|
1.618 |
16,526 |
|
2.618 |
16,366 |
|
4.250 |
16,105 |
|
|
| Fisher Pivots for day following 12-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,865 |
16,808 |
| PP |
16,852 |
16,792 |
| S1 |
16,838 |
16,775 |
|