| Trading Metrics calculated at close of trading on 16-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2016 |
16-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
16,850 |
16,875 |
25 |
0.1% |
16,485 |
| High |
16,945 |
16,900 |
-45 |
-0.3% |
16,945 |
| Low |
16,820 |
16,530 |
-290 |
-1.7% |
16,470 |
| Close |
16,885 |
16,575 |
-310 |
-1.8% |
16,825 |
| Range |
125 |
370 |
245 |
196.0% |
475 |
| ATR |
318 |
322 |
4 |
1.2% |
0 |
| Volume |
5,320 |
11,742 |
6,422 |
120.7% |
38,663 |
|
| Daily Pivots for day following 16-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,778 |
17,547 |
16,779 |
|
| R3 |
17,408 |
17,177 |
16,677 |
|
| R2 |
17,038 |
17,038 |
16,643 |
|
| R1 |
16,807 |
16,807 |
16,609 |
16,738 |
| PP |
16,668 |
16,668 |
16,668 |
16,634 |
| S1 |
16,437 |
16,437 |
16,541 |
16,368 |
| S2 |
16,298 |
16,298 |
16,507 |
|
| S3 |
15,928 |
16,067 |
16,473 |
|
| S4 |
15,558 |
15,697 |
16,372 |
|
|
| 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 |
16,530 |
415 |
2.5% |
229 |
1.4% |
11% |
False |
True |
8,033 |
| 10 |
16,945 |
15,925 |
1,020 |
6.2% |
253 |
1.5% |
64% |
False |
False |
9,545 |
| 20 |
16,990 |
15,925 |
1,065 |
6.4% |
318 |
1.9% |
61% |
False |
False |
12,983 |
| 40 |
16,990 |
14,990 |
2,000 |
12.1% |
386 |
2.3% |
79% |
False |
False |
16,363 |
| 60 |
17,300 |
14,990 |
2,310 |
13.9% |
372 |
2.2% |
69% |
False |
False |
13,799 |
| 80 |
17,830 |
14,990 |
2,840 |
17.1% |
345 |
2.1% |
56% |
False |
False |
10,354 |
| 100 |
17,830 |
14,990 |
2,840 |
17.1% |
299 |
1.8% |
56% |
False |
False |
8,284 |
| 120 |
17,830 |
14,990 |
2,840 |
17.1% |
250 |
1.5% |
56% |
False |
False |
6,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,473 |
|
2.618 |
17,869 |
|
1.618 |
17,499 |
|
1.000 |
17,270 |
|
0.618 |
17,129 |
|
HIGH |
16,900 |
|
0.618 |
16,759 |
|
0.500 |
16,715 |
|
0.382 |
16,671 |
|
LOW |
16,530 |
|
0.618 |
16,301 |
|
1.000 |
16,160 |
|
1.618 |
15,931 |
|
2.618 |
15,561 |
|
4.250 |
14,958 |
|
|
| Fisher Pivots for day following 16-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,715 |
16,738 |
| PP |
16,668 |
16,683 |
| S1 |
16,622 |
16,629 |
|