| Trading Metrics calculated at close of trading on 17-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2016 |
17-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
16,875 |
16,600 |
-275 |
-1.6% |
16,485 |
| High |
16,900 |
16,765 |
-135 |
-0.8% |
16,945 |
| Low |
16,530 |
16,555 |
25 |
0.2% |
16,470 |
| Close |
16,575 |
16,680 |
105 |
0.6% |
16,825 |
| Range |
370 |
210 |
-160 |
-43.2% |
475 |
| ATR |
322 |
314 |
-8 |
-2.5% |
0 |
| Volume |
11,742 |
8,080 |
-3,662 |
-31.2% |
38,663 |
|
| Daily Pivots for day following 17-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,297 |
17,198 |
16,796 |
|
| R3 |
17,087 |
16,988 |
16,738 |
|
| R2 |
16,877 |
16,877 |
16,719 |
|
| R1 |
16,778 |
16,778 |
16,699 |
16,828 |
| PP |
16,667 |
16,667 |
16,667 |
16,691 |
| S1 |
16,568 |
16,568 |
16,661 |
16,618 |
| S2 |
16,457 |
16,457 |
16,642 |
|
| S3 |
16,247 |
16,358 |
16,622 |
|
| S4 |
16,037 |
16,148 |
16,565 |
|
|
| 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% |
237 |
1.4% |
36% |
False |
False |
7,887 |
| 10 |
16,945 |
15,925 |
1,020 |
6.1% |
243 |
1.5% |
74% |
False |
False |
9,044 |
| 20 |
16,990 |
15,925 |
1,065 |
6.4% |
312 |
1.9% |
71% |
False |
False |
12,666 |
| 40 |
16,990 |
14,990 |
2,000 |
12.0% |
378 |
2.3% |
85% |
False |
False |
16,198 |
| 60 |
17,300 |
14,990 |
2,310 |
13.8% |
372 |
2.2% |
73% |
False |
False |
13,933 |
| 80 |
17,595 |
14,990 |
2,605 |
15.6% |
344 |
2.1% |
65% |
False |
False |
10,455 |
| 100 |
17,830 |
14,990 |
2,840 |
17.0% |
299 |
1.8% |
60% |
False |
False |
8,364 |
| 120 |
17,830 |
14,990 |
2,840 |
17.0% |
252 |
1.5% |
60% |
False |
False |
6,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,658 |
|
2.618 |
17,315 |
|
1.618 |
17,105 |
|
1.000 |
16,975 |
|
0.618 |
16,895 |
|
HIGH |
16,765 |
|
0.618 |
16,685 |
|
0.500 |
16,660 |
|
0.382 |
16,635 |
|
LOW |
16,555 |
|
0.618 |
16,425 |
|
1.000 |
16,345 |
|
1.618 |
16,215 |
|
2.618 |
16,005 |
|
4.250 |
15,663 |
|
|
| Fisher Pivots for day following 17-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,673 |
16,738 |
| PP |
16,667 |
16,718 |
| S1 |
16,660 |
16,699 |
|