| Trading Metrics calculated at close of trading on 18-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2016 |
18-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
16,600 |
16,650 |
50 |
0.3% |
16,485 |
| High |
16,765 |
16,740 |
-25 |
-0.1% |
16,945 |
| Low |
16,555 |
16,480 |
-75 |
-0.5% |
16,470 |
| Close |
16,680 |
16,550 |
-130 |
-0.8% |
16,825 |
| Range |
210 |
260 |
50 |
23.8% |
475 |
| ATR |
314 |
310 |
-4 |
-1.2% |
0 |
| Volume |
8,080 |
9,169 |
1,089 |
13.5% |
38,663 |
|
| Daily Pivots for day following 18-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,370 |
17,220 |
16,693 |
|
| R3 |
17,110 |
16,960 |
16,622 |
|
| R2 |
16,850 |
16,850 |
16,598 |
|
| R1 |
16,700 |
16,700 |
16,574 |
16,645 |
| PP |
16,590 |
16,590 |
16,590 |
16,563 |
| S1 |
16,440 |
16,440 |
16,526 |
16,385 |
| S2 |
16,330 |
16,330 |
16,502 |
|
| S3 |
16,070 |
16,180 |
16,479 |
|
| S4 |
15,810 |
15,920 |
16,407 |
|
|
| 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 |
16,480 |
465 |
2.8% |
225 |
1.4% |
15% |
False |
True |
8,616 |
| 10 |
16,945 |
16,205 |
740 |
4.5% |
234 |
1.4% |
47% |
False |
False |
8,499 |
| 20 |
16,945 |
15,925 |
1,020 |
6.2% |
301 |
1.8% |
61% |
False |
False |
11,902 |
| 40 |
16,990 |
14,990 |
2,000 |
12.1% |
379 |
2.3% |
78% |
False |
False |
16,095 |
| 60 |
17,300 |
14,990 |
2,310 |
14.0% |
371 |
2.2% |
68% |
False |
False |
14,085 |
| 80 |
17,595 |
14,990 |
2,605 |
15.7% |
347 |
2.1% |
60% |
False |
False |
10,570 |
| 100 |
17,830 |
14,990 |
2,840 |
17.2% |
301 |
1.8% |
55% |
False |
False |
8,456 |
| 120 |
17,830 |
14,990 |
2,840 |
17.2% |
254 |
1.5% |
55% |
False |
False |
7,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,845 |
|
2.618 |
17,421 |
|
1.618 |
17,161 |
|
1.000 |
17,000 |
|
0.618 |
16,901 |
|
HIGH |
16,740 |
|
0.618 |
16,641 |
|
0.500 |
16,610 |
|
0.382 |
16,579 |
|
LOW |
16,480 |
|
0.618 |
16,319 |
|
1.000 |
16,220 |
|
1.618 |
16,059 |
|
2.618 |
15,799 |
|
4.250 |
15,375 |
|
|
| Fisher Pivots for day following 18-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,610 |
16,690 |
| PP |
16,590 |
16,643 |
| S1 |
16,570 |
16,597 |
|