| Trading Metrics calculated at close of trading on 19-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2016 |
19-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
16,650 |
16,550 |
-100 |
-0.6% |
16,850 |
| High |
16,740 |
16,615 |
-125 |
-0.7% |
16,945 |
| Low |
16,480 |
16,415 |
-65 |
-0.4% |
16,415 |
| Close |
16,550 |
16,485 |
-65 |
-0.4% |
16,485 |
| Range |
260 |
200 |
-60 |
-23.1% |
530 |
| ATR |
310 |
302 |
-8 |
-2.5% |
0 |
| Volume |
9,169 |
8,418 |
-751 |
-8.2% |
42,729 |
|
| Daily Pivots for day following 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,105 |
16,995 |
16,595 |
|
| R3 |
16,905 |
16,795 |
16,540 |
|
| R2 |
16,705 |
16,705 |
16,522 |
|
| R1 |
16,595 |
16,595 |
16,503 |
16,550 |
| PP |
16,505 |
16,505 |
16,505 |
16,483 |
| S1 |
16,395 |
16,395 |
16,467 |
16,350 |
| S2 |
16,305 |
16,305 |
16,448 |
|
| S3 |
16,105 |
16,195 |
16,430 |
|
| S4 |
15,905 |
15,995 |
16,375 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,205 |
17,875 |
16,777 |
|
| R3 |
17,675 |
17,345 |
16,631 |
|
| R2 |
17,145 |
17,145 |
16,582 |
|
| R1 |
16,815 |
16,815 |
16,534 |
16,715 |
| PP |
16,615 |
16,615 |
16,615 |
16,565 |
| S1 |
16,285 |
16,285 |
16,437 |
16,185 |
| S2 |
16,085 |
16,085 |
16,388 |
|
| S3 |
15,555 |
15,755 |
16,339 |
|
| S4 |
15,025 |
15,225 |
16,194 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,945 |
16,415 |
530 |
3.2% |
233 |
1.4% |
13% |
False |
True |
8,545 |
| 10 |
16,945 |
16,415 |
530 |
3.2% |
224 |
1.4% |
13% |
False |
True |
8,139 |
| 20 |
16,945 |
15,925 |
1,020 |
6.2% |
304 |
1.8% |
55% |
False |
False |
11,828 |
| 40 |
16,990 |
14,990 |
2,000 |
12.1% |
371 |
2.2% |
75% |
False |
False |
15,906 |
| 60 |
17,300 |
14,990 |
2,310 |
14.0% |
371 |
2.2% |
65% |
False |
False |
14,223 |
| 80 |
17,580 |
14,990 |
2,590 |
15.7% |
347 |
2.1% |
58% |
False |
False |
10,675 |
| 100 |
17,830 |
14,990 |
2,840 |
17.2% |
303 |
1.8% |
53% |
False |
False |
8,540 |
| 120 |
17,830 |
14,990 |
2,840 |
17.2% |
256 |
1.6% |
53% |
False |
False |
7,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,465 |
|
2.618 |
17,139 |
|
1.618 |
16,939 |
|
1.000 |
16,815 |
|
0.618 |
16,739 |
|
HIGH |
16,615 |
|
0.618 |
16,539 |
|
0.500 |
16,515 |
|
0.382 |
16,492 |
|
LOW |
16,415 |
|
0.618 |
16,292 |
|
1.000 |
16,215 |
|
1.618 |
16,092 |
|
2.618 |
15,892 |
|
4.250 |
15,565 |
|
|
| Fisher Pivots for day following 19-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,515 |
16,590 |
| PP |
16,505 |
16,555 |
| S1 |
16,495 |
16,520 |
|