| Trading Metrics calculated at close of trading on 22-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2016 |
22-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
16,550 |
16,560 |
10 |
0.1% |
16,850 |
| High |
16,615 |
16,645 |
30 |
0.2% |
16,945 |
| Low |
16,415 |
16,495 |
80 |
0.5% |
16,415 |
| Close |
16,485 |
16,550 |
65 |
0.4% |
16,485 |
| Range |
200 |
150 |
-50 |
-25.0% |
530 |
| ATR |
302 |
292 |
-10 |
-3.4% |
0 |
| Volume |
8,418 |
9,973 |
1,555 |
18.5% |
42,729 |
|
| Daily Pivots for day following 22-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,013 |
16,932 |
16,633 |
|
| R3 |
16,863 |
16,782 |
16,591 |
|
| R2 |
16,713 |
16,713 |
16,578 |
|
| R1 |
16,632 |
16,632 |
16,564 |
16,598 |
| PP |
16,563 |
16,563 |
16,563 |
16,546 |
| S1 |
16,482 |
16,482 |
16,536 |
16,448 |
| S2 |
16,413 |
16,413 |
16,523 |
|
| S3 |
16,263 |
16,332 |
16,509 |
|
| S4 |
16,113 |
16,182 |
16,468 |
|
|
| 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 |
16,900 |
16,415 |
485 |
2.9% |
238 |
1.4% |
28% |
False |
False |
9,476 |
| 10 |
16,945 |
16,415 |
530 |
3.2% |
212 |
1.3% |
25% |
False |
False |
8,350 |
| 20 |
16,945 |
15,925 |
1,020 |
6.2% |
299 |
1.8% |
61% |
False |
False |
11,860 |
| 40 |
16,990 |
15,060 |
1,930 |
11.7% |
332 |
2.0% |
77% |
False |
False |
14,751 |
| 60 |
17,300 |
14,990 |
2,310 |
14.0% |
370 |
2.2% |
68% |
False |
False |
14,387 |
| 80 |
17,300 |
14,990 |
2,310 |
14.0% |
333 |
2.0% |
68% |
False |
False |
10,799 |
| 100 |
17,830 |
14,990 |
2,840 |
17.2% |
304 |
1.8% |
55% |
False |
False |
8,640 |
| 120 |
17,830 |
14,990 |
2,840 |
17.2% |
257 |
1.6% |
55% |
False |
False |
7,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,283 |
|
2.618 |
17,038 |
|
1.618 |
16,888 |
|
1.000 |
16,795 |
|
0.618 |
16,738 |
|
HIGH |
16,645 |
|
0.618 |
16,588 |
|
0.500 |
16,570 |
|
0.382 |
16,552 |
|
LOW |
16,495 |
|
0.618 |
16,402 |
|
1.000 |
16,345 |
|
1.618 |
16,252 |
|
2.618 |
16,102 |
|
4.250 |
15,858 |
|
|
| Fisher Pivots for day following 22-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,570 |
16,578 |
| PP |
16,563 |
16,568 |
| S1 |
16,557 |
16,559 |
|