| Trading Metrics calculated at close of trading on 23-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2016 |
23-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
16,560 |
16,570 |
10 |
0.1% |
16,850 |
| High |
16,645 |
16,660 |
15 |
0.1% |
16,945 |
| Low |
16,495 |
16,445 |
-50 |
-0.3% |
16,415 |
| Close |
16,550 |
16,555 |
5 |
0.0% |
16,485 |
| Range |
150 |
215 |
65 |
43.3% |
530 |
| ATR |
292 |
287 |
-6 |
-1.9% |
0 |
| Volume |
9,973 |
9,153 |
-820 |
-8.2% |
42,729 |
|
| Daily Pivots for day following 23-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,198 |
17,092 |
16,673 |
|
| R3 |
16,983 |
16,877 |
16,614 |
|
| R2 |
16,768 |
16,768 |
16,595 |
|
| R1 |
16,662 |
16,662 |
16,575 |
16,608 |
| PP |
16,553 |
16,553 |
16,553 |
16,526 |
| S1 |
16,447 |
16,447 |
16,535 |
16,393 |
| S2 |
16,338 |
16,338 |
16,516 |
|
| S3 |
16,123 |
16,232 |
16,496 |
|
| S4 |
15,908 |
16,017 |
16,437 |
|
|
| 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 |
16,765 |
16,415 |
350 |
2.1% |
207 |
1.3% |
40% |
False |
False |
8,958 |
| 10 |
16,945 |
16,415 |
530 |
3.2% |
218 |
1.3% |
26% |
False |
False |
8,496 |
| 20 |
16,945 |
15,925 |
1,020 |
6.2% |
293 |
1.8% |
62% |
False |
False |
11,510 |
| 40 |
16,990 |
15,060 |
1,930 |
11.7% |
327 |
2.0% |
77% |
False |
False |
14,380 |
| 60 |
17,300 |
14,990 |
2,310 |
14.0% |
371 |
2.2% |
68% |
False |
False |
14,536 |
| 80 |
17,300 |
14,990 |
2,310 |
14.0% |
334 |
2.0% |
68% |
False |
False |
10,914 |
| 100 |
17,830 |
14,990 |
2,840 |
17.2% |
305 |
1.8% |
55% |
False |
False |
8,731 |
| 120 |
17,830 |
14,990 |
2,840 |
17.2% |
259 |
1.6% |
55% |
False |
False |
7,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,574 |
|
2.618 |
17,223 |
|
1.618 |
17,008 |
|
1.000 |
16,875 |
|
0.618 |
16,793 |
|
HIGH |
16,660 |
|
0.618 |
16,578 |
|
0.500 |
16,553 |
|
0.382 |
16,527 |
|
LOW |
16,445 |
|
0.618 |
16,312 |
|
1.000 |
16,230 |
|
1.618 |
16,097 |
|
2.618 |
15,882 |
|
4.250 |
15,531 |
|
|
| Fisher Pivots for day following 23-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,554 |
16,549 |
| PP |
16,553 |
16,543 |
| S1 |
16,553 |
16,538 |
|