| Trading Metrics calculated at close of trading on 24-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2016 |
24-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
16,570 |
16,575 |
5 |
0.0% |
16,850 |
| High |
16,660 |
16,640 |
-20 |
-0.1% |
16,945 |
| Low |
16,445 |
16,510 |
65 |
0.4% |
16,415 |
| Close |
16,555 |
16,540 |
-15 |
-0.1% |
16,485 |
| Range |
215 |
130 |
-85 |
-39.5% |
530 |
| ATR |
287 |
276 |
-11 |
-3.9% |
0 |
| Volume |
9,153 |
8,350 |
-803 |
-8.8% |
42,729 |
|
| Daily Pivots for day following 24-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,953 |
16,877 |
16,612 |
|
| R3 |
16,823 |
16,747 |
16,576 |
|
| R2 |
16,693 |
16,693 |
16,564 |
|
| R1 |
16,617 |
16,617 |
16,552 |
16,590 |
| PP |
16,563 |
16,563 |
16,563 |
16,550 |
| S1 |
16,487 |
16,487 |
16,528 |
16,460 |
| S2 |
16,433 |
16,433 |
16,516 |
|
| S3 |
16,303 |
16,357 |
16,504 |
|
| S4 |
16,173 |
16,227 |
16,469 |
|
|
| 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 |
16,740 |
16,415 |
325 |
2.0% |
191 |
1.2% |
38% |
False |
False |
9,012 |
| 10 |
16,945 |
16,415 |
530 |
3.2% |
214 |
1.3% |
24% |
False |
False |
8,449 |
| 20 |
16,945 |
15,925 |
1,020 |
6.2% |
279 |
1.7% |
60% |
False |
False |
10,936 |
| 40 |
16,990 |
15,160 |
1,830 |
11.1% |
316 |
1.9% |
75% |
False |
False |
14,015 |
| 60 |
17,185 |
14,990 |
2,195 |
13.3% |
368 |
2.2% |
71% |
False |
False |
14,668 |
| 80 |
17,300 |
14,990 |
2,310 |
14.0% |
336 |
2.0% |
67% |
False |
False |
11,018 |
| 100 |
17,830 |
14,990 |
2,840 |
17.2% |
306 |
1.9% |
55% |
False |
False |
8,815 |
| 120 |
17,830 |
14,990 |
2,840 |
17.2% |
260 |
1.6% |
55% |
False |
False |
7,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,193 |
|
2.618 |
16,980 |
|
1.618 |
16,850 |
|
1.000 |
16,770 |
|
0.618 |
16,720 |
|
HIGH |
16,640 |
|
0.618 |
16,590 |
|
0.500 |
16,575 |
|
0.382 |
16,560 |
|
LOW |
16,510 |
|
0.618 |
16,430 |
|
1.000 |
16,380 |
|
1.618 |
16,300 |
|
2.618 |
16,170 |
|
4.250 |
15,958 |
|
|
| Fisher Pivots for day following 24-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,575 |
16,553 |
| PP |
16,563 |
16,548 |
| S1 |
16,552 |
16,544 |
|