| Trading Metrics calculated at close of trading on 25-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2016 |
25-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
16,575 |
16,555 |
-20 |
-0.1% |
16,850 |
| High |
16,640 |
16,660 |
20 |
0.1% |
16,945 |
| Low |
16,510 |
16,485 |
-25 |
-0.2% |
16,415 |
| Close |
16,540 |
16,505 |
-35 |
-0.2% |
16,485 |
| Range |
130 |
175 |
45 |
34.6% |
530 |
| ATR |
276 |
268 |
-7 |
-2.6% |
0 |
| Volume |
8,350 |
8,276 |
-74 |
-0.9% |
42,729 |
|
| Daily Pivots for day following 25-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,075 |
16,965 |
16,601 |
|
| R3 |
16,900 |
16,790 |
16,553 |
|
| R2 |
16,725 |
16,725 |
16,537 |
|
| R1 |
16,615 |
16,615 |
16,521 |
16,583 |
| PP |
16,550 |
16,550 |
16,550 |
16,534 |
| S1 |
16,440 |
16,440 |
16,489 |
16,408 |
| S2 |
16,375 |
16,375 |
16,473 |
|
| S3 |
16,200 |
16,265 |
16,457 |
|
| S4 |
16,025 |
16,090 |
16,409 |
|
|
| 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 |
16,660 |
16,415 |
245 |
1.5% |
174 |
1.1% |
37% |
True |
False |
8,834 |
| 10 |
16,945 |
16,415 |
530 |
3.2% |
200 |
1.2% |
17% |
False |
False |
8,725 |
| 20 |
16,945 |
15,925 |
1,020 |
6.2% |
274 |
1.7% |
57% |
False |
False |
10,632 |
| 40 |
16,990 |
15,160 |
1,830 |
11.1% |
309 |
1.9% |
73% |
False |
False |
13,840 |
| 60 |
16,990 |
14,990 |
2,000 |
12.1% |
364 |
2.2% |
76% |
False |
False |
14,795 |
| 80 |
17,300 |
14,990 |
2,310 |
14.0% |
334 |
2.0% |
66% |
False |
False |
11,121 |
| 100 |
17,830 |
14,990 |
2,840 |
17.2% |
308 |
1.9% |
53% |
False |
False |
8,898 |
| 120 |
17,830 |
14,990 |
2,840 |
17.2% |
262 |
1.6% |
53% |
False |
False |
7,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,404 |
|
2.618 |
17,118 |
|
1.618 |
16,943 |
|
1.000 |
16,835 |
|
0.618 |
16,768 |
|
HIGH |
16,660 |
|
0.618 |
16,593 |
|
0.500 |
16,573 |
|
0.382 |
16,552 |
|
LOW |
16,485 |
|
0.618 |
16,377 |
|
1.000 |
16,310 |
|
1.618 |
16,202 |
|
2.618 |
16,027 |
|
4.250 |
15,741 |
|
|
| Fisher Pivots for day following 25-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,573 |
16,553 |
| PP |
16,550 |
16,537 |
| S1 |
16,528 |
16,521 |
|