| Trading Metrics calculated at close of trading on 26-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2016 |
26-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
16,555 |
16,525 |
-30 |
-0.2% |
16,560 |
| High |
16,660 |
16,600 |
-60 |
-0.4% |
16,660 |
| Low |
16,485 |
16,335 |
-150 |
-0.9% |
16,335 |
| Close |
16,505 |
16,595 |
90 |
0.5% |
16,595 |
| Range |
175 |
265 |
90 |
51.4% |
325 |
| ATR |
268 |
268 |
0 |
-0.1% |
0 |
| Volume |
8,276 |
17,068 |
8,792 |
106.2% |
52,820 |
|
| Daily Pivots for day following 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,305 |
17,215 |
16,741 |
|
| R3 |
17,040 |
16,950 |
16,668 |
|
| R2 |
16,775 |
16,775 |
16,644 |
|
| R1 |
16,685 |
16,685 |
16,619 |
16,730 |
| PP |
16,510 |
16,510 |
16,510 |
16,533 |
| S1 |
16,420 |
16,420 |
16,571 |
16,465 |
| S2 |
16,245 |
16,245 |
16,547 |
|
| S3 |
15,980 |
16,155 |
16,522 |
|
| S4 |
15,715 |
15,890 |
16,449 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,505 |
17,375 |
16,774 |
|
| R3 |
17,180 |
17,050 |
16,685 |
|
| R2 |
16,855 |
16,855 |
16,655 |
|
| R1 |
16,725 |
16,725 |
16,625 |
16,790 |
| PP |
16,530 |
16,530 |
16,530 |
16,563 |
| S1 |
16,400 |
16,400 |
16,565 |
16,465 |
| S2 |
16,205 |
16,205 |
16,536 |
|
| S3 |
15,880 |
16,075 |
16,506 |
|
| S4 |
15,555 |
15,750 |
16,416 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,660 |
16,335 |
325 |
2.0% |
187 |
1.1% |
80% |
False |
True |
10,564 |
| 10 |
16,945 |
16,335 |
610 |
3.7% |
210 |
1.3% |
43% |
False |
True |
9,554 |
| 20 |
16,945 |
15,925 |
1,020 |
6.1% |
251 |
1.5% |
66% |
False |
False |
10,057 |
| 40 |
16,990 |
15,160 |
1,830 |
11.0% |
307 |
1.8% |
78% |
False |
False |
13,757 |
| 60 |
16,990 |
14,990 |
2,000 |
12.1% |
362 |
2.2% |
80% |
False |
False |
15,066 |
| 80 |
17,300 |
14,990 |
2,310 |
13.9% |
338 |
2.0% |
69% |
False |
False |
11,335 |
| 100 |
17,830 |
14,990 |
2,840 |
17.1% |
310 |
1.9% |
57% |
False |
False |
9,068 |
| 120 |
17,830 |
14,990 |
2,840 |
17.1% |
264 |
1.6% |
57% |
False |
False |
7,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,726 |
|
2.618 |
17,294 |
|
1.618 |
17,029 |
|
1.000 |
16,865 |
|
0.618 |
16,764 |
|
HIGH |
16,600 |
|
0.618 |
16,499 |
|
0.500 |
16,468 |
|
0.382 |
16,436 |
|
LOW |
16,335 |
|
0.618 |
16,171 |
|
1.000 |
16,070 |
|
1.618 |
15,906 |
|
2.618 |
15,641 |
|
4.250 |
15,209 |
|
|
| Fisher Pivots for day following 26-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,553 |
16,563 |
| PP |
16,510 |
16,530 |
| S1 |
16,468 |
16,498 |
|