| Trading Metrics calculated at close of trading on 29-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2016 |
29-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
16,525 |
16,585 |
60 |
0.4% |
16,560 |
| High |
16,600 |
16,785 |
185 |
1.1% |
16,660 |
| Low |
16,335 |
16,580 |
245 |
1.5% |
16,335 |
| Close |
16,595 |
16,710 |
115 |
0.7% |
16,595 |
| Range |
265 |
205 |
-60 |
-22.6% |
325 |
| ATR |
268 |
264 |
-5 |
-1.7% |
0 |
| Volume |
17,068 |
8,974 |
-8,094 |
-47.4% |
52,820 |
|
| Daily Pivots for day following 29-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,307 |
17,213 |
16,823 |
|
| R3 |
17,102 |
17,008 |
16,767 |
|
| R2 |
16,897 |
16,897 |
16,748 |
|
| R1 |
16,803 |
16,803 |
16,729 |
16,850 |
| PP |
16,692 |
16,692 |
16,692 |
16,715 |
| S1 |
16,598 |
16,598 |
16,691 |
16,645 |
| S2 |
16,487 |
16,487 |
16,673 |
|
| S3 |
16,282 |
16,393 |
16,654 |
|
| S4 |
16,077 |
16,188 |
16,597 |
|
|
| 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 |
16,785 |
16,335 |
450 |
2.7% |
198 |
1.2% |
83% |
True |
False |
10,364 |
| 10 |
16,900 |
16,335 |
565 |
3.4% |
218 |
1.3% |
66% |
False |
False |
9,920 |
| 20 |
16,945 |
15,925 |
1,020 |
6.1% |
244 |
1.5% |
77% |
False |
False |
9,892 |
| 40 |
16,990 |
15,160 |
1,830 |
11.0% |
307 |
1.8% |
85% |
False |
False |
13,674 |
| 60 |
16,990 |
14,990 |
2,000 |
12.0% |
358 |
2.1% |
86% |
False |
False |
15,189 |
| 80 |
17,300 |
14,990 |
2,310 |
13.8% |
339 |
2.0% |
74% |
False |
False |
11,447 |
| 100 |
17,830 |
14,990 |
2,840 |
17.0% |
311 |
1.9% |
61% |
False |
False |
9,158 |
| 120 |
17,830 |
14,990 |
2,840 |
17.0% |
266 |
1.6% |
61% |
False |
False |
7,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,656 |
|
2.618 |
17,322 |
|
1.618 |
17,117 |
|
1.000 |
16,990 |
|
0.618 |
16,912 |
|
HIGH |
16,785 |
|
0.618 |
16,707 |
|
0.500 |
16,683 |
|
0.382 |
16,658 |
|
LOW |
16,580 |
|
0.618 |
16,453 |
|
1.000 |
16,375 |
|
1.618 |
16,248 |
|
2.618 |
16,043 |
|
4.250 |
15,709 |
|
|
| Fisher Pivots for day following 29-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,701 |
16,660 |
| PP |
16,692 |
16,610 |
| S1 |
16,683 |
16,560 |
|