| Trading Metrics calculated at close of trading on 30-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2016 |
30-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
16,585 |
16,705 |
120 |
0.7% |
16,560 |
| High |
16,785 |
16,890 |
105 |
0.6% |
16,660 |
| Low |
16,580 |
16,690 |
110 |
0.7% |
16,335 |
| Close |
16,710 |
16,865 |
155 |
0.9% |
16,595 |
| Range |
205 |
200 |
-5 |
-2.4% |
325 |
| ATR |
264 |
259 |
-5 |
-1.7% |
0 |
| Volume |
8,974 |
10,185 |
1,211 |
13.5% |
52,820 |
|
| Daily Pivots for day following 30-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,415 |
17,340 |
16,975 |
|
| R3 |
17,215 |
17,140 |
16,920 |
|
| R2 |
17,015 |
17,015 |
16,902 |
|
| R1 |
16,940 |
16,940 |
16,883 |
16,978 |
| PP |
16,815 |
16,815 |
16,815 |
16,834 |
| S1 |
16,740 |
16,740 |
16,847 |
16,778 |
| S2 |
16,615 |
16,615 |
16,828 |
|
| S3 |
16,415 |
16,540 |
16,810 |
|
| S4 |
16,215 |
16,340 |
16,755 |
|
|
| 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 |
16,890 |
16,335 |
555 |
3.3% |
195 |
1.2% |
95% |
True |
False |
10,570 |
| 10 |
16,890 |
16,335 |
555 |
3.3% |
201 |
1.2% |
95% |
True |
False |
9,764 |
| 20 |
16,945 |
15,925 |
1,020 |
6.0% |
227 |
1.3% |
92% |
False |
False |
9,654 |
| 40 |
16,990 |
15,160 |
1,830 |
10.9% |
301 |
1.8% |
93% |
False |
False |
13,499 |
| 60 |
16,990 |
14,990 |
2,000 |
11.9% |
355 |
2.1% |
94% |
False |
False |
15,017 |
| 80 |
17,300 |
14,990 |
2,310 |
13.7% |
336 |
2.0% |
81% |
False |
False |
11,574 |
| 100 |
17,830 |
14,990 |
2,840 |
16.8% |
312 |
1.8% |
66% |
False |
False |
9,260 |
| 120 |
17,830 |
14,990 |
2,840 |
16.8% |
267 |
1.6% |
66% |
False |
False |
7,717 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,740 |
|
2.618 |
17,414 |
|
1.618 |
17,214 |
|
1.000 |
17,090 |
|
0.618 |
17,014 |
|
HIGH |
16,890 |
|
0.618 |
16,814 |
|
0.500 |
16,790 |
|
0.382 |
16,767 |
|
LOW |
16,690 |
|
0.618 |
16,567 |
|
1.000 |
16,490 |
|
1.618 |
16,367 |
|
2.618 |
16,167 |
|
4.250 |
15,840 |
|
|
| Fisher Pivots for day following 30-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,840 |
16,781 |
| PP |
16,815 |
16,697 |
| S1 |
16,790 |
16,613 |
|