| Trading Metrics calculated at close of trading on 31-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2016 |
31-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
16,705 |
16,845 |
140 |
0.8% |
16,560 |
| High |
16,890 |
16,930 |
40 |
0.2% |
16,660 |
| Low |
16,690 |
16,815 |
125 |
0.7% |
16,335 |
| Close |
16,865 |
16,925 |
60 |
0.4% |
16,595 |
| Range |
200 |
115 |
-85 |
-42.5% |
325 |
| ATR |
259 |
249 |
-10 |
-4.0% |
0 |
| Volume |
10,185 |
9,280 |
-905 |
-8.9% |
52,820 |
|
| Daily Pivots for day following 31-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,235 |
17,195 |
16,988 |
|
| R3 |
17,120 |
17,080 |
16,957 |
|
| R2 |
17,005 |
17,005 |
16,946 |
|
| R1 |
16,965 |
16,965 |
16,936 |
16,985 |
| PP |
16,890 |
16,890 |
16,890 |
16,900 |
| S1 |
16,850 |
16,850 |
16,915 |
16,870 |
| S2 |
16,775 |
16,775 |
16,904 |
|
| S3 |
16,660 |
16,735 |
16,894 |
|
| S4 |
16,545 |
16,620 |
16,862 |
|
|
| 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 |
16,930 |
16,335 |
595 |
3.5% |
192 |
1.1% |
99% |
True |
False |
10,756 |
| 10 |
16,930 |
16,335 |
595 |
3.5% |
192 |
1.1% |
99% |
True |
False |
9,884 |
| 20 |
16,945 |
15,925 |
1,020 |
6.0% |
217 |
1.3% |
98% |
False |
False |
9,464 |
| 40 |
16,990 |
15,160 |
1,830 |
10.8% |
294 |
1.7% |
96% |
False |
False |
13,212 |
| 60 |
16,990 |
14,990 |
2,000 |
11.8% |
352 |
2.1% |
97% |
False |
False |
15,001 |
| 80 |
17,300 |
14,990 |
2,310 |
13.6% |
336 |
2.0% |
84% |
False |
False |
11,690 |
| 100 |
17,830 |
14,990 |
2,840 |
16.8% |
311 |
1.8% |
68% |
False |
False |
9,353 |
| 120 |
17,830 |
14,990 |
2,840 |
16.8% |
268 |
1.6% |
68% |
False |
False |
7,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,419 |
|
2.618 |
17,231 |
|
1.618 |
17,116 |
|
1.000 |
17,045 |
|
0.618 |
17,001 |
|
HIGH |
16,930 |
|
0.618 |
16,886 |
|
0.500 |
16,873 |
|
0.382 |
16,859 |
|
LOW |
16,815 |
|
0.618 |
16,744 |
|
1.000 |
16,700 |
|
1.618 |
16,629 |
|
2.618 |
16,514 |
|
4.250 |
16,326 |
|
|
| Fisher Pivots for day following 31-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,908 |
16,868 |
| PP |
16,890 |
16,812 |
| S1 |
16,873 |
16,755 |
|