| Trading Metrics calculated at close of trading on 01-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2016 |
01-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
16,845 |
16,885 |
40 |
0.2% |
16,560 |
| High |
16,930 |
17,075 |
145 |
0.9% |
16,660 |
| Low |
16,815 |
16,855 |
40 |
0.2% |
16,335 |
| Close |
16,925 |
16,965 |
40 |
0.2% |
16,595 |
| Range |
115 |
220 |
105 |
91.3% |
325 |
| ATR |
249 |
247 |
-2 |
-0.8% |
0 |
| Volume |
9,280 |
11,414 |
2,134 |
23.0% |
52,820 |
|
| Daily Pivots for day following 01-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,625 |
17,515 |
17,086 |
|
| R3 |
17,405 |
17,295 |
17,026 |
|
| R2 |
17,185 |
17,185 |
17,005 |
|
| R1 |
17,075 |
17,075 |
16,985 |
17,130 |
| PP |
16,965 |
16,965 |
16,965 |
16,993 |
| S1 |
16,855 |
16,855 |
16,945 |
16,910 |
| S2 |
16,745 |
16,745 |
16,925 |
|
| S3 |
16,525 |
16,635 |
16,905 |
|
| S4 |
16,305 |
16,415 |
16,844 |
|
|
| 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 |
17,075 |
16,335 |
740 |
4.4% |
201 |
1.2% |
85% |
True |
False |
11,384 |
| 10 |
17,075 |
16,335 |
740 |
4.4% |
188 |
1.1% |
85% |
True |
False |
10,109 |
| 20 |
17,075 |
16,205 |
870 |
5.1% |
211 |
1.2% |
87% |
True |
False |
9,304 |
| 40 |
17,075 |
15,160 |
1,915 |
11.3% |
295 |
1.7% |
94% |
True |
False |
13,193 |
| 60 |
17,075 |
14,990 |
2,085 |
12.3% |
351 |
2.1% |
95% |
True |
False |
14,966 |
| 80 |
17,300 |
14,990 |
2,310 |
13.6% |
335 |
2.0% |
85% |
False |
False |
11,833 |
| 100 |
17,830 |
14,990 |
2,840 |
16.7% |
312 |
1.8% |
70% |
False |
False |
9,467 |
| 120 |
17,830 |
14,990 |
2,840 |
16.7% |
270 |
1.6% |
70% |
False |
False |
7,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,010 |
|
2.618 |
17,651 |
|
1.618 |
17,431 |
|
1.000 |
17,295 |
|
0.618 |
17,211 |
|
HIGH |
17,075 |
|
0.618 |
16,991 |
|
0.500 |
16,965 |
|
0.382 |
16,939 |
|
LOW |
16,855 |
|
0.618 |
16,719 |
|
1.000 |
16,635 |
|
1.618 |
16,499 |
|
2.618 |
16,279 |
|
4.250 |
15,920 |
|
|
| Fisher Pivots for day following 01-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,965 |
16,938 |
| PP |
16,965 |
16,910 |
| S1 |
16,965 |
16,883 |
|