| Trading Metrics calculated at close of trading on 15-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2016 |
15-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
16,740 |
16,805 |
65 |
0.4% |
16,525 |
| High |
16,880 |
16,875 |
-5 |
0.0% |
16,880 |
| Low |
16,740 |
16,790 |
50 |
0.3% |
16,525 |
| Close |
16,760 |
16,825 |
65 |
0.4% |
16,760 |
| Range |
140 |
85 |
-55 |
-39.3% |
355 |
| ATR |
276 |
264 |
-11 |
-4.2% |
0 |
| Volume |
7 |
3 |
-4 |
-57.1% |
281 |
|
| Daily Pivots for day following 15-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,085 |
17,040 |
16,872 |
|
| R3 |
17,000 |
16,955 |
16,849 |
|
| R2 |
16,915 |
16,915 |
16,841 |
|
| R1 |
16,870 |
16,870 |
16,833 |
16,893 |
| PP |
16,830 |
16,830 |
16,830 |
16,841 |
| S1 |
16,785 |
16,785 |
16,817 |
16,808 |
| S2 |
16,745 |
16,745 |
16,810 |
|
| S3 |
16,660 |
16,700 |
16,802 |
|
| S4 |
16,575 |
16,615 |
16,778 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,787 |
17,628 |
16,955 |
|
| R3 |
17,432 |
17,273 |
16,858 |
|
| R2 |
17,077 |
17,077 |
16,825 |
|
| R1 |
16,918 |
16,918 |
16,793 |
16,998 |
| PP |
16,722 |
16,722 |
16,722 |
16,761 |
| S1 |
16,563 |
16,563 |
16,728 |
16,643 |
| S2 |
16,367 |
16,367 |
16,695 |
|
| S3 |
16,012 |
16,208 |
16,663 |
|
| S4 |
15,657 |
15,853 |
16,565 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,880 |
16,560 |
320 |
1.9% |
156 |
0.9% |
83% |
False |
False |
34 |
| 10 |
16,880 |
15,900 |
980 |
5.8% |
229 |
1.4% |
94% |
False |
False |
35 |
| 20 |
16,935 |
15,900 |
1,035 |
6.2% |
235 |
1.4% |
89% |
False |
False |
28 |
| 40 |
16,935 |
15,060 |
1,875 |
11.1% |
266 |
1.6% |
94% |
False |
False |
23 |
| 60 |
17,050 |
15,060 |
1,990 |
11.8% |
196 |
1.2% |
89% |
False |
False |
18 |
| 80 |
17,740 |
15,060 |
2,680 |
15.9% |
147 |
0.9% |
66% |
False |
False |
13 |
| 100 |
17,740 |
15,060 |
2,680 |
15.9% |
118 |
0.7% |
66% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,236 |
|
2.618 |
17,098 |
|
1.618 |
17,013 |
|
1.000 |
16,960 |
|
0.618 |
16,928 |
|
HIGH |
16,875 |
|
0.618 |
16,843 |
|
0.500 |
16,833 |
|
0.382 |
16,823 |
|
LOW |
16,790 |
|
0.618 |
16,738 |
|
1.000 |
16,705 |
|
1.618 |
16,653 |
|
2.618 |
16,568 |
|
4.250 |
16,429 |
|
|
| Fisher Pivots for day following 15-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,833 |
16,790 |
| PP |
16,830 |
16,755 |
| S1 |
16,828 |
16,720 |
|