| Trading Metrics calculated at close of trading on 16-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2016 |
16-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
16,805 |
16,810 |
5 |
0.0% |
16,525 |
| High |
16,875 |
16,830 |
-45 |
-0.3% |
16,880 |
| Low |
16,790 |
16,480 |
-310 |
-1.8% |
16,525 |
| Close |
16,825 |
16,515 |
-310 |
-1.8% |
16,760 |
| Range |
85 |
350 |
265 |
311.8% |
355 |
| ATR |
264 |
270 |
6 |
2.3% |
0 |
| Volume |
3 |
17 |
14 |
466.7% |
281 |
|
| Daily Pivots for day following 16-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,658 |
17,437 |
16,708 |
|
| R3 |
17,308 |
17,087 |
16,611 |
|
| R2 |
16,958 |
16,958 |
16,579 |
|
| R1 |
16,737 |
16,737 |
16,547 |
16,673 |
| PP |
16,608 |
16,608 |
16,608 |
16,576 |
| S1 |
16,387 |
16,387 |
16,483 |
16,323 |
| S2 |
16,258 |
16,258 |
16,451 |
|
| S3 |
15,908 |
16,037 |
16,419 |
|
| S4 |
15,558 |
15,687 |
16,323 |
|
|
| 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 |
16,480 |
400 |
2.4% |
202 |
1.2% |
9% |
False |
True |
31 |
| 10 |
16,880 |
15,900 |
980 |
5.9% |
214 |
1.3% |
63% |
False |
False |
36 |
| 20 |
16,935 |
15,900 |
1,035 |
6.3% |
247 |
1.5% |
59% |
False |
False |
29 |
| 40 |
16,935 |
15,060 |
1,875 |
11.4% |
268 |
1.6% |
78% |
False |
False |
24 |
| 60 |
17,050 |
15,060 |
1,990 |
12.0% |
202 |
1.2% |
73% |
False |
False |
18 |
| 80 |
17,520 |
15,060 |
2,460 |
14.9% |
151 |
0.9% |
59% |
False |
False |
14 |
| 100 |
17,740 |
15,060 |
2,680 |
16.2% |
121 |
0.7% |
54% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,318 |
|
2.618 |
17,746 |
|
1.618 |
17,396 |
|
1.000 |
17,180 |
|
0.618 |
17,046 |
|
HIGH |
16,830 |
|
0.618 |
16,696 |
|
0.500 |
16,655 |
|
0.382 |
16,614 |
|
LOW |
16,480 |
|
0.618 |
16,264 |
|
1.000 |
16,130 |
|
1.618 |
15,914 |
|
2.618 |
15,564 |
|
4.250 |
14,993 |
|
|
| Fisher Pivots for day following 16-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,655 |
16,680 |
| PP |
16,608 |
16,625 |
| S1 |
16,562 |
16,570 |
|