| Trading Metrics calculated at close of trading on 17-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2016 |
17-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
16,810 |
16,610 |
-200 |
-1.2% |
16,525 |
| High |
16,830 |
16,700 |
-130 |
-0.8% |
16,880 |
| Low |
16,480 |
16,515 |
35 |
0.2% |
16,525 |
| Close |
16,515 |
16,620 |
105 |
0.6% |
16,760 |
| Range |
350 |
185 |
-165 |
-47.1% |
355 |
| ATR |
270 |
264 |
-6 |
-2.3% |
0 |
| Volume |
17 |
6 |
-11 |
-64.7% |
281 |
|
| Daily Pivots for day following 17-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,167 |
17,078 |
16,722 |
|
| R3 |
16,982 |
16,893 |
16,671 |
|
| R2 |
16,797 |
16,797 |
16,654 |
|
| R1 |
16,708 |
16,708 |
16,637 |
16,753 |
| PP |
16,612 |
16,612 |
16,612 |
16,634 |
| S1 |
16,523 |
16,523 |
16,603 |
16,568 |
| S2 |
16,427 |
16,427 |
16,586 |
|
| S3 |
16,242 |
16,338 |
16,569 |
|
| S4 |
16,057 |
16,153 |
16,518 |
|
|
| 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% |
212 |
1.3% |
35% |
False |
False |
7 |
| 10 |
16,880 |
15,900 |
980 |
5.9% |
206 |
1.2% |
73% |
False |
False |
32 |
| 20 |
16,935 |
15,900 |
1,035 |
6.2% |
242 |
1.5% |
70% |
False |
False |
26 |
| 40 |
16,935 |
15,060 |
1,875 |
11.3% |
270 |
1.6% |
83% |
False |
False |
24 |
| 60 |
17,050 |
15,060 |
1,990 |
12.0% |
205 |
1.2% |
78% |
False |
False |
18 |
| 80 |
17,520 |
15,060 |
2,460 |
14.8% |
154 |
0.9% |
63% |
False |
False |
14 |
| 100 |
17,740 |
15,060 |
2,680 |
16.1% |
123 |
0.7% |
58% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,486 |
|
2.618 |
17,184 |
|
1.618 |
16,999 |
|
1.000 |
16,885 |
|
0.618 |
16,814 |
|
HIGH |
16,700 |
|
0.618 |
16,629 |
|
0.500 |
16,608 |
|
0.382 |
16,586 |
|
LOW |
16,515 |
|
0.618 |
16,401 |
|
1.000 |
16,330 |
|
1.618 |
16,216 |
|
2.618 |
16,031 |
|
4.250 |
15,729 |
|
|
| Fisher Pivots for day following 17-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,616 |
16,678 |
| PP |
16,612 |
16,658 |
| S1 |
16,608 |
16,639 |
|