| Trading Metrics calculated at close of trading on 18-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2016 |
18-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
16,610 |
16,565 |
-45 |
-0.3% |
16,525 |
| High |
16,700 |
16,675 |
-25 |
-0.1% |
16,880 |
| Low |
16,515 |
16,430 |
-85 |
-0.5% |
16,525 |
| Close |
16,620 |
16,495 |
-125 |
-0.8% |
16,760 |
| Range |
185 |
245 |
60 |
32.4% |
355 |
| ATR |
264 |
263 |
-1 |
-0.5% |
0 |
| Volume |
6 |
42 |
36 |
600.0% |
281 |
|
| Daily Pivots for day following 18-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,268 |
17,127 |
16,630 |
|
| R3 |
17,023 |
16,882 |
16,563 |
|
| R2 |
16,778 |
16,778 |
16,540 |
|
| R1 |
16,637 |
16,637 |
16,518 |
16,585 |
| PP |
16,533 |
16,533 |
16,533 |
16,508 |
| S1 |
16,392 |
16,392 |
16,473 |
16,340 |
| S2 |
16,288 |
16,288 |
16,450 |
|
| S3 |
16,043 |
16,147 |
16,428 |
|
| S4 |
15,798 |
15,902 |
16,360 |
|
|
| 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 |
16,430 |
450 |
2.7% |
201 |
1.2% |
14% |
False |
True |
15 |
| 10 |
16,880 |
16,180 |
700 |
4.2% |
198 |
1.2% |
45% |
False |
False |
35 |
| 20 |
16,880 |
15,900 |
980 |
5.9% |
233 |
1.4% |
61% |
False |
False |
27 |
| 40 |
16,935 |
15,060 |
1,875 |
11.4% |
275 |
1.7% |
77% |
False |
False |
25 |
| 60 |
17,050 |
15,060 |
1,990 |
12.1% |
209 |
1.3% |
72% |
False |
False |
19 |
| 80 |
17,520 |
15,060 |
2,460 |
14.9% |
157 |
0.9% |
58% |
False |
False |
14 |
| 100 |
17,740 |
15,060 |
2,680 |
16.2% |
125 |
0.8% |
54% |
False |
False |
11 |
| 120 |
17,740 |
15,060 |
2,680 |
16.2% |
104 |
0.6% |
54% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,716 |
|
2.618 |
17,317 |
|
1.618 |
17,072 |
|
1.000 |
16,920 |
|
0.618 |
16,827 |
|
HIGH |
16,675 |
|
0.618 |
16,582 |
|
0.500 |
16,553 |
|
0.382 |
16,524 |
|
LOW |
16,430 |
|
0.618 |
16,279 |
|
1.000 |
16,185 |
|
1.618 |
16,034 |
|
2.618 |
15,789 |
|
4.250 |
15,389 |
|
|
| Fisher Pivots for day following 18-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,553 |
16,630 |
| PP |
16,533 |
16,585 |
| S1 |
16,514 |
16,540 |
|