| Trading Metrics calculated at close of trading on 22-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2016 |
22-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
16,470 |
16,510 |
40 |
0.2% |
16,805 |
| High |
16,545 |
16,565 |
20 |
0.1% |
16,875 |
| Low |
16,375 |
16,450 |
75 |
0.5% |
16,375 |
| Close |
16,430 |
16,495 |
65 |
0.4% |
16,430 |
| Range |
170 |
115 |
-55 |
-32.4% |
500 |
| ATR |
256 |
247 |
-9 |
-3.4% |
0 |
| Volume |
15 |
145 |
130 |
866.7% |
83 |
|
| Daily Pivots for day following 22-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,848 |
16,787 |
16,558 |
|
| R3 |
16,733 |
16,672 |
16,527 |
|
| R2 |
16,618 |
16,618 |
16,516 |
|
| R1 |
16,557 |
16,557 |
16,506 |
16,530 |
| PP |
16,503 |
16,503 |
16,503 |
16,490 |
| S1 |
16,442 |
16,442 |
16,485 |
16,415 |
| S2 |
16,388 |
16,388 |
16,474 |
|
| S3 |
16,273 |
16,327 |
16,464 |
|
| S4 |
16,158 |
16,212 |
16,432 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,060 |
17,745 |
16,705 |
|
| R3 |
17,560 |
17,245 |
16,568 |
|
| R2 |
17,060 |
17,060 |
16,522 |
|
| R1 |
16,745 |
16,745 |
16,476 |
16,653 |
| PP |
16,560 |
16,560 |
16,560 |
16,514 |
| S1 |
16,245 |
16,245 |
16,384 |
16,153 |
| S2 |
16,060 |
16,060 |
16,338 |
|
| S3 |
15,560 |
15,745 |
16,293 |
|
| S4 |
15,060 |
15,245 |
16,155 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,830 |
16,375 |
455 |
2.8% |
213 |
1.3% |
26% |
False |
False |
45 |
| 10 |
16,880 |
16,375 |
505 |
3.1% |
185 |
1.1% |
24% |
False |
False |
39 |
| 20 |
16,880 |
15,900 |
980 |
5.9% |
233 |
1.4% |
61% |
False |
False |
35 |
| 40 |
16,935 |
15,200 |
1,735 |
10.5% |
242 |
1.5% |
75% |
False |
False |
27 |
| 60 |
17,050 |
15,060 |
1,990 |
12.1% |
214 |
1.3% |
72% |
False |
False |
22 |
| 80 |
17,050 |
15,060 |
1,990 |
12.1% |
160 |
1.0% |
72% |
False |
False |
16 |
| 100 |
17,740 |
15,060 |
2,680 |
16.2% |
128 |
0.8% |
54% |
False |
False |
13 |
| 120 |
17,740 |
15,060 |
2,680 |
16.2% |
107 |
0.6% |
54% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,054 |
|
2.618 |
16,866 |
|
1.618 |
16,751 |
|
1.000 |
16,680 |
|
0.618 |
16,636 |
|
HIGH |
16,565 |
|
0.618 |
16,521 |
|
0.500 |
16,508 |
|
0.382 |
16,494 |
|
LOW |
16,450 |
|
0.618 |
16,379 |
|
1.000 |
16,335 |
|
1.618 |
16,264 |
|
2.618 |
16,149 |
|
4.250 |
15,961 |
|
|
| Fisher Pivots for day following 22-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,508 |
16,525 |
| PP |
16,503 |
16,515 |
| S1 |
16,499 |
16,505 |
|