| Trading Metrics calculated at close of trading on 23-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2016 |
23-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
16,510 |
16,490 |
-20 |
-0.1% |
16,805 |
| High |
16,565 |
16,595 |
30 |
0.2% |
16,875 |
| Low |
16,450 |
16,405 |
-45 |
-0.3% |
16,375 |
| Close |
16,495 |
16,500 |
5 |
0.0% |
16,430 |
| Range |
115 |
190 |
75 |
65.2% |
500 |
| ATR |
247 |
243 |
-4 |
-1.7% |
0 |
| Volume |
145 |
43 |
-102 |
-70.3% |
83 |
|
| Daily Pivots for day following 23-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,070 |
16,975 |
16,605 |
|
| R3 |
16,880 |
16,785 |
16,552 |
|
| R2 |
16,690 |
16,690 |
16,535 |
|
| R1 |
16,595 |
16,595 |
16,518 |
16,643 |
| PP |
16,500 |
16,500 |
16,500 |
16,524 |
| S1 |
16,405 |
16,405 |
16,483 |
16,453 |
| S2 |
16,310 |
16,310 |
16,465 |
|
| S3 |
16,120 |
16,215 |
16,448 |
|
| S4 |
15,930 |
16,025 |
16,396 |
|
|
| 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 |
16,700 |
16,375 |
325 |
2.0% |
181 |
1.1% |
38% |
False |
False |
50 |
| 10 |
16,880 |
16,375 |
505 |
3.1% |
192 |
1.2% |
25% |
False |
False |
40 |
| 20 |
16,880 |
15,900 |
980 |
5.9% |
231 |
1.4% |
61% |
False |
False |
36 |
| 40 |
16,935 |
15,200 |
1,735 |
10.5% |
246 |
1.5% |
75% |
False |
False |
27 |
| 60 |
17,050 |
15,060 |
1,990 |
12.1% |
217 |
1.3% |
72% |
False |
False |
23 |
| 80 |
17,050 |
15,060 |
1,990 |
12.1% |
163 |
1.0% |
72% |
False |
False |
17 |
| 100 |
17,740 |
15,060 |
2,680 |
16.2% |
130 |
0.8% |
54% |
False |
False |
13 |
| 120 |
17,740 |
15,060 |
2,680 |
16.2% |
108 |
0.7% |
54% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,403 |
|
2.618 |
17,093 |
|
1.618 |
16,903 |
|
1.000 |
16,785 |
|
0.618 |
16,713 |
|
HIGH |
16,595 |
|
0.618 |
16,523 |
|
0.500 |
16,500 |
|
0.382 |
16,478 |
|
LOW |
16,405 |
|
0.618 |
16,288 |
|
1.000 |
16,215 |
|
1.618 |
16,098 |
|
2.618 |
15,908 |
|
4.250 |
15,598 |
|
|
| Fisher Pivots for day following 23-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,500 |
16,495 |
| PP |
16,500 |
16,490 |
| S1 |
16,500 |
16,485 |
|