| Trading Metrics calculated at close of trading on 24-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2016 |
24-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
16,490 |
16,535 |
45 |
0.3% |
16,805 |
| High |
16,595 |
16,580 |
-15 |
-0.1% |
16,875 |
| Low |
16,405 |
16,465 |
60 |
0.4% |
16,375 |
| Close |
16,500 |
16,485 |
-15 |
-0.1% |
16,430 |
| Range |
190 |
115 |
-75 |
-39.5% |
500 |
| ATR |
243 |
234 |
-9 |
-3.8% |
0 |
| Volume |
43 |
46 |
3 |
7.0% |
83 |
|
| Daily Pivots for day following 24-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,855 |
16,785 |
16,548 |
|
| R3 |
16,740 |
16,670 |
16,517 |
|
| R2 |
16,625 |
16,625 |
16,506 |
|
| R1 |
16,555 |
16,555 |
16,496 |
16,533 |
| PP |
16,510 |
16,510 |
16,510 |
16,499 |
| S1 |
16,440 |
16,440 |
16,475 |
16,418 |
| S2 |
16,395 |
16,395 |
16,464 |
|
| S3 |
16,280 |
16,325 |
16,454 |
|
| S4 |
16,165 |
16,210 |
16,422 |
|
|
| 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 |
16,675 |
16,375 |
300 |
1.8% |
167 |
1.0% |
37% |
False |
False |
58 |
| 10 |
16,880 |
16,375 |
505 |
3.1% |
190 |
1.1% |
22% |
False |
False |
32 |
| 20 |
16,880 |
15,900 |
980 |
5.9% |
226 |
1.4% |
60% |
False |
False |
39 |
| 40 |
16,935 |
15,200 |
1,735 |
10.5% |
248 |
1.5% |
74% |
False |
False |
28 |
| 60 |
16,935 |
15,060 |
1,875 |
11.4% |
219 |
1.3% |
76% |
False |
False |
23 |
| 80 |
17,050 |
15,060 |
1,990 |
12.1% |
164 |
1.0% |
72% |
False |
False |
17 |
| 100 |
17,740 |
15,060 |
2,680 |
16.3% |
131 |
0.8% |
53% |
False |
False |
14 |
| 120 |
17,740 |
15,060 |
2,680 |
16.3% |
109 |
0.7% |
53% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,069 |
|
2.618 |
16,881 |
|
1.618 |
16,766 |
|
1.000 |
16,695 |
|
0.618 |
16,651 |
|
HIGH |
16,580 |
|
0.618 |
16,536 |
|
0.500 |
16,523 |
|
0.382 |
16,509 |
|
LOW |
16,465 |
|
0.618 |
16,394 |
|
1.000 |
16,350 |
|
1.618 |
16,279 |
|
2.618 |
16,164 |
|
4.250 |
15,976 |
|
|
| Fisher Pivots for day following 24-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,523 |
16,500 |
| PP |
16,510 |
16,495 |
| S1 |
16,498 |
16,490 |
|