| Trading Metrics calculated at close of trading on 25-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2016 |
25-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
16,535 |
16,565 |
30 |
0.2% |
16,805 |
| High |
16,580 |
16,595 |
15 |
0.1% |
16,875 |
| Low |
16,465 |
16,435 |
-30 |
-0.2% |
16,375 |
| Close |
16,485 |
16,450 |
-35 |
-0.2% |
16,430 |
| Range |
115 |
160 |
45 |
39.1% |
500 |
| ATR |
234 |
229 |
-5 |
-2.3% |
0 |
| Volume |
46 |
65 |
19 |
41.3% |
83 |
|
| Daily Pivots for day following 25-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,973 |
16,872 |
16,538 |
|
| R3 |
16,813 |
16,712 |
16,494 |
|
| R2 |
16,653 |
16,653 |
16,479 |
|
| R1 |
16,552 |
16,552 |
16,465 |
16,523 |
| PP |
16,493 |
16,493 |
16,493 |
16,479 |
| S1 |
16,392 |
16,392 |
16,435 |
16,363 |
| S2 |
16,333 |
16,333 |
16,421 |
|
| S3 |
16,173 |
16,232 |
16,406 |
|
| S4 |
16,013 |
16,072 |
16,362 |
|
|
| 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 |
16,595 |
16,375 |
220 |
1.3% |
150 |
0.9% |
34% |
True |
False |
62 |
| 10 |
16,880 |
16,375 |
505 |
3.1% |
176 |
1.1% |
15% |
False |
False |
38 |
| 20 |
16,880 |
15,900 |
980 |
6.0% |
224 |
1.4% |
56% |
False |
False |
40 |
| 40 |
16,935 |
15,200 |
1,735 |
10.5% |
242 |
1.5% |
72% |
False |
False |
29 |
| 60 |
16,935 |
15,060 |
1,875 |
11.4% |
221 |
1.3% |
74% |
False |
False |
24 |
| 80 |
17,050 |
15,060 |
1,990 |
12.1% |
166 |
1.0% |
70% |
False |
False |
18 |
| 100 |
17,740 |
15,060 |
2,680 |
16.3% |
133 |
0.8% |
52% |
False |
False |
14 |
| 120 |
17,740 |
15,060 |
2,680 |
16.3% |
111 |
0.7% |
52% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,275 |
|
2.618 |
17,014 |
|
1.618 |
16,854 |
|
1.000 |
16,755 |
|
0.618 |
16,694 |
|
HIGH |
16,595 |
|
0.618 |
16,534 |
|
0.500 |
16,515 |
|
0.382 |
16,496 |
|
LOW |
16,435 |
|
0.618 |
16,336 |
|
1.000 |
16,275 |
|
1.618 |
16,176 |
|
2.618 |
16,016 |
|
4.250 |
15,755 |
|
|
| Fisher Pivots for day following 25-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,515 |
16,500 |
| PP |
16,493 |
16,483 |
| S1 |
16,472 |
16,467 |
|