| Trading Metrics calculated at close of trading on 26-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2016 |
26-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
16,565 |
16,435 |
-130 |
-0.8% |
16,510 |
| High |
16,595 |
16,540 |
-55 |
-0.3% |
16,595 |
| Low |
16,435 |
16,285 |
-150 |
-0.9% |
16,285 |
| Close |
16,450 |
16,540 |
90 |
0.5% |
16,540 |
| Range |
160 |
255 |
95 |
59.4% |
310 |
| ATR |
229 |
231 |
2 |
0.8% |
0 |
| Volume |
65 |
148 |
83 |
127.7% |
447 |
|
| Daily Pivots for day following 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,220 |
17,135 |
16,680 |
|
| R3 |
16,965 |
16,880 |
16,610 |
|
| R2 |
16,710 |
16,710 |
16,587 |
|
| R1 |
16,625 |
16,625 |
16,564 |
16,668 |
| PP |
16,455 |
16,455 |
16,455 |
16,476 |
| S1 |
16,370 |
16,370 |
16,517 |
16,413 |
| S2 |
16,200 |
16,200 |
16,493 |
|
| S3 |
15,945 |
16,115 |
16,470 |
|
| S4 |
15,690 |
15,860 |
16,400 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,403 |
17,282 |
16,711 |
|
| R3 |
17,093 |
16,972 |
16,625 |
|
| R2 |
16,783 |
16,783 |
16,597 |
|
| R1 |
16,662 |
16,662 |
16,569 |
16,723 |
| PP |
16,473 |
16,473 |
16,473 |
16,504 |
| S1 |
16,352 |
16,352 |
16,512 |
16,413 |
| S2 |
16,163 |
16,163 |
16,483 |
|
| S3 |
15,853 |
16,042 |
16,455 |
|
| S4 |
15,543 |
15,732 |
16,370 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,595 |
16,285 |
310 |
1.9% |
167 |
1.0% |
82% |
False |
True |
89 |
| 10 |
16,875 |
16,285 |
590 |
3.6% |
187 |
1.1% |
43% |
False |
True |
53 |
| 20 |
16,880 |
15,900 |
980 |
5.9% |
215 |
1.3% |
65% |
False |
False |
44 |
| 40 |
16,935 |
15,200 |
1,735 |
10.5% |
244 |
1.5% |
77% |
False |
False |
33 |
| 60 |
16,935 |
15,060 |
1,875 |
11.3% |
226 |
1.4% |
79% |
False |
False |
27 |
| 80 |
17,050 |
15,060 |
1,990 |
12.0% |
169 |
1.0% |
74% |
False |
False |
20 |
| 100 |
17,740 |
15,060 |
2,680 |
16.2% |
135 |
0.8% |
55% |
False |
False |
16 |
| 120 |
17,740 |
15,060 |
2,680 |
16.2% |
113 |
0.7% |
55% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,624 |
|
2.618 |
17,208 |
|
1.618 |
16,953 |
|
1.000 |
16,795 |
|
0.618 |
16,698 |
|
HIGH |
16,540 |
|
0.618 |
16,443 |
|
0.500 |
16,413 |
|
0.382 |
16,383 |
|
LOW |
16,285 |
|
0.618 |
16,128 |
|
1.000 |
16,030 |
|
1.618 |
15,873 |
|
2.618 |
15,618 |
|
4.250 |
15,201 |
|
|
| Fisher Pivots for day following 26-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,498 |
16,507 |
| PP |
16,455 |
16,473 |
| S1 |
16,413 |
16,440 |
|