| Trading Metrics calculated at close of trading on 29-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2016 |
29-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
16,435 |
16,540 |
105 |
0.6% |
16,510 |
| High |
16,540 |
16,735 |
195 |
1.2% |
16,595 |
| Low |
16,285 |
16,535 |
250 |
1.5% |
16,285 |
| Close |
16,540 |
16,660 |
120 |
0.7% |
16,540 |
| Range |
255 |
200 |
-55 |
-21.6% |
310 |
| ATR |
231 |
229 |
-2 |
-1.0% |
0 |
| Volume |
148 |
238 |
90 |
60.8% |
447 |
|
| Daily Pivots for day following 29-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,243 |
17,152 |
16,770 |
|
| R3 |
17,043 |
16,952 |
16,715 |
|
| R2 |
16,843 |
16,843 |
16,697 |
|
| R1 |
16,752 |
16,752 |
16,678 |
16,798 |
| PP |
16,643 |
16,643 |
16,643 |
16,666 |
| S1 |
16,552 |
16,552 |
16,642 |
16,598 |
| S2 |
16,443 |
16,443 |
16,623 |
|
| S3 |
16,243 |
16,352 |
16,605 |
|
| S4 |
16,043 |
16,152 |
16,550 |
|
|
| 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 |
16,735 |
16,285 |
450 |
2.7% |
184 |
1.1% |
83% |
True |
False |
108 |
| 10 |
16,830 |
16,285 |
545 |
3.3% |
199 |
1.2% |
69% |
False |
False |
76 |
| 20 |
16,880 |
15,900 |
980 |
5.9% |
214 |
1.3% |
78% |
False |
False |
56 |
| 40 |
16,935 |
15,200 |
1,735 |
10.4% |
245 |
1.5% |
84% |
False |
False |
38 |
| 60 |
16,935 |
15,060 |
1,875 |
11.3% |
229 |
1.4% |
85% |
False |
False |
31 |
| 80 |
17,050 |
15,060 |
1,990 |
11.9% |
172 |
1.0% |
80% |
False |
False |
23 |
| 100 |
17,740 |
15,060 |
2,680 |
16.1% |
137 |
0.8% |
60% |
False |
False |
18 |
| 120 |
17,740 |
15,060 |
2,680 |
16.1% |
115 |
0.7% |
60% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,585 |
|
2.618 |
17,259 |
|
1.618 |
17,059 |
|
1.000 |
16,935 |
|
0.618 |
16,859 |
|
HIGH |
16,735 |
|
0.618 |
16,659 |
|
0.500 |
16,635 |
|
0.382 |
16,612 |
|
LOW |
16,535 |
|
0.618 |
16,412 |
|
1.000 |
16,335 |
|
1.618 |
16,212 |
|
2.618 |
16,012 |
|
4.250 |
15,685 |
|
|
| Fisher Pivots for day following 29-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,652 |
16,610 |
| PP |
16,643 |
16,560 |
| S1 |
16,635 |
16,510 |
|