| Trading Metrics calculated at close of trading on 31-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2016 |
31-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
16,645 |
16,800 |
155 |
0.9% |
16,510 |
| High |
16,835 |
16,875 |
40 |
0.2% |
16,595 |
| Low |
16,640 |
16,765 |
125 |
0.8% |
16,285 |
| Close |
16,810 |
16,875 |
65 |
0.4% |
16,540 |
| Range |
195 |
110 |
-85 |
-43.6% |
310 |
| ATR |
226 |
218 |
-8 |
-3.7% |
0 |
| Volume |
286 |
888 |
602 |
210.5% |
447 |
|
| Daily Pivots for day following 31-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,168 |
17,132 |
16,936 |
|
| R3 |
17,058 |
17,022 |
16,905 |
|
| R2 |
16,948 |
16,948 |
16,895 |
|
| R1 |
16,912 |
16,912 |
16,885 |
16,930 |
| PP |
16,838 |
16,838 |
16,838 |
16,848 |
| S1 |
16,802 |
16,802 |
16,865 |
16,820 |
| S2 |
16,728 |
16,728 |
16,855 |
|
| S3 |
16,618 |
16,692 |
16,845 |
|
| S4 |
16,508 |
16,582 |
16,815 |
|
|
| 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 |
16,875 |
16,285 |
590 |
3.5% |
184 |
1.1% |
100% |
True |
False |
325 |
| 10 |
16,875 |
16,285 |
590 |
3.5% |
176 |
1.0% |
100% |
True |
False |
191 |
| 20 |
16,880 |
15,900 |
980 |
5.8% |
191 |
1.1% |
99% |
False |
False |
112 |
| 40 |
16,935 |
15,200 |
1,735 |
10.3% |
237 |
1.4% |
97% |
False |
False |
65 |
| 60 |
16,935 |
15,060 |
1,875 |
11.1% |
234 |
1.4% |
97% |
False |
False |
50 |
| 80 |
17,050 |
15,060 |
1,990 |
11.8% |
176 |
1.0% |
91% |
False |
False |
38 |
| 100 |
17,740 |
15,060 |
2,680 |
15.9% |
140 |
0.8% |
68% |
False |
False |
30 |
| 120 |
17,740 |
15,060 |
2,680 |
15.9% |
117 |
0.7% |
68% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,343 |
|
2.618 |
17,163 |
|
1.618 |
17,053 |
|
1.000 |
16,985 |
|
0.618 |
16,943 |
|
HIGH |
16,875 |
|
0.618 |
16,833 |
|
0.500 |
16,820 |
|
0.382 |
16,807 |
|
LOW |
16,765 |
|
0.618 |
16,697 |
|
1.000 |
16,655 |
|
1.618 |
16,587 |
|
2.618 |
16,477 |
|
4.250 |
16,298 |
|
|
| Fisher Pivots for day following 31-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,857 |
16,818 |
| PP |
16,838 |
16,762 |
| S1 |
16,820 |
16,705 |
|