| Trading Metrics calculated at close of trading on 01-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2016 |
01-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
16,800 |
16,830 |
30 |
0.2% |
16,510 |
| High |
16,875 |
17,020 |
145 |
0.9% |
16,595 |
| Low |
16,765 |
16,800 |
35 |
0.2% |
16,285 |
| Close |
16,875 |
16,915 |
40 |
0.2% |
16,540 |
| Range |
110 |
220 |
110 |
100.0% |
310 |
| ATR |
218 |
218 |
0 |
0.1% |
0 |
| Volume |
888 |
1,079 |
191 |
21.5% |
447 |
|
| Daily Pivots for day following 01-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,572 |
17,463 |
17,036 |
|
| R3 |
17,352 |
17,243 |
16,976 |
|
| R2 |
17,132 |
17,132 |
16,955 |
|
| R1 |
17,023 |
17,023 |
16,935 |
17,078 |
| PP |
16,912 |
16,912 |
16,912 |
16,939 |
| S1 |
16,803 |
16,803 |
16,895 |
16,858 |
| S2 |
16,692 |
16,692 |
16,875 |
|
| S3 |
16,472 |
16,583 |
16,855 |
|
| S4 |
16,252 |
16,363 |
16,794 |
|
|
| 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 |
17,020 |
16,285 |
735 |
4.3% |
196 |
1.2% |
86% |
True |
False |
527 |
| 10 |
17,020 |
16,285 |
735 |
4.3% |
173 |
1.0% |
86% |
True |
False |
295 |
| 20 |
17,020 |
16,180 |
840 |
5.0% |
185 |
1.1% |
88% |
True |
False |
165 |
| 40 |
17,020 |
15,200 |
1,820 |
10.8% |
238 |
1.4% |
94% |
True |
False |
92 |
| 60 |
17,020 |
15,060 |
1,960 |
11.6% |
238 |
1.4% |
95% |
True |
False |
68 |
| 80 |
17,050 |
15,060 |
1,990 |
11.8% |
178 |
1.1% |
93% |
False |
False |
51 |
| 100 |
17,740 |
15,060 |
2,680 |
15.8% |
143 |
0.8% |
69% |
False |
False |
41 |
| 120 |
17,740 |
15,060 |
2,680 |
15.8% |
119 |
0.7% |
69% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,955 |
|
2.618 |
17,596 |
|
1.618 |
17,376 |
|
1.000 |
17,240 |
|
0.618 |
17,156 |
|
HIGH |
17,020 |
|
0.618 |
16,936 |
|
0.500 |
16,910 |
|
0.382 |
16,884 |
|
LOW |
16,800 |
|
0.618 |
16,664 |
|
1.000 |
16,580 |
|
1.618 |
16,444 |
|
2.618 |
16,224 |
|
4.250 |
15,865 |
|
|
| Fisher Pivots for day following 01-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,913 |
16,887 |
| PP |
16,912 |
16,858 |
| S1 |
16,910 |
16,830 |
|