| Trading Metrics calculated at close of trading on 15-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2016 |
15-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
18,565 |
18,533 |
-32 |
-0.2% |
18,458 |
| High |
18,585 |
18,623 |
38 |
0.2% |
18,594 |
| Low |
18,486 |
18,525 |
39 |
0.2% |
18,417 |
| Close |
18,523 |
18,582 |
59 |
0.3% |
18,523 |
| Range |
99 |
98 |
-1 |
-1.0% |
177 |
| ATR |
143 |
140 |
-3 |
-2.1% |
0 |
| Volume |
90,678 |
80,678 |
-10,000 |
-11.0% |
469,779 |
|
| Daily Pivots for day following 15-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,871 |
18,824 |
18,636 |
|
| R3 |
18,773 |
18,726 |
18,609 |
|
| R2 |
18,675 |
18,675 |
18,600 |
|
| R1 |
18,628 |
18,628 |
18,591 |
18,652 |
| PP |
18,577 |
18,577 |
18,577 |
18,588 |
| S1 |
18,530 |
18,530 |
18,573 |
18,554 |
| S2 |
18,479 |
18,479 |
18,564 |
|
| S3 |
18,381 |
18,432 |
18,555 |
|
| S4 |
18,283 |
18,334 |
18,528 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,042 |
18,960 |
18,620 |
|
| R3 |
18,865 |
18,783 |
18,572 |
|
| R2 |
18,688 |
18,688 |
18,556 |
|
| R1 |
18,606 |
18,606 |
18,539 |
18,647 |
| PP |
18,511 |
18,511 |
18,511 |
18,532 |
| S1 |
18,429 |
18,429 |
18,507 |
18,470 |
| S2 |
18,334 |
18,334 |
18,491 |
|
| S3 |
18,157 |
18,252 |
18,474 |
|
| S4 |
17,980 |
18,075 |
18,426 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,623 |
18,417 |
206 |
1.1% |
107 |
0.6% |
80% |
True |
False |
93,163 |
| 10 |
18,623 |
18,170 |
453 |
2.4% |
119 |
0.6% |
91% |
True |
False |
104,384 |
| 20 |
18,623 |
18,170 |
453 |
2.4% |
123 |
0.7% |
91% |
True |
False |
112,431 |
| 40 |
18,623 |
16,961 |
1,662 |
8.9% |
181 |
1.0% |
98% |
True |
False |
139,761 |
| 60 |
18,623 |
16,961 |
1,662 |
8.9% |
172 |
0.9% |
98% |
True |
False |
113,293 |
| 80 |
18,623 |
16,961 |
1,662 |
8.9% |
173 |
0.9% |
98% |
True |
False |
85,007 |
| 100 |
18,623 |
16,961 |
1,662 |
8.9% |
168 |
0.9% |
98% |
True |
False |
68,027 |
| 120 |
18,623 |
16,310 |
2,313 |
12.4% |
163 |
0.9% |
98% |
True |
False |
56,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,040 |
|
2.618 |
18,880 |
|
1.618 |
18,782 |
|
1.000 |
18,721 |
|
0.618 |
18,684 |
|
HIGH |
18,623 |
|
0.618 |
18,586 |
|
0.500 |
18,574 |
|
0.382 |
18,563 |
|
LOW |
18,525 |
|
0.618 |
18,465 |
|
1.000 |
18,427 |
|
1.618 |
18,367 |
|
2.618 |
18,269 |
|
4.250 |
18,109 |
|
|
| Fisher Pivots for day following 15-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
18,579 |
18,564 |
| PP |
18,577 |
18,546 |
| S1 |
18,574 |
18,528 |
|