| Trading Metrics calculated at close of trading on 16-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2016 |
16-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
18,533 |
18,588 |
55 |
0.3% |
18,458 |
| High |
18,623 |
18,589 |
-34 |
-0.2% |
18,594 |
| Low |
18,525 |
18,507 |
-18 |
-0.1% |
18,417 |
| Close |
18,582 |
18,524 |
-58 |
-0.3% |
18,523 |
| Range |
98 |
82 |
-16 |
-16.3% |
177 |
| ATR |
140 |
136 |
-4 |
-3.0% |
0 |
| Volume |
80,678 |
103,472 |
22,794 |
28.3% |
469,779 |
|
| Daily Pivots for day following 16-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,786 |
18,737 |
18,569 |
|
| R3 |
18,704 |
18,655 |
18,547 |
|
| R2 |
18,622 |
18,622 |
18,539 |
|
| R1 |
18,573 |
18,573 |
18,532 |
18,557 |
| PP |
18,540 |
18,540 |
18,540 |
18,532 |
| S1 |
18,491 |
18,491 |
18,517 |
18,475 |
| S2 |
18,458 |
18,458 |
18,509 |
|
| S3 |
18,376 |
18,409 |
18,502 |
|
| S4 |
18,294 |
18,327 |
18,479 |
|
|
| 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% |
52% |
False |
False |
96,397 |
| 10 |
18,623 |
18,188 |
435 |
2.3% |
107 |
0.6% |
77% |
False |
False |
98,842 |
| 20 |
18,623 |
18,170 |
453 |
2.4% |
123 |
0.7% |
78% |
False |
False |
112,335 |
| 40 |
18,623 |
16,961 |
1,662 |
9.0% |
178 |
1.0% |
94% |
False |
False |
138,712 |
| 60 |
18,623 |
16,961 |
1,662 |
9.0% |
171 |
0.9% |
94% |
False |
False |
115,009 |
| 80 |
18,623 |
16,961 |
1,662 |
9.0% |
173 |
0.9% |
94% |
False |
False |
86,300 |
| 100 |
18,623 |
16,961 |
1,662 |
9.0% |
167 |
0.9% |
94% |
False |
False |
69,061 |
| 120 |
18,623 |
16,327 |
2,296 |
12.4% |
162 |
0.9% |
96% |
False |
False |
57,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,938 |
|
2.618 |
18,804 |
|
1.618 |
18,722 |
|
1.000 |
18,671 |
|
0.618 |
18,640 |
|
HIGH |
18,589 |
|
0.618 |
18,558 |
|
0.500 |
18,548 |
|
0.382 |
18,538 |
|
LOW |
18,507 |
|
0.618 |
18,456 |
|
1.000 |
18,425 |
|
1.618 |
18,374 |
|
2.618 |
18,292 |
|
4.250 |
18,159 |
|
|
| Fisher Pivots for day following 16-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
18,548 |
18,555 |
| PP |
18,540 |
18,544 |
| S1 |
18,532 |
18,534 |
|