| Trading Metrics calculated at close of trading on 17-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2016 |
17-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
18,588 |
18,534 |
-54 |
-0.3% |
18,458 |
| High |
18,589 |
18,559 |
-30 |
-0.2% |
18,594 |
| Low |
18,507 |
18,443 |
-64 |
-0.3% |
18,417 |
| Close |
18,524 |
18,541 |
17 |
0.1% |
18,523 |
| Range |
82 |
116 |
34 |
41.5% |
177 |
| ATR |
136 |
134 |
-1 |
-1.0% |
0 |
| Volume |
103,472 |
127,972 |
24,500 |
23.7% |
469,779 |
|
| Daily Pivots for day following 17-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,862 |
18,818 |
18,605 |
|
| R3 |
18,746 |
18,702 |
18,573 |
|
| R2 |
18,630 |
18,630 |
18,562 |
|
| R1 |
18,586 |
18,586 |
18,552 |
18,608 |
| PP |
18,514 |
18,514 |
18,514 |
18,526 |
| S1 |
18,470 |
18,470 |
18,530 |
18,492 |
| S2 |
18,398 |
18,398 |
18,520 |
|
| S3 |
18,282 |
18,354 |
18,509 |
|
| S4 |
18,166 |
18,238 |
18,477 |
|
|
| 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 |
18,433 |
190 |
1.0% |
111 |
0.6% |
57% |
False |
False |
102,791 |
| 10 |
18,623 |
18,251 |
372 |
2.0% |
109 |
0.6% |
78% |
False |
False |
100,848 |
| 20 |
18,623 |
18,170 |
453 |
2.4% |
123 |
0.7% |
82% |
False |
False |
113,348 |
| 40 |
18,623 |
16,961 |
1,662 |
9.0% |
179 |
1.0% |
95% |
False |
False |
138,765 |
| 60 |
18,623 |
16,961 |
1,662 |
9.0% |
172 |
0.9% |
95% |
False |
False |
117,139 |
| 80 |
18,623 |
16,961 |
1,662 |
9.0% |
173 |
0.9% |
95% |
False |
False |
87,899 |
| 100 |
18,623 |
16,961 |
1,662 |
9.0% |
168 |
0.9% |
95% |
False |
False |
70,340 |
| 120 |
18,623 |
16,327 |
2,296 |
12.4% |
162 |
0.9% |
96% |
False |
False |
58,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,052 |
|
2.618 |
18,863 |
|
1.618 |
18,747 |
|
1.000 |
18,675 |
|
0.618 |
18,631 |
|
HIGH |
18,559 |
|
0.618 |
18,515 |
|
0.500 |
18,501 |
|
0.382 |
18,487 |
|
LOW |
18,443 |
|
0.618 |
18,371 |
|
1.000 |
18,327 |
|
1.618 |
18,255 |
|
2.618 |
18,139 |
|
4.250 |
17,950 |
|
|
| Fisher Pivots for day following 17-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
18,528 |
18,538 |
| PP |
18,514 |
18,536 |
| S1 |
18,501 |
18,533 |
|