| Trading Metrics calculated at close of trading on 22-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2016 |
22-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
18,566 |
18,544 |
-22 |
-0.1% |
18,533 |
| High |
18,576 |
18,561 |
-15 |
-0.1% |
18,623 |
| Low |
18,469 |
18,442 |
-27 |
-0.1% |
18,443 |
| Close |
18,540 |
18,519 |
-21 |
-0.1% |
18,540 |
| Range |
107 |
119 |
12 |
11.2% |
180 |
| ATR |
128 |
127 |
-1 |
-0.5% |
0 |
| Volume |
112,215 |
141,866 |
29,651 |
26.4% |
516,772 |
|
| Daily Pivots for day following 22-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,864 |
18,811 |
18,585 |
|
| R3 |
18,745 |
18,692 |
18,552 |
|
| R2 |
18,626 |
18,626 |
18,541 |
|
| R1 |
18,573 |
18,573 |
18,530 |
18,540 |
| PP |
18,507 |
18,507 |
18,507 |
18,491 |
| S1 |
18,454 |
18,454 |
18,508 |
18,421 |
| S2 |
18,388 |
18,388 |
18,497 |
|
| S3 |
18,269 |
18,335 |
18,486 |
|
| S4 |
18,150 |
18,216 |
18,454 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,075 |
18,988 |
18,639 |
|
| R3 |
18,895 |
18,808 |
18,590 |
|
| R2 |
18,715 |
18,715 |
18,573 |
|
| R1 |
18,628 |
18,628 |
18,557 |
18,672 |
| PP |
18,535 |
18,535 |
18,535 |
18,557 |
| S1 |
18,448 |
18,448 |
18,524 |
18,492 |
| S2 |
18,355 |
18,355 |
18,507 |
|
| S3 |
18,175 |
18,268 |
18,491 |
|
| S4 |
17,995 |
18,088 |
18,441 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,589 |
18,442 |
147 |
0.8% |
99 |
0.5% |
52% |
False |
True |
115,592 |
| 10 |
18,623 |
18,417 |
206 |
1.1% |
103 |
0.6% |
50% |
False |
False |
104,377 |
| 20 |
18,623 |
18,170 |
453 |
2.4% |
119 |
0.6% |
77% |
False |
False |
115,235 |
| 40 |
18,623 |
16,961 |
1,662 |
9.0% |
155 |
0.8% |
94% |
False |
False |
129,530 |
| 60 |
18,623 |
16,961 |
1,662 |
9.0% |
168 |
0.9% |
94% |
False |
False |
122,837 |
| 80 |
18,623 |
16,961 |
1,662 |
9.0% |
171 |
0.9% |
94% |
False |
False |
92,229 |
| 100 |
18,623 |
16,961 |
1,662 |
9.0% |
167 |
0.9% |
94% |
False |
False |
73,802 |
| 120 |
18,623 |
16,650 |
1,973 |
10.7% |
160 |
0.9% |
95% |
False |
False |
61,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,067 |
|
2.618 |
18,873 |
|
1.618 |
18,754 |
|
1.000 |
18,680 |
|
0.618 |
18,635 |
|
HIGH |
18,561 |
|
0.618 |
18,516 |
|
0.500 |
18,502 |
|
0.382 |
18,488 |
|
LOW |
18,442 |
|
0.618 |
18,369 |
|
1.000 |
18,323 |
|
1.618 |
18,250 |
|
2.618 |
18,131 |
|
4.250 |
17,936 |
|
|
| Fisher Pivots for day following 22-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
18,513 |
18,516 |
| PP |
18,507 |
18,512 |
| S1 |
18,502 |
18,509 |
|