| Trading Metrics calculated at close of trading on 23-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2016 |
23-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
18,544 |
18,519 |
-25 |
-0.1% |
18,533 |
| High |
18,561 |
18,615 |
54 |
0.3% |
18,623 |
| Low |
18,442 |
18,506 |
64 |
0.3% |
18,443 |
| Close |
18,519 |
18,528 |
9 |
0.0% |
18,540 |
| Range |
119 |
109 |
-10 |
-8.4% |
180 |
| ATR |
127 |
126 |
-1 |
-1.0% |
0 |
| Volume |
141,866 |
110,672 |
-31,194 |
-22.0% |
516,772 |
|
| Daily Pivots for day following 23-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,877 |
18,811 |
18,588 |
|
| R3 |
18,768 |
18,702 |
18,558 |
|
| R2 |
18,659 |
18,659 |
18,548 |
|
| R1 |
18,593 |
18,593 |
18,538 |
18,626 |
| PP |
18,550 |
18,550 |
18,550 |
18,566 |
| S1 |
18,484 |
18,484 |
18,518 |
18,517 |
| S2 |
18,441 |
18,441 |
18,508 |
|
| S3 |
18,332 |
18,375 |
18,498 |
|
| S4 |
18,223 |
18,266 |
18,468 |
|
|
| 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 |
18,615 |
18,442 |
173 |
0.9% |
104 |
0.6% |
50% |
True |
False |
117,032 |
| 10 |
18,623 |
18,417 |
206 |
1.1% |
106 |
0.6% |
54% |
False |
False |
106,714 |
| 20 |
18,623 |
18,170 |
453 |
2.4% |
118 |
0.6% |
79% |
False |
False |
113,886 |
| 40 |
18,623 |
16,979 |
1,644 |
8.9% |
150 |
0.8% |
94% |
False |
False |
124,881 |
| 60 |
18,623 |
16,961 |
1,662 |
9.0% |
169 |
0.9% |
94% |
False |
False |
124,676 |
| 80 |
18,623 |
16,961 |
1,662 |
9.0% |
170 |
0.9% |
94% |
False |
False |
93,611 |
| 100 |
18,623 |
16,961 |
1,662 |
9.0% |
166 |
0.9% |
94% |
False |
False |
74,908 |
| 120 |
18,623 |
16,670 |
1,953 |
10.5% |
160 |
0.9% |
95% |
False |
False |
62,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,078 |
|
2.618 |
18,900 |
|
1.618 |
18,791 |
|
1.000 |
18,724 |
|
0.618 |
18,682 |
|
HIGH |
18,615 |
|
0.618 |
18,573 |
|
0.500 |
18,561 |
|
0.382 |
18,548 |
|
LOW |
18,506 |
|
0.618 |
18,439 |
|
1.000 |
18,397 |
|
1.618 |
18,330 |
|
2.618 |
18,221 |
|
4.250 |
18,043 |
|
|
| Fisher Pivots for day following 23-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
18,561 |
18,529 |
| PP |
18,550 |
18,528 |
| S1 |
18,539 |
18,528 |
|