| Trading Metrics calculated at close of trading on 24-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2016 |
24-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
18,519 |
18,537 |
18 |
0.1% |
18,533 |
| High |
18,615 |
18,544 |
-71 |
-0.4% |
18,623 |
| Low |
18,506 |
18,427 |
-79 |
-0.4% |
18,443 |
| Close |
18,528 |
18,472 |
-56 |
-0.3% |
18,540 |
| Range |
109 |
117 |
8 |
7.3% |
180 |
| ATR |
126 |
126 |
-1 |
-0.5% |
0 |
| Volume |
110,672 |
111,882 |
1,210 |
1.1% |
516,772 |
|
| Daily Pivots for day following 24-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,832 |
18,769 |
18,536 |
|
| R3 |
18,715 |
18,652 |
18,504 |
|
| R2 |
18,598 |
18,598 |
18,494 |
|
| R1 |
18,535 |
18,535 |
18,483 |
18,508 |
| PP |
18,481 |
18,481 |
18,481 |
18,468 |
| S1 |
18,418 |
18,418 |
18,461 |
18,391 |
| S2 |
18,364 |
18,364 |
18,451 |
|
| S3 |
18,247 |
18,301 |
18,440 |
|
| S4 |
18,130 |
18,184 |
18,408 |
|
|
| 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 |
18,427 |
188 |
1.0% |
105 |
0.6% |
24% |
False |
True |
113,814 |
| 10 |
18,623 |
18,427 |
196 |
1.1% |
108 |
0.6% |
23% |
False |
True |
108,302 |
| 20 |
18,623 |
18,170 |
453 |
2.5% |
118 |
0.6% |
67% |
False |
False |
112,228 |
| 40 |
18,623 |
17,255 |
1,368 |
7.4% |
145 |
0.8% |
89% |
False |
False |
122,896 |
| 60 |
18,623 |
16,961 |
1,662 |
9.0% |
167 |
0.9% |
91% |
False |
False |
126,534 |
| 80 |
18,623 |
16,961 |
1,662 |
9.0% |
169 |
0.9% |
91% |
False |
False |
95,008 |
| 100 |
18,623 |
16,961 |
1,662 |
9.0% |
166 |
0.9% |
91% |
False |
False |
76,026 |
| 120 |
18,623 |
16,670 |
1,953 |
10.6% |
160 |
0.9% |
92% |
False |
False |
63,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,041 |
|
2.618 |
18,850 |
|
1.618 |
18,733 |
|
1.000 |
18,661 |
|
0.618 |
18,616 |
|
HIGH |
18,544 |
|
0.618 |
18,499 |
|
0.500 |
18,486 |
|
0.382 |
18,472 |
|
LOW |
18,427 |
|
0.618 |
18,355 |
|
1.000 |
18,310 |
|
1.618 |
18,238 |
|
2.618 |
18,121 |
|
4.250 |
17,930 |
|
|
| Fisher Pivots for day following 24-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
18,486 |
18,521 |
| PP |
18,481 |
18,505 |
| S1 |
18,477 |
18,488 |
|