| Trading Metrics calculated at close of trading on 01-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2016 |
01-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
18,453 |
18,393 |
-60 |
-0.3% |
18,544 |
| High |
18,454 |
18,462 |
8 |
0.0% |
18,615 |
| Low |
18,324 |
18,286 |
-38 |
-0.2% |
18,311 |
| Close |
18,395 |
18,395 |
0 |
0.0% |
18,380 |
| Range |
130 |
176 |
46 |
35.4% |
304 |
| ATR |
131 |
134 |
3 |
2.5% |
0 |
| Volume |
132,594 |
169,678 |
37,084 |
28.0% |
675,254 |
|
| Daily Pivots for day following 01-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,909 |
18,828 |
18,492 |
|
| R3 |
18,733 |
18,652 |
18,444 |
|
| R2 |
18,557 |
18,557 |
18,427 |
|
| R1 |
18,476 |
18,476 |
18,411 |
18,517 |
| PP |
18,381 |
18,381 |
18,381 |
18,401 |
| S1 |
18,300 |
18,300 |
18,379 |
18,341 |
| S2 |
18,205 |
18,205 |
18,363 |
|
| S3 |
18,029 |
18,124 |
18,347 |
|
| S4 |
17,853 |
17,948 |
18,298 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,347 |
19,168 |
18,547 |
|
| R3 |
19,043 |
18,864 |
18,464 |
|
| R2 |
18,739 |
18,739 |
18,436 |
|
| R1 |
18,560 |
18,560 |
18,408 |
18,498 |
| PP |
18,435 |
18,435 |
18,435 |
18,404 |
| S1 |
18,256 |
18,256 |
18,352 |
18,194 |
| S2 |
18,131 |
18,131 |
18,324 |
|
| S3 |
17,827 |
17,952 |
18,297 |
|
| S4 |
17,523 |
17,648 |
18,213 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,554 |
18,286 |
268 |
1.5% |
163 |
0.9% |
41% |
False |
True |
143,271 |
| 10 |
18,615 |
18,286 |
329 |
1.8% |
135 |
0.7% |
33% |
False |
True |
130,986 |
| 20 |
18,623 |
18,273 |
350 |
1.9% |
121 |
0.7% |
35% |
False |
False |
115,348 |
| 40 |
18,623 |
17,782 |
841 |
4.6% |
130 |
0.7% |
73% |
False |
False |
120,625 |
| 60 |
18,623 |
16,961 |
1,662 |
9.0% |
169 |
0.9% |
86% |
False |
False |
140,212 |
| 80 |
18,623 |
16,961 |
1,662 |
9.0% |
168 |
0.9% |
86% |
False |
False |
105,415 |
| 100 |
18,623 |
16,961 |
1,662 |
9.0% |
165 |
0.9% |
86% |
False |
False |
84,350 |
| 120 |
18,623 |
16,961 |
1,662 |
9.0% |
161 |
0.9% |
86% |
False |
False |
70,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,210 |
|
2.618 |
18,923 |
|
1.618 |
18,747 |
|
1.000 |
18,638 |
|
0.618 |
18,571 |
|
HIGH |
18,462 |
|
0.618 |
18,395 |
|
0.500 |
18,374 |
|
0.382 |
18,353 |
|
LOW |
18,286 |
|
0.618 |
18,177 |
|
1.000 |
18,110 |
|
1.618 |
18,001 |
|
2.618 |
17,825 |
|
4.250 |
17,538 |
|
|
| Fisher Pivots for day following 01-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
18,388 |
18,401 |
| PP |
18,381 |
18,399 |
| S1 |
18,374 |
18,397 |
|