| Trading Metrics calculated at close of trading on 12-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2016 |
12-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
16,700 |
16,740 |
40 |
0.2% |
16,525 |
| High |
16,860 |
16,880 |
20 |
0.1% |
16,880 |
| Low |
16,560 |
16,740 |
180 |
1.1% |
16,525 |
| Close |
16,820 |
16,760 |
-60 |
-0.4% |
16,760 |
| Range |
300 |
140 |
-160 |
-53.3% |
355 |
| ATR |
286 |
276 |
-10 |
-3.6% |
0 |
| Volume |
5 |
7 |
2 |
40.0% |
281 |
|
| Daily Pivots for day following 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,213 |
17,127 |
16,837 |
|
| R3 |
17,073 |
16,987 |
16,799 |
|
| R2 |
16,933 |
16,933 |
16,786 |
|
| R1 |
16,847 |
16,847 |
16,773 |
16,890 |
| PP |
16,793 |
16,793 |
16,793 |
16,815 |
| S1 |
16,707 |
16,707 |
16,747 |
16,750 |
| S2 |
16,653 |
16,653 |
16,734 |
|
| S3 |
16,513 |
16,567 |
16,722 |
|
| S4 |
16,373 |
16,427 |
16,683 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,787 |
17,628 |
16,955 |
|
| R3 |
17,432 |
17,273 |
16,858 |
|
| R2 |
17,077 |
17,077 |
16,825 |
|
| R1 |
16,918 |
16,918 |
16,793 |
16,998 |
| PP |
16,722 |
16,722 |
16,722 |
16,761 |
| S1 |
16,563 |
16,563 |
16,728 |
16,643 |
| S2 |
16,367 |
16,367 |
16,695 |
|
| S3 |
16,012 |
16,208 |
16,663 |
|
| S4 |
15,657 |
15,853 |
16,565 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,880 |
16,525 |
355 |
2.1% |
170 |
1.0% |
66% |
True |
False |
56 |
| 10 |
16,880 |
15,900 |
980 |
5.8% |
243 |
1.4% |
88% |
True |
False |
35 |
| 20 |
16,935 |
15,900 |
1,035 |
6.2% |
239 |
1.4% |
83% |
False |
False |
28 |
| 40 |
16,935 |
15,060 |
1,875 |
11.2% |
268 |
1.6% |
91% |
False |
False |
24 |
| 60 |
17,050 |
15,060 |
1,990 |
11.9% |
194 |
1.2% |
85% |
False |
False |
18 |
| 80 |
17,740 |
15,060 |
2,680 |
16.0% |
146 |
0.9% |
63% |
False |
False |
13 |
| 100 |
17,740 |
15,060 |
2,680 |
16.0% |
117 |
0.7% |
63% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,475 |
|
2.618 |
17,247 |
|
1.618 |
17,107 |
|
1.000 |
17,020 |
|
0.618 |
16,967 |
|
HIGH |
16,880 |
|
0.618 |
16,827 |
|
0.500 |
16,810 |
|
0.382 |
16,794 |
|
LOW |
16,740 |
|
0.618 |
16,654 |
|
1.000 |
16,600 |
|
1.618 |
16,514 |
|
2.618 |
16,374 |
|
4.250 |
16,145 |
|
|
| Fisher Pivots for day following 12-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,810 |
16,747 |
| PP |
16,793 |
16,733 |
| S1 |
16,777 |
16,720 |
|