| Trading Metrics calculated at close of trading on 19-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2016 |
19-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
16,565 |
16,470 |
-95 |
-0.6% |
16,805 |
| High |
16,675 |
16,545 |
-130 |
-0.8% |
16,875 |
| Low |
16,430 |
16,375 |
-55 |
-0.3% |
16,375 |
| Close |
16,495 |
16,430 |
-65 |
-0.4% |
16,430 |
| Range |
245 |
170 |
-75 |
-30.6% |
500 |
| ATR |
263 |
256 |
-7 |
-2.5% |
0 |
| Volume |
42 |
15 |
-27 |
-64.3% |
83 |
|
| Daily Pivots for day following 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,960 |
16,865 |
16,524 |
|
| R3 |
16,790 |
16,695 |
16,477 |
|
| R2 |
16,620 |
16,620 |
16,461 |
|
| R1 |
16,525 |
16,525 |
16,446 |
16,488 |
| PP |
16,450 |
16,450 |
16,450 |
16,431 |
| S1 |
16,355 |
16,355 |
16,415 |
16,318 |
| S2 |
16,280 |
16,280 |
16,399 |
|
| S3 |
16,110 |
16,185 |
16,383 |
|
| S4 |
15,940 |
16,015 |
16,337 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,060 |
17,745 |
16,705 |
|
| R3 |
17,560 |
17,245 |
16,568 |
|
| R2 |
17,060 |
17,060 |
16,522 |
|
| R1 |
16,745 |
16,745 |
16,476 |
16,653 |
| PP |
16,560 |
16,560 |
16,560 |
16,514 |
| S1 |
16,245 |
16,245 |
16,384 |
16,153 |
| S2 |
16,060 |
16,060 |
16,338 |
|
| S3 |
15,560 |
15,745 |
16,293 |
|
| S4 |
15,060 |
15,245 |
16,155 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,875 |
16,375 |
500 |
3.0% |
207 |
1.3% |
11% |
False |
True |
16 |
| 10 |
16,880 |
16,375 |
505 |
3.1% |
189 |
1.1% |
11% |
False |
True |
36 |
| 20 |
16,880 |
15,900 |
980 |
6.0% |
237 |
1.4% |
54% |
False |
False |
28 |
| 40 |
16,935 |
15,060 |
1,875 |
11.4% |
269 |
1.6% |
73% |
False |
False |
25 |
| 60 |
17,050 |
15,060 |
1,990 |
12.1% |
212 |
1.3% |
69% |
False |
False |
19 |
| 80 |
17,050 |
15,060 |
1,990 |
12.1% |
159 |
1.0% |
69% |
False |
False |
14 |
| 100 |
17,740 |
15,060 |
2,680 |
16.3% |
127 |
0.8% |
51% |
False |
False |
11 |
| 120 |
17,740 |
15,060 |
2,680 |
16.3% |
106 |
0.6% |
51% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,268 |
|
2.618 |
16,990 |
|
1.618 |
16,820 |
|
1.000 |
16,715 |
|
0.618 |
16,650 |
|
HIGH |
16,545 |
|
0.618 |
16,480 |
|
0.500 |
16,460 |
|
0.382 |
16,440 |
|
LOW |
16,375 |
|
0.618 |
16,270 |
|
1.000 |
16,205 |
|
1.618 |
16,100 |
|
2.618 |
15,930 |
|
4.250 |
15,653 |
|
|
| Fisher Pivots for day following 19-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,460 |
16,538 |
| PP |
16,450 |
16,502 |
| S1 |
16,440 |
16,466 |
|