| Trading Metrics calculated at close of trading on 30-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2016 |
30-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
16,540 |
16,645 |
105 |
0.6% |
16,510 |
| High |
16,735 |
16,835 |
100 |
0.6% |
16,595 |
| Low |
16,535 |
16,640 |
105 |
0.6% |
16,285 |
| Close |
16,660 |
16,810 |
150 |
0.9% |
16,540 |
| Range |
200 |
195 |
-5 |
-2.5% |
310 |
| ATR |
229 |
226 |
-2 |
-1.0% |
0 |
| Volume |
238 |
286 |
48 |
20.2% |
447 |
|
| Daily Pivots for day following 30-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,347 |
17,273 |
16,917 |
|
| R3 |
17,152 |
17,078 |
16,864 |
|
| R2 |
16,957 |
16,957 |
16,846 |
|
| R1 |
16,883 |
16,883 |
16,828 |
16,920 |
| PP |
16,762 |
16,762 |
16,762 |
16,780 |
| S1 |
16,688 |
16,688 |
16,792 |
16,725 |
| S2 |
16,567 |
16,567 |
16,774 |
|
| S3 |
16,372 |
16,493 |
16,757 |
|
| S4 |
16,177 |
16,298 |
16,703 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,403 |
17,282 |
16,711 |
|
| R3 |
17,093 |
16,972 |
16,625 |
|
| R2 |
16,783 |
16,783 |
16,597 |
|
| R1 |
16,662 |
16,662 |
16,569 |
16,723 |
| PP |
16,473 |
16,473 |
16,473 |
16,504 |
| S1 |
16,352 |
16,352 |
16,512 |
16,413 |
| S2 |
16,163 |
16,163 |
16,483 |
|
| S3 |
15,853 |
16,042 |
16,455 |
|
| S4 |
15,543 |
15,732 |
16,370 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,835 |
16,285 |
550 |
3.3% |
185 |
1.1% |
95% |
True |
False |
156 |
| 10 |
16,835 |
16,285 |
550 |
3.3% |
183 |
1.1% |
95% |
True |
False |
103 |
| 20 |
16,880 |
15,900 |
980 |
5.8% |
199 |
1.2% |
93% |
False |
False |
70 |
| 40 |
16,935 |
15,200 |
1,735 |
10.3% |
240 |
1.4% |
93% |
False |
False |
43 |
| 60 |
16,935 |
15,060 |
1,875 |
11.2% |
232 |
1.4% |
93% |
False |
False |
36 |
| 80 |
17,050 |
15,060 |
1,990 |
11.8% |
174 |
1.0% |
88% |
False |
False |
27 |
| 100 |
17,740 |
15,060 |
2,680 |
15.9% |
139 |
0.8% |
65% |
False |
False |
21 |
| 120 |
17,740 |
15,060 |
2,680 |
15.9% |
116 |
0.7% |
65% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,664 |
|
2.618 |
17,346 |
|
1.618 |
17,151 |
|
1.000 |
17,030 |
|
0.618 |
16,956 |
|
HIGH |
16,835 |
|
0.618 |
16,761 |
|
0.500 |
16,738 |
|
0.382 |
16,715 |
|
LOW |
16,640 |
|
0.618 |
16,520 |
|
1.000 |
16,445 |
|
1.618 |
16,325 |
|
2.618 |
16,130 |
|
4.250 |
15,811 |
|
|
| Fisher Pivots for day following 30-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,786 |
16,727 |
| PP |
16,762 |
16,643 |
| S1 |
16,738 |
16,560 |
|