| 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 |
18,420 |
18,450 |
30 |
0.2% |
18,455 |
| High |
18,521 |
18,454 |
-67 |
-0.4% |
18,535 |
| Low |
18,420 |
18,343 |
-77 |
-0.4% |
18,354 |
| Close |
18,443 |
18,384 |
-59 |
-0.3% |
18,454 |
| Range |
101 |
111 |
10 |
9.9% |
181 |
| ATR |
116 |
116 |
0 |
-0.3% |
0 |
| Volume |
121 |
135 |
14 |
11.6% |
1,043 |
|
| Daily Pivots for day following 24-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,727 |
18,666 |
18,445 |
|
| R3 |
18,616 |
18,555 |
18,415 |
|
| R2 |
18,505 |
18,505 |
18,404 |
|
| R1 |
18,444 |
18,444 |
18,394 |
18,419 |
| PP |
18,394 |
18,394 |
18,394 |
18,381 |
| S1 |
18,333 |
18,333 |
18,374 |
18,308 |
| S2 |
18,283 |
18,283 |
18,364 |
|
| S3 |
18,172 |
18,222 |
18,354 |
|
| S4 |
18,061 |
18,111 |
18,323 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,991 |
18,903 |
18,554 |
|
| R3 |
18,810 |
18,722 |
18,504 |
|
| R2 |
18,629 |
18,629 |
18,487 |
|
| R1 |
18,541 |
18,541 |
18,471 |
18,495 |
| PP |
18,448 |
18,448 |
18,448 |
18,424 |
| S1 |
18,360 |
18,360 |
18,438 |
18,314 |
| S2 |
18,267 |
18,267 |
18,421 |
|
| S3 |
18,086 |
18,179 |
18,404 |
|
| S4 |
17,905 |
17,998 |
18,355 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,521 |
18,343 |
178 |
1.0% |
99 |
0.5% |
23% |
False |
True |
143 |
| 10 |
18,535 |
18,343 |
192 |
1.0% |
101 |
0.5% |
21% |
False |
True |
166 |
| 20 |
18,535 |
18,085 |
450 |
2.4% |
109 |
0.6% |
66% |
False |
False |
122 |
| 40 |
18,535 |
17,168 |
1,367 |
7.4% |
133 |
0.7% |
89% |
False |
False |
101 |
| 60 |
18,535 |
16,876 |
1,659 |
9.0% |
141 |
0.8% |
91% |
False |
False |
82 |
| 80 |
18,535 |
16,876 |
1,659 |
9.0% |
121 |
0.7% |
91% |
False |
False |
64 |
| 100 |
18,535 |
16,876 |
1,659 |
9.0% |
107 |
0.6% |
91% |
False |
False |
52 |
| 120 |
18,535 |
16,745 |
1,790 |
9.7% |
92 |
0.5% |
92% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,926 |
|
2.618 |
18,745 |
|
1.618 |
18,634 |
|
1.000 |
18,565 |
|
0.618 |
18,523 |
|
HIGH |
18,454 |
|
0.618 |
18,412 |
|
0.500 |
18,399 |
|
0.382 |
18,386 |
|
LOW |
18,343 |
|
0.618 |
18,275 |
|
1.000 |
18,232 |
|
1.618 |
18,164 |
|
2.618 |
18,053 |
|
4.250 |
17,871 |
|
|
| Fisher Pivots for day following 24-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
18,399 |
18,432 |
| PP |
18,394 |
18,416 |
| S1 |
18,389 |
18,400 |
|