| Trading Metrics calculated at close of trading on 11-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2016 |
11-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
15,370 |
15,500 |
130 |
0.8% |
15,660 |
| High |
15,460 |
16,210 |
750 |
4.9% |
15,870 |
| Low |
15,160 |
15,425 |
265 |
1.7% |
15,160 |
| Close |
15,410 |
16,145 |
735 |
4.8% |
15,410 |
| Range |
300 |
785 |
485 |
161.7% |
710 |
| ATR |
415 |
442 |
28 |
6.6% |
0 |
| Volume |
19,183 |
22,966 |
3,783 |
19.7% |
69,326 |
|
| Daily Pivots for day following 11-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,282 |
17,998 |
16,577 |
|
| R3 |
17,497 |
17,213 |
16,361 |
|
| R2 |
16,712 |
16,712 |
16,289 |
|
| R1 |
16,428 |
16,428 |
16,217 |
16,570 |
| PP |
15,927 |
15,927 |
15,927 |
15,998 |
| S1 |
15,643 |
15,643 |
16,073 |
15,785 |
| S2 |
15,142 |
15,142 |
16,001 |
|
| S3 |
14,357 |
14,858 |
15,929 |
|
| S4 |
13,572 |
14,073 |
15,713 |
|
|
| Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,610 |
17,220 |
15,801 |
|
| R3 |
16,900 |
16,510 |
15,605 |
|
| R2 |
16,190 |
16,190 |
15,540 |
|
| R1 |
15,800 |
15,800 |
15,475 |
15,640 |
| PP |
15,480 |
15,480 |
15,480 |
15,400 |
| S1 |
15,090 |
15,090 |
15,345 |
14,930 |
| S2 |
14,770 |
14,770 |
15,280 |
|
| S3 |
14,060 |
14,380 |
15,215 |
|
| S4 |
13,350 |
13,670 |
15,020 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,210 |
15,160 |
1,050 |
6.5% |
417 |
2.6% |
94% |
True |
False |
18,458 |
| 10 |
16,210 |
15,060 |
1,150 |
7.1% |
407 |
2.5% |
94% |
True |
False |
18,719 |
| 20 |
16,720 |
14,990 |
1,730 |
10.7% |
478 |
3.0% |
67% |
False |
False |
19,384 |
| 40 |
17,300 |
14,990 |
2,310 |
14.3% |
386 |
2.4% |
50% |
False |
False |
11,525 |
| 60 |
17,830 |
14,990 |
2,840 |
17.6% |
340 |
2.1% |
41% |
False |
False |
7,685 |
| 80 |
17,830 |
14,990 |
2,840 |
17.6% |
271 |
1.7% |
41% |
False |
False |
5,764 |
| 100 |
17,830 |
14,990 |
2,840 |
17.6% |
217 |
1.3% |
41% |
False |
False |
4,611 |
| 120 |
17,830 |
14,990 |
2,840 |
17.6% |
181 |
1.1% |
41% |
False |
False |
3,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,546 |
|
2.618 |
18,265 |
|
1.618 |
17,480 |
|
1.000 |
16,995 |
|
0.618 |
16,695 |
|
HIGH |
16,210 |
|
0.618 |
15,910 |
|
0.500 |
15,818 |
|
0.382 |
15,725 |
|
LOW |
15,425 |
|
0.618 |
14,940 |
|
1.000 |
14,640 |
|
1.618 |
14,155 |
|
2.618 |
13,370 |
|
4.250 |
12,089 |
|
|
| Fisher Pivots for day following 11-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,036 |
15,992 |
| PP |
15,927 |
15,838 |
| S1 |
15,818 |
15,685 |
|