| Trading Metrics calculated at close of trading on 12-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2016 |
12-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
15,500 |
16,140 |
640 |
4.1% |
15,660 |
| High |
16,210 |
16,640 |
430 |
2.7% |
15,870 |
| Low |
15,425 |
16,080 |
655 |
4.2% |
15,160 |
| Close |
16,145 |
16,600 |
455 |
2.8% |
15,410 |
| Range |
785 |
560 |
-225 |
-28.7% |
710 |
| ATR |
442 |
451 |
8 |
1.9% |
0 |
| Volume |
22,966 |
26,331 |
3,365 |
14.7% |
69,326 |
|
| Daily Pivots for day following 12-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,120 |
17,920 |
16,908 |
|
| R3 |
17,560 |
17,360 |
16,754 |
|
| R2 |
17,000 |
17,000 |
16,703 |
|
| R1 |
16,800 |
16,800 |
16,651 |
16,900 |
| PP |
16,440 |
16,440 |
16,440 |
16,490 |
| S1 |
16,240 |
16,240 |
16,549 |
16,340 |
| S2 |
15,880 |
15,880 |
16,497 |
|
| S3 |
15,320 |
15,680 |
16,446 |
|
| S4 |
14,760 |
15,120 |
16,292 |
|
|
| 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 |
16,640 |
15,160 |
1,480 |
8.9% |
440 |
2.7% |
97% |
True |
False |
20,279 |
| 10 |
16,640 |
15,060 |
1,580 |
9.5% |
424 |
2.6% |
97% |
True |
False |
18,952 |
| 20 |
16,720 |
14,990 |
1,730 |
10.4% |
487 |
2.9% |
93% |
False |
False |
19,867 |
| 40 |
17,300 |
14,990 |
2,310 |
13.9% |
389 |
2.3% |
70% |
False |
False |
12,183 |
| 60 |
17,830 |
14,990 |
2,840 |
17.1% |
349 |
2.1% |
57% |
False |
False |
8,124 |
| 80 |
17,830 |
14,990 |
2,840 |
17.1% |
277 |
1.7% |
57% |
False |
False |
6,093 |
| 100 |
17,830 |
14,990 |
2,840 |
17.1% |
222 |
1.3% |
57% |
False |
False |
4,874 |
| 120 |
17,830 |
14,990 |
2,840 |
17.1% |
185 |
1.1% |
57% |
False |
False |
4,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,020 |
|
2.618 |
18,106 |
|
1.618 |
17,546 |
|
1.000 |
17,200 |
|
0.618 |
16,986 |
|
HIGH |
16,640 |
|
0.618 |
16,426 |
|
0.500 |
16,360 |
|
0.382 |
16,294 |
|
LOW |
16,080 |
|
0.618 |
15,734 |
|
1.000 |
15,520 |
|
1.618 |
15,174 |
|
2.618 |
14,614 |
|
4.250 |
13,700 |
|
|
| Fisher Pivots for day following 12-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,520 |
16,367 |
| PP |
16,440 |
16,133 |
| S1 |
16,360 |
15,900 |
|