| Trading Metrics calculated at close of trading on 15-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2016 |
15-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
16,420 |
16,615 |
195 |
1.2% |
15,500 |
| High |
16,705 |
16,680 |
-25 |
-0.1% |
16,705 |
| Low |
16,290 |
16,455 |
165 |
1.0% |
15,425 |
| Close |
16,615 |
16,560 |
-55 |
-0.3% |
16,560 |
| Range |
415 |
225 |
-190 |
-45.8% |
1,280 |
| ATR |
441 |
426 |
-15 |
-3.5% |
0 |
| Volume |
21,363 |
15,999 |
-5,364 |
-25.1% |
110,805 |
|
| Daily Pivots for day following 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,240 |
17,125 |
16,684 |
|
| R3 |
17,015 |
16,900 |
16,622 |
|
| R2 |
16,790 |
16,790 |
16,601 |
|
| R1 |
16,675 |
16,675 |
16,581 |
16,620 |
| PP |
16,565 |
16,565 |
16,565 |
16,538 |
| S1 |
16,450 |
16,450 |
16,540 |
16,395 |
| S2 |
16,340 |
16,340 |
16,519 |
|
| S3 |
16,115 |
16,225 |
16,498 |
|
| S4 |
15,890 |
16,000 |
16,436 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,070 |
19,595 |
17,264 |
|
| R3 |
18,790 |
18,315 |
16,912 |
|
| R2 |
17,510 |
17,510 |
16,795 |
|
| R1 |
17,035 |
17,035 |
16,677 |
17,273 |
| PP |
16,230 |
16,230 |
16,230 |
16,349 |
| S1 |
15,755 |
15,755 |
16,443 |
15,993 |
| S2 |
14,950 |
14,950 |
16,325 |
|
| S3 |
13,670 |
14,475 |
16,208 |
|
| S4 |
12,390 |
13,195 |
15,856 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,705 |
15,425 |
1,280 |
7.7% |
466 |
2.8% |
89% |
False |
False |
22,161 |
| 10 |
16,705 |
15,160 |
1,545 |
9.3% |
384 |
2.3% |
91% |
False |
False |
19,239 |
| 20 |
16,720 |
14,990 |
1,730 |
10.4% |
469 |
2.8% |
91% |
False |
False |
20,210 |
| 40 |
17,300 |
14,990 |
2,310 |
13.9% |
400 |
2.4% |
68% |
False |
False |
13,719 |
| 60 |
17,830 |
14,990 |
2,840 |
17.1% |
350 |
2.1% |
55% |
False |
False |
9,149 |
| 80 |
17,830 |
14,990 |
2,840 |
17.1% |
288 |
1.7% |
55% |
False |
False |
6,862 |
| 100 |
17,830 |
14,990 |
2,840 |
17.1% |
232 |
1.4% |
55% |
False |
False |
5,489 |
| 120 |
17,830 |
14,990 |
2,840 |
17.1% |
194 |
1.2% |
55% |
False |
False |
4,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,636 |
|
2.618 |
17,269 |
|
1.618 |
17,044 |
|
1.000 |
16,905 |
|
0.618 |
16,819 |
|
HIGH |
16,680 |
|
0.618 |
16,594 |
|
0.500 |
16,568 |
|
0.382 |
16,541 |
|
LOW |
16,455 |
|
0.618 |
16,316 |
|
1.000 |
16,230 |
|
1.618 |
16,091 |
|
2.618 |
15,866 |
|
4.250 |
15,499 |
|
|
| Fisher Pivots for day following 15-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,568 |
16,535 |
| PP |
16,565 |
16,510 |
| S1 |
16,563 |
16,485 |
|