| Trading Metrics calculated at close of trading on 18-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2016 |
18-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
16,615 |
16,605 |
-10 |
-0.1% |
15,500 |
| High |
16,680 |
16,785 |
105 |
0.6% |
16,705 |
| Low |
16,455 |
16,555 |
100 |
0.6% |
15,425 |
| Close |
16,560 |
16,680 |
120 |
0.7% |
16,560 |
| Range |
225 |
230 |
5 |
2.2% |
1,280 |
| ATR |
426 |
412 |
-14 |
-3.3% |
0 |
| Volume |
15,999 |
6,200 |
-9,799 |
-61.2% |
110,805 |
|
| Daily Pivots for day following 18-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,363 |
17,252 |
16,807 |
|
| R3 |
17,133 |
17,022 |
16,743 |
|
| R2 |
16,903 |
16,903 |
16,722 |
|
| R1 |
16,792 |
16,792 |
16,701 |
16,848 |
| PP |
16,673 |
16,673 |
16,673 |
16,701 |
| S1 |
16,562 |
16,562 |
16,659 |
16,618 |
| S2 |
16,443 |
16,443 |
16,638 |
|
| S3 |
16,213 |
16,332 |
16,617 |
|
| S4 |
15,983 |
16,102 |
16,554 |
|
|
| 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 |
16,785 |
16,080 |
705 |
4.2% |
355 |
2.1% |
85% |
True |
False |
18,807 |
| 10 |
16,785 |
15,160 |
1,625 |
9.7% |
386 |
2.3% |
94% |
True |
False |
18,633 |
| 20 |
16,785 |
14,990 |
1,795 |
10.8% |
464 |
2.8% |
94% |
True |
False |
19,724 |
| 40 |
17,300 |
14,990 |
2,310 |
13.8% |
399 |
2.4% |
73% |
False |
False |
13,871 |
| 60 |
17,830 |
14,990 |
2,840 |
17.0% |
354 |
2.1% |
60% |
False |
False |
9,252 |
| 80 |
17,830 |
14,990 |
2,840 |
17.0% |
291 |
1.7% |
60% |
False |
False |
6,939 |
| 100 |
17,830 |
14,990 |
2,840 |
17.0% |
235 |
1.4% |
60% |
False |
False |
5,551 |
| 120 |
17,830 |
14,990 |
2,840 |
17.0% |
196 |
1.2% |
60% |
False |
False |
4,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,763 |
|
2.618 |
17,387 |
|
1.618 |
17,157 |
|
1.000 |
17,015 |
|
0.618 |
16,927 |
|
HIGH |
16,785 |
|
0.618 |
16,697 |
|
0.500 |
16,670 |
|
0.382 |
16,643 |
|
LOW |
16,555 |
|
0.618 |
16,413 |
|
1.000 |
16,325 |
|
1.618 |
16,183 |
|
2.618 |
15,953 |
|
4.250 |
15,578 |
|
|
| Fisher Pivots for day following 18-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,677 |
16,633 |
| PP |
16,673 |
16,585 |
| S1 |
16,670 |
16,538 |
|