| Trading Metrics calculated at close of trading on 19-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2016 |
19-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
16,605 |
16,700 |
95 |
0.6% |
15,500 |
| High |
16,785 |
16,790 |
5 |
0.0% |
16,705 |
| Low |
16,555 |
16,565 |
10 |
0.1% |
15,425 |
| Close |
16,680 |
16,680 |
0 |
0.0% |
16,560 |
| Range |
230 |
225 |
-5 |
-2.2% |
1,280 |
| ATR |
412 |
398 |
-13 |
-3.2% |
0 |
| Volume |
6,200 |
13,532 |
7,332 |
118.3% |
110,805 |
|
| Daily Pivots for day following 19-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,353 |
17,242 |
16,804 |
|
| R3 |
17,128 |
17,017 |
16,742 |
|
| R2 |
16,903 |
16,903 |
16,721 |
|
| R1 |
16,792 |
16,792 |
16,701 |
16,735 |
| PP |
16,678 |
16,678 |
16,678 |
16,650 |
| S1 |
16,567 |
16,567 |
16,660 |
16,510 |
| S2 |
16,453 |
16,453 |
16,639 |
|
| S3 |
16,228 |
16,342 |
16,618 |
|
| S4 |
16,003 |
16,117 |
16,556 |
|
|
| 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 |
16,790 |
16,265 |
525 |
3.1% |
288 |
1.7% |
79% |
True |
False |
16,248 |
| 10 |
16,790 |
15,160 |
1,630 |
9.8% |
364 |
2.2% |
93% |
True |
False |
18,263 |
| 20 |
16,790 |
14,990 |
1,800 |
10.8% |
454 |
2.7% |
94% |
True |
False |
19,743 |
| 40 |
17,300 |
14,990 |
2,310 |
13.8% |
399 |
2.4% |
73% |
False |
False |
14,208 |
| 60 |
17,830 |
14,990 |
2,840 |
17.0% |
354 |
2.1% |
60% |
False |
False |
9,478 |
| 80 |
17,830 |
14,990 |
2,840 |
17.0% |
294 |
1.8% |
60% |
False |
False |
7,109 |
| 100 |
17,830 |
14,990 |
2,840 |
17.0% |
237 |
1.4% |
60% |
False |
False |
5,687 |
| 120 |
17,830 |
14,990 |
2,840 |
17.0% |
197 |
1.2% |
60% |
False |
False |
4,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,746 |
|
2.618 |
17,379 |
|
1.618 |
17,154 |
|
1.000 |
17,015 |
|
0.618 |
16,929 |
|
HIGH |
16,790 |
|
0.618 |
16,704 |
|
0.500 |
16,678 |
|
0.382 |
16,651 |
|
LOW |
16,565 |
|
0.618 |
16,426 |
|
1.000 |
16,340 |
|
1.618 |
16,201 |
|
2.618 |
15,976 |
|
4.250 |
15,609 |
|
|
| Fisher Pivots for day following 19-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,679 |
16,661 |
| PP |
16,678 |
16,642 |
| S1 |
16,678 |
16,623 |
|