| Trading Metrics calculated at close of trading on 20-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2016 |
20-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
16,700 |
16,695 |
-5 |
0.0% |
15,500 |
| High |
16,790 |
16,950 |
160 |
1.0% |
16,705 |
| Low |
16,565 |
16,605 |
40 |
0.2% |
15,425 |
| Close |
16,680 |
16,935 |
255 |
1.5% |
16,560 |
| Range |
225 |
345 |
120 |
53.3% |
1,280 |
| ATR |
398 |
395 |
-4 |
-1.0% |
0 |
| Volume |
13,532 |
14,420 |
888 |
6.6% |
110,805 |
|
| Daily Pivots for day following 20-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,865 |
17,745 |
17,125 |
|
| R3 |
17,520 |
17,400 |
17,030 |
|
| R2 |
17,175 |
17,175 |
16,998 |
|
| R1 |
17,055 |
17,055 |
16,967 |
17,115 |
| PP |
16,830 |
16,830 |
16,830 |
16,860 |
| S1 |
16,710 |
16,710 |
16,904 |
16,770 |
| S2 |
16,485 |
16,485 |
16,872 |
|
| S3 |
16,140 |
16,365 |
16,840 |
|
| S4 |
15,795 |
16,020 |
16,745 |
|
|
| 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 |
16,950 |
16,290 |
660 |
3.9% |
288 |
1.7% |
98% |
True |
False |
14,302 |
| 10 |
16,950 |
15,160 |
1,790 |
10.6% |
362 |
2.1% |
99% |
True |
False |
17,630 |
| 20 |
16,950 |
14,990 |
1,960 |
11.6% |
445 |
2.6% |
99% |
True |
False |
19,730 |
| 40 |
17,300 |
14,990 |
2,310 |
13.6% |
402 |
2.4% |
84% |
False |
False |
14,567 |
| 60 |
17,595 |
14,990 |
2,605 |
15.4% |
354 |
2.1% |
75% |
False |
False |
9,718 |
| 80 |
17,830 |
14,990 |
2,840 |
16.8% |
296 |
1.7% |
68% |
False |
False |
7,289 |
| 100 |
17,830 |
14,990 |
2,840 |
16.8% |
240 |
1.4% |
68% |
False |
False |
5,831 |
| 120 |
17,830 |
14,990 |
2,840 |
16.8% |
200 |
1.2% |
68% |
False |
False |
4,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,416 |
|
2.618 |
17,853 |
|
1.618 |
17,508 |
|
1.000 |
17,295 |
|
0.618 |
17,163 |
|
HIGH |
16,950 |
|
0.618 |
16,818 |
|
0.500 |
16,778 |
|
0.382 |
16,737 |
|
LOW |
16,605 |
|
0.618 |
16,392 |
|
1.000 |
16,260 |
|
1.618 |
16,047 |
|
2.618 |
15,702 |
|
4.250 |
15,139 |
|
|
| Fisher Pivots for day following 20-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,883 |
16,874 |
| PP |
16,830 |
16,813 |
| S1 |
16,778 |
16,753 |
|