| Trading Metrics calculated at close of trading on 21-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2016 |
21-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
16,695 |
16,950 |
255 |
1.5% |
15,500 |
| High |
16,950 |
16,990 |
40 |
0.2% |
16,705 |
| Low |
16,605 |
16,525 |
-80 |
-0.5% |
15,425 |
| Close |
16,935 |
16,625 |
-310 |
-1.8% |
16,560 |
| Range |
345 |
465 |
120 |
34.8% |
1,280 |
| ATR |
395 |
400 |
5 |
1.3% |
0 |
| Volume |
14,420 |
24,450 |
10,030 |
69.6% |
110,805 |
|
| Daily Pivots for day following 21-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,108 |
17,832 |
16,881 |
|
| R3 |
17,643 |
17,367 |
16,753 |
|
| R2 |
17,178 |
17,178 |
16,710 |
|
| R1 |
16,902 |
16,902 |
16,668 |
16,808 |
| PP |
16,713 |
16,713 |
16,713 |
16,666 |
| S1 |
16,437 |
16,437 |
16,583 |
16,343 |
| S2 |
16,248 |
16,248 |
16,540 |
|
| S3 |
15,783 |
15,972 |
16,497 |
|
| S4 |
15,318 |
15,507 |
16,369 |
|
|
| 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 |
16,990 |
16,455 |
535 |
3.2% |
298 |
1.8% |
32% |
True |
False |
14,920 |
| 10 |
16,990 |
15,160 |
1,830 |
11.0% |
390 |
2.3% |
80% |
True |
False |
18,859 |
| 20 |
16,990 |
14,990 |
2,000 |
12.0% |
457 |
2.8% |
82% |
True |
False |
20,288 |
| 40 |
17,300 |
14,990 |
2,310 |
13.9% |
406 |
2.4% |
71% |
False |
False |
15,176 |
| 60 |
17,595 |
14,990 |
2,605 |
15.7% |
362 |
2.2% |
63% |
False |
False |
10,126 |
| 80 |
17,830 |
14,990 |
2,840 |
17.1% |
301 |
1.8% |
58% |
False |
False |
7,594 |
| 100 |
17,830 |
14,990 |
2,840 |
17.1% |
245 |
1.5% |
58% |
False |
False |
6,076 |
| 120 |
17,830 |
14,990 |
2,840 |
17.1% |
204 |
1.2% |
58% |
False |
False |
5,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,966 |
|
2.618 |
18,207 |
|
1.618 |
17,742 |
|
1.000 |
17,455 |
|
0.618 |
17,277 |
|
HIGH |
16,990 |
|
0.618 |
16,812 |
|
0.500 |
16,758 |
|
0.382 |
16,703 |
|
LOW |
16,525 |
|
0.618 |
16,238 |
|
1.000 |
16,060 |
|
1.618 |
15,773 |
|
2.618 |
15,308 |
|
4.250 |
14,549 |
|
|
| Fisher Pivots for day following 21-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,758 |
16,758 |
| PP |
16,713 |
16,713 |
| S1 |
16,669 |
16,669 |
|