| Trading Metrics calculated at close of trading on 22-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2016 |
22-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
16,950 |
16,685 |
-265 |
-1.6% |
16,605 |
| High |
16,990 |
16,755 |
-235 |
-1.4% |
16,990 |
| Low |
16,525 |
16,605 |
80 |
0.5% |
16,525 |
| Close |
16,625 |
16,660 |
35 |
0.2% |
16,660 |
| Range |
465 |
150 |
-315 |
-67.7% |
465 |
| ATR |
400 |
382 |
-18 |
-4.5% |
0 |
| Volume |
24,450 |
9,908 |
-14,542 |
-59.5% |
68,510 |
|
| Daily Pivots for day following 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,123 |
17,042 |
16,743 |
|
| R3 |
16,973 |
16,892 |
16,701 |
|
| R2 |
16,823 |
16,823 |
16,688 |
|
| R1 |
16,742 |
16,742 |
16,674 |
16,708 |
| PP |
16,673 |
16,673 |
16,673 |
16,656 |
| S1 |
16,592 |
16,592 |
16,646 |
16,558 |
| S2 |
16,523 |
16,523 |
16,633 |
|
| S3 |
16,373 |
16,442 |
16,619 |
|
| S4 |
16,223 |
16,292 |
16,578 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,120 |
17,855 |
16,916 |
|
| R3 |
17,655 |
17,390 |
16,788 |
|
| R2 |
17,190 |
17,190 |
16,745 |
|
| R1 |
16,925 |
16,925 |
16,703 |
17,058 |
| PP |
16,725 |
16,725 |
16,725 |
16,791 |
| S1 |
16,460 |
16,460 |
16,618 |
16,593 |
| S2 |
16,260 |
16,260 |
16,575 |
|
| S3 |
15,795 |
15,995 |
16,532 |
|
| S4 |
15,330 |
15,530 |
16,404 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,990 |
16,525 |
465 |
2.8% |
283 |
1.7% |
29% |
False |
False |
13,702 |
| 10 |
16,990 |
15,425 |
1,565 |
9.4% |
375 |
2.2% |
79% |
False |
False |
17,931 |
| 20 |
16,990 |
14,990 |
2,000 |
12.0% |
438 |
2.6% |
84% |
False |
False |
19,984 |
| 40 |
17,300 |
14,990 |
2,310 |
13.9% |
404 |
2.4% |
72% |
False |
False |
15,420 |
| 60 |
17,580 |
14,990 |
2,590 |
15.5% |
361 |
2.2% |
64% |
False |
False |
10,290 |
| 80 |
17,830 |
14,990 |
2,840 |
17.0% |
303 |
1.8% |
59% |
False |
False |
7,718 |
| 100 |
17,830 |
14,990 |
2,840 |
17.0% |
246 |
1.5% |
59% |
False |
False |
6,175 |
| 120 |
17,830 |
14,990 |
2,840 |
17.0% |
205 |
1.2% |
59% |
False |
False |
5,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,393 |
|
2.618 |
17,148 |
|
1.618 |
16,998 |
|
1.000 |
16,905 |
|
0.618 |
16,848 |
|
HIGH |
16,755 |
|
0.618 |
16,698 |
|
0.500 |
16,680 |
|
0.382 |
16,662 |
|
LOW |
16,605 |
|
0.618 |
16,512 |
|
1.000 |
16,455 |
|
1.618 |
16,362 |
|
2.618 |
16,212 |
|
4.250 |
15,968 |
|
|
| Fisher Pivots for day following 22-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,680 |
16,758 |
| PP |
16,673 |
16,725 |
| S1 |
16,667 |
16,693 |
|