| Trading Metrics calculated at close of trading on 25-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2016 |
25-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
16,685 |
16,675 |
-10 |
-0.1% |
16,605 |
| High |
16,755 |
16,815 |
60 |
0.4% |
16,990 |
| Low |
16,605 |
16,575 |
-30 |
-0.2% |
16,525 |
| Close |
16,660 |
16,615 |
-45 |
-0.3% |
16,660 |
| Range |
150 |
240 |
90 |
60.0% |
465 |
| ATR |
382 |
372 |
-10 |
-2.7% |
0 |
| Volume |
9,908 |
9,325 |
-583 |
-5.9% |
68,510 |
|
| Daily Pivots for day following 25-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,388 |
17,242 |
16,747 |
|
| R3 |
17,148 |
17,002 |
16,681 |
|
| R2 |
16,908 |
16,908 |
16,659 |
|
| R1 |
16,762 |
16,762 |
16,637 |
16,715 |
| PP |
16,668 |
16,668 |
16,668 |
16,645 |
| S1 |
16,522 |
16,522 |
16,593 |
16,475 |
| S2 |
16,428 |
16,428 |
16,571 |
|
| S3 |
16,188 |
16,282 |
16,549 |
|
| S4 |
15,948 |
16,042 |
16,483 |
|
|
| 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% |
285 |
1.7% |
19% |
False |
False |
14,327 |
| 10 |
16,990 |
16,080 |
910 |
5.5% |
320 |
1.9% |
59% |
False |
False |
16,567 |
| 20 |
16,990 |
15,060 |
1,930 |
11.6% |
364 |
2.2% |
81% |
False |
False |
17,643 |
| 40 |
17,300 |
14,990 |
2,310 |
13.9% |
405 |
2.4% |
70% |
False |
False |
15,650 |
| 60 |
17,300 |
14,990 |
2,310 |
13.9% |
345 |
2.1% |
70% |
False |
False |
10,446 |
| 80 |
17,830 |
14,990 |
2,840 |
17.1% |
305 |
1.8% |
57% |
False |
False |
7,835 |
| 100 |
17,830 |
14,990 |
2,840 |
17.1% |
249 |
1.5% |
57% |
False |
False |
6,268 |
| 120 |
17,830 |
14,990 |
2,840 |
17.1% |
207 |
1.2% |
57% |
False |
False |
5,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,835 |
|
2.618 |
17,443 |
|
1.618 |
17,203 |
|
1.000 |
17,055 |
|
0.618 |
16,963 |
|
HIGH |
16,815 |
|
0.618 |
16,723 |
|
0.500 |
16,695 |
|
0.382 |
16,667 |
|
LOW |
16,575 |
|
0.618 |
16,427 |
|
1.000 |
16,335 |
|
1.618 |
16,187 |
|
2.618 |
15,947 |
|
4.250 |
15,555 |
|
|
| Fisher Pivots for day following 25-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,695 |
16,758 |
| PP |
16,668 |
16,710 |
| S1 |
16,642 |
16,663 |
|