| Trading Metrics calculated at close of trading on 26-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2016 |
26-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
16,675 |
16,620 |
-55 |
-0.3% |
16,605 |
| High |
16,815 |
16,640 |
-175 |
-1.0% |
16,990 |
| Low |
16,575 |
16,290 |
-285 |
-1.7% |
16,525 |
| Close |
16,615 |
16,455 |
-160 |
-1.0% |
16,660 |
| Range |
240 |
350 |
110 |
45.8% |
465 |
| ATR |
372 |
370 |
-2 |
-0.4% |
0 |
| Volume |
9,325 |
16,159 |
6,834 |
73.3% |
68,510 |
|
| Daily Pivots for day following 26-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,512 |
17,333 |
16,648 |
|
| R3 |
17,162 |
16,983 |
16,551 |
|
| R2 |
16,812 |
16,812 |
16,519 |
|
| R1 |
16,633 |
16,633 |
16,487 |
16,548 |
| PP |
16,462 |
16,462 |
16,462 |
16,419 |
| S1 |
16,283 |
16,283 |
16,423 |
16,198 |
| S2 |
16,112 |
16,112 |
16,391 |
|
| S3 |
15,762 |
15,933 |
16,359 |
|
| S4 |
15,412 |
15,583 |
16,263 |
|
|
| 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 |
16,290 |
700 |
4.3% |
310 |
1.9% |
24% |
False |
True |
14,852 |
| 10 |
16,990 |
16,265 |
725 |
4.4% |
299 |
1.8% |
26% |
False |
False |
15,550 |
| 20 |
16,990 |
15,060 |
1,930 |
11.7% |
361 |
2.2% |
72% |
False |
False |
17,251 |
| 40 |
17,300 |
14,990 |
2,310 |
14.0% |
410 |
2.5% |
63% |
False |
False |
16,049 |
| 60 |
17,300 |
14,990 |
2,310 |
14.0% |
348 |
2.1% |
63% |
False |
False |
10,715 |
| 80 |
17,830 |
14,990 |
2,840 |
17.3% |
308 |
1.9% |
52% |
False |
False |
8,037 |
| 100 |
17,830 |
14,990 |
2,840 |
17.3% |
252 |
1.5% |
52% |
False |
False |
6,429 |
| 120 |
17,830 |
14,990 |
2,840 |
17.3% |
210 |
1.3% |
52% |
False |
False |
5,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,128 |
|
2.618 |
17,556 |
|
1.618 |
17,206 |
|
1.000 |
16,990 |
|
0.618 |
16,856 |
|
HIGH |
16,640 |
|
0.618 |
16,506 |
|
0.500 |
16,465 |
|
0.382 |
16,424 |
|
LOW |
16,290 |
|
0.618 |
16,074 |
|
1.000 |
15,940 |
|
1.618 |
15,724 |
|
2.618 |
15,374 |
|
4.250 |
14,803 |
|
|
| Fisher Pivots for day following 26-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,465 |
16,553 |
| PP |
16,462 |
16,520 |
| S1 |
16,458 |
16,488 |
|