| Trading Metrics calculated at close of trading on 27-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2016 |
27-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
16,620 |
16,525 |
-95 |
-0.6% |
16,605 |
| High |
16,640 |
16,895 |
255 |
1.5% |
16,990 |
| Low |
16,290 |
16,495 |
205 |
1.3% |
16,525 |
| Close |
16,455 |
16,645 |
190 |
1.2% |
16,660 |
| Range |
350 |
400 |
50 |
14.3% |
465 |
| ATR |
370 |
375 |
5 |
1.3% |
0 |
| Volume |
16,159 |
19,827 |
3,668 |
22.7% |
68,510 |
|
| Daily Pivots for day following 27-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,878 |
17,662 |
16,865 |
|
| R3 |
17,478 |
17,262 |
16,755 |
|
| R2 |
17,078 |
17,078 |
16,718 |
|
| R1 |
16,862 |
16,862 |
16,682 |
16,970 |
| PP |
16,678 |
16,678 |
16,678 |
16,733 |
| S1 |
16,462 |
16,462 |
16,608 |
16,570 |
| S2 |
16,278 |
16,278 |
16,572 |
|
| S3 |
15,878 |
16,062 |
16,535 |
|
| S4 |
15,478 |
15,662 |
16,425 |
|
|
| 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 |
4.2% |
321 |
1.9% |
51% |
False |
False |
15,933 |
| 10 |
16,990 |
16,290 |
700 |
4.2% |
305 |
1.8% |
51% |
False |
False |
15,118 |
| 20 |
16,990 |
15,160 |
1,830 |
11.0% |
352 |
2.1% |
81% |
False |
False |
17,095 |
| 40 |
17,185 |
14,990 |
2,195 |
13.2% |
412 |
2.5% |
75% |
False |
False |
16,534 |
| 60 |
17,300 |
14,990 |
2,310 |
13.9% |
354 |
2.1% |
72% |
False |
False |
11,045 |
| 80 |
17,830 |
14,990 |
2,840 |
17.1% |
313 |
1.9% |
58% |
False |
False |
8,285 |
| 100 |
17,830 |
14,990 |
2,840 |
17.1% |
256 |
1.5% |
58% |
False |
False |
6,628 |
| 120 |
17,830 |
14,990 |
2,840 |
17.1% |
214 |
1.3% |
58% |
False |
False |
5,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,595 |
|
2.618 |
17,942 |
|
1.618 |
17,542 |
|
1.000 |
17,295 |
|
0.618 |
17,142 |
|
HIGH |
16,895 |
|
0.618 |
16,742 |
|
0.500 |
16,695 |
|
0.382 |
16,648 |
|
LOW |
16,495 |
|
0.618 |
16,248 |
|
1.000 |
16,095 |
|
1.618 |
15,848 |
|
2.618 |
15,448 |
|
4.250 |
14,795 |
|
|
| Fisher Pivots for day following 27-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,695 |
16,628 |
| PP |
16,678 |
16,610 |
| S1 |
16,662 |
16,593 |
|