| Trading Metrics calculated at close of trading on 28-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2016 |
28-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
16,525 |
16,695 |
170 |
1.0% |
16,605 |
| High |
16,895 |
16,715 |
-180 |
-1.1% |
16,990 |
| Low |
16,495 |
16,435 |
-60 |
-0.4% |
16,525 |
| Close |
16,645 |
16,635 |
-10 |
-0.1% |
16,660 |
| Range |
400 |
280 |
-120 |
-30.0% |
465 |
| ATR |
375 |
368 |
-7 |
-1.8% |
0 |
| Volume |
19,827 |
14,352 |
-5,475 |
-27.6% |
68,510 |
|
| Daily Pivots for day following 28-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,435 |
17,315 |
16,789 |
|
| R3 |
17,155 |
17,035 |
16,712 |
|
| R2 |
16,875 |
16,875 |
16,686 |
|
| R1 |
16,755 |
16,755 |
16,661 |
16,675 |
| PP |
16,595 |
16,595 |
16,595 |
16,555 |
| S1 |
16,475 |
16,475 |
16,609 |
16,395 |
| S2 |
16,315 |
16,315 |
16,584 |
|
| S3 |
16,035 |
16,195 |
16,558 |
|
| S4 |
15,755 |
15,915 |
16,481 |
|
|
| 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 |
16,895 |
16,290 |
605 |
3.6% |
284 |
1.7% |
57% |
False |
False |
13,914 |
| 10 |
16,990 |
16,290 |
700 |
4.2% |
291 |
1.7% |
49% |
False |
False |
14,417 |
| 20 |
16,990 |
15,160 |
1,830 |
11.0% |
344 |
2.1% |
81% |
False |
False |
17,048 |
| 40 |
16,990 |
14,990 |
2,000 |
12.0% |
410 |
2.5% |
82% |
False |
False |
16,877 |
| 60 |
17,300 |
14,990 |
2,310 |
13.9% |
355 |
2.1% |
71% |
False |
False |
11,284 |
| 80 |
17,830 |
14,990 |
2,840 |
17.1% |
316 |
1.9% |
58% |
False |
False |
8,464 |
| 100 |
17,830 |
14,990 |
2,840 |
17.1% |
259 |
1.6% |
58% |
False |
False |
6,771 |
| 120 |
17,830 |
14,990 |
2,840 |
17.1% |
216 |
1.3% |
58% |
False |
False |
5,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,905 |
|
2.618 |
17,448 |
|
1.618 |
17,168 |
|
1.000 |
16,995 |
|
0.618 |
16,888 |
|
HIGH |
16,715 |
|
0.618 |
16,608 |
|
0.500 |
16,575 |
|
0.382 |
16,542 |
|
LOW |
16,435 |
|
0.618 |
16,262 |
|
1.000 |
16,155 |
|
1.618 |
15,982 |
|
2.618 |
15,702 |
|
4.250 |
15,245 |
|
|
| Fisher Pivots for day following 28-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,615 |
16,621 |
| PP |
16,595 |
16,607 |
| S1 |
16,575 |
16,593 |
|