| Trading Metrics calculated at close of trading on 29-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2016 |
29-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
16,695 |
16,635 |
-60 |
-0.4% |
16,675 |
| High |
16,715 |
16,795 |
80 |
0.5% |
16,895 |
| Low |
16,435 |
16,075 |
-360 |
-2.2% |
16,075 |
| Close |
16,635 |
16,360 |
-275 |
-1.7% |
16,360 |
| Range |
280 |
720 |
440 |
157.1% |
820 |
| ATR |
368 |
393 |
25 |
6.8% |
0 |
| Volume |
14,352 |
28,578 |
14,226 |
99.1% |
88,241 |
|
| Daily Pivots for day following 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,570 |
18,185 |
16,756 |
|
| R3 |
17,850 |
17,465 |
16,558 |
|
| R2 |
17,130 |
17,130 |
16,492 |
|
| R1 |
16,745 |
16,745 |
16,426 |
16,578 |
| PP |
16,410 |
16,410 |
16,410 |
16,326 |
| S1 |
16,025 |
16,025 |
16,294 |
15,858 |
| S2 |
15,690 |
15,690 |
16,228 |
|
| S3 |
14,970 |
15,305 |
16,162 |
|
| S4 |
14,250 |
14,585 |
15,964 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,903 |
18,452 |
16,811 |
|
| R3 |
18,083 |
17,632 |
16,586 |
|
| R2 |
17,263 |
17,263 |
16,510 |
|
| R1 |
16,812 |
16,812 |
16,435 |
16,628 |
| PP |
16,443 |
16,443 |
16,443 |
16,351 |
| S1 |
15,992 |
15,992 |
16,285 |
15,808 |
| S2 |
15,623 |
15,623 |
16,210 |
|
| S3 |
14,803 |
15,172 |
16,135 |
|
| S4 |
13,983 |
14,352 |
15,909 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,895 |
16,075 |
820 |
5.0% |
398 |
2.4% |
35% |
False |
True |
17,648 |
| 10 |
16,990 |
16,075 |
915 |
5.6% |
341 |
2.1% |
31% |
False |
True |
15,675 |
| 20 |
16,990 |
15,160 |
1,830 |
11.2% |
362 |
2.2% |
66% |
False |
False |
17,457 |
| 40 |
16,990 |
14,990 |
2,000 |
12.2% |
417 |
2.5% |
69% |
False |
False |
17,570 |
| 60 |
17,300 |
14,990 |
2,310 |
14.1% |
367 |
2.2% |
59% |
False |
False |
11,761 |
| 80 |
17,830 |
14,990 |
2,840 |
17.4% |
325 |
2.0% |
48% |
False |
False |
8,821 |
| 100 |
17,830 |
14,990 |
2,840 |
17.4% |
266 |
1.6% |
48% |
False |
False |
7,057 |
| 120 |
17,830 |
14,990 |
2,840 |
17.4% |
222 |
1.4% |
48% |
False |
False |
5,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,855 |
|
2.618 |
18,680 |
|
1.618 |
17,960 |
|
1.000 |
17,515 |
|
0.618 |
17,240 |
|
HIGH |
16,795 |
|
0.618 |
16,520 |
|
0.500 |
16,435 |
|
0.382 |
16,350 |
|
LOW |
16,075 |
|
0.618 |
15,630 |
|
1.000 |
15,355 |
|
1.618 |
14,910 |
|
2.618 |
14,190 |
|
4.250 |
13,015 |
|
|
| Fisher Pivots for day following 29-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,435 |
16,485 |
| PP |
16,410 |
16,443 |
| S1 |
16,385 |
16,402 |
|