| Trading Metrics calculated at close of trading on 18-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2016 |
18-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
10,025.0 |
10,085.0 |
60.0 |
0.6% |
9,712.0 |
| High |
10,092.0 |
10,154.5 |
62.5 |
0.6% |
10,101.5 |
| Low |
9,964.0 |
10,000.5 |
36.5 |
0.4% |
9,675.5 |
| Close |
10,049.5 |
10,068.5 |
19.0 |
0.2% |
10,049.5 |
| Range |
128.0 |
154.0 |
26.0 |
20.3% |
426.0 |
| ATR |
221.6 |
216.8 |
-4.8 |
-2.2% |
0.0 |
| Volume |
73,182 |
80,014 |
6,832 |
9.3% |
386,725 |
|
| Daily Pivots for day following 18-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,536.5 |
10,456.5 |
10,153.2 |
|
| R3 |
10,382.5 |
10,302.5 |
10,110.9 |
|
| R2 |
10,228.5 |
10,228.5 |
10,096.7 |
|
| R1 |
10,148.5 |
10,148.5 |
10,082.6 |
10,111.5 |
| PP |
10,074.5 |
10,074.5 |
10,074.5 |
10,056.0 |
| S1 |
9,994.5 |
9,994.5 |
10,054.4 |
9,957.5 |
| S2 |
9,920.5 |
9,920.5 |
10,040.3 |
|
| S3 |
9,766.5 |
9,840.5 |
10,026.2 |
|
| S4 |
9,612.5 |
9,686.5 |
9,983.8 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,220.2 |
11,060.8 |
10,283.8 |
|
| R3 |
10,794.2 |
10,634.8 |
10,166.7 |
|
| R2 |
10,368.2 |
10,368.2 |
10,127.6 |
|
| R1 |
10,208.8 |
10,208.8 |
10,088.6 |
10,288.5 |
| PP |
9,942.2 |
9,942.2 |
9,942.2 |
9,982.0 |
| S1 |
9,782.8 |
9,782.8 |
10,010.5 |
9,862.5 |
| S2 |
9,516.2 |
9,516.2 |
9,971.4 |
|
| S3 |
9,090.2 |
9,356.8 |
9,932.4 |
|
| S4 |
8,664.2 |
8,930.8 |
9,815.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,154.5 |
9,786.0 |
368.5 |
3.7% |
153.7 |
1.5% |
77% |
True |
False |
76,008 |
| 10 |
10,154.5 |
9,290.0 |
864.5 |
8.6% |
183.2 |
1.8% |
90% |
True |
False |
85,523 |
| 20 |
10,340.0 |
9,152.5 |
1,187.5 |
11.8% |
209.3 |
2.1% |
77% |
False |
False |
97,562 |
| 40 |
10,357.0 |
9,152.5 |
1,204.5 |
12.0% |
177.0 |
1.8% |
76% |
False |
False |
60,235 |
| 60 |
10,447.5 |
9,152.5 |
1,295.0 |
12.9% |
167.5 |
1.7% |
71% |
False |
False |
40,212 |
| 80 |
10,508.0 |
9,152.5 |
1,355.5 |
13.5% |
162.4 |
1.6% |
68% |
False |
False |
30,205 |
| 100 |
10,508.0 |
9,152.5 |
1,355.5 |
13.5% |
154.0 |
1.5% |
68% |
False |
False |
24,179 |
| 120 |
10,508.0 |
8,732.0 |
1,776.0 |
17.6% |
152.0 |
1.5% |
75% |
False |
False |
20,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,809.0 |
|
2.618 |
10,557.7 |
|
1.618 |
10,403.7 |
|
1.000 |
10,308.5 |
|
0.618 |
10,249.7 |
|
HIGH |
10,154.5 |
|
0.618 |
10,095.7 |
|
0.500 |
10,077.5 |
|
0.382 |
10,059.3 |
|
LOW |
10,000.5 |
|
0.618 |
9,905.3 |
|
1.000 |
9,846.5 |
|
1.618 |
9,751.3 |
|
2.618 |
9,597.3 |
|
4.250 |
9,346.0 |
|
|
| Fisher Pivots for day following 18-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,077.5 |
10,061.3 |
| PP |
10,074.5 |
10,054.0 |
| S1 |
10,071.5 |
10,046.8 |
|