| Trading Metrics calculated at close of trading on 21-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2016 |
21-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
9,992.0 |
10,130.0 |
138.0 |
1.4% |
9,712.0 |
| High |
10,139.0 |
10,189.0 |
50.0 |
0.5% |
10,101.5 |
| Low |
9,978.5 |
10,078.5 |
100.0 |
1.0% |
9,675.5 |
| Close |
10,135.0 |
10,163.5 |
28.5 |
0.3% |
10,049.5 |
| Range |
160.5 |
110.5 |
-50.0 |
-31.2% |
426.0 |
| ATR |
209.2 |
202.2 |
-7.1 |
-3.4% |
0.0 |
| Volume |
81,634 |
71,486 |
-10,148 |
-12.4% |
386,725 |
|
| Daily Pivots for day following 21-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,475.2 |
10,429.8 |
10,224.3 |
|
| R3 |
10,364.7 |
10,319.3 |
10,193.9 |
|
| R2 |
10,254.2 |
10,254.2 |
10,183.8 |
|
| R1 |
10,208.8 |
10,208.8 |
10,173.6 |
10,231.5 |
| PP |
10,143.7 |
10,143.7 |
10,143.7 |
10,155.0 |
| S1 |
10,098.3 |
10,098.3 |
10,153.4 |
10,121.0 |
| S2 |
10,033.2 |
10,033.2 |
10,143.2 |
|
| S3 |
9,922.7 |
9,987.8 |
10,133.1 |
|
| S4 |
9,812.2 |
9,877.3 |
10,102.7 |
|
|
| 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 |
10,189.0 |
9,910.5 |
278.5 |
2.7% |
137.2 |
1.3% |
91% |
True |
False |
76,086 |
| 10 |
10,189.0 |
9,356.5 |
832.5 |
8.2% |
161.9 |
1.6% |
97% |
True |
False |
78,771 |
| 20 |
10,340.0 |
9,152.5 |
1,187.5 |
11.7% |
207.0 |
2.0% |
85% |
False |
False |
93,992 |
| 40 |
10,357.0 |
9,152.5 |
1,204.5 |
11.9% |
173.5 |
1.7% |
84% |
False |
False |
65,899 |
| 60 |
10,368.0 |
9,152.5 |
1,215.5 |
12.0% |
167.1 |
1.6% |
83% |
False |
False |
43,994 |
| 80 |
10,508.0 |
9,152.5 |
1,355.5 |
13.3% |
162.8 |
1.6% |
75% |
False |
False |
33,037 |
| 100 |
10,508.0 |
9,152.5 |
1,355.5 |
13.3% |
152.6 |
1.5% |
75% |
False |
False |
26,451 |
| 120 |
10,508.0 |
8,732.0 |
1,776.0 |
17.5% |
152.6 |
1.5% |
81% |
False |
False |
22,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,658.6 |
|
2.618 |
10,478.3 |
|
1.618 |
10,367.8 |
|
1.000 |
10,299.5 |
|
0.618 |
10,257.3 |
|
HIGH |
10,189.0 |
|
0.618 |
10,146.8 |
|
0.500 |
10,133.8 |
|
0.382 |
10,120.7 |
|
LOW |
10,078.5 |
|
0.618 |
10,010.2 |
|
1.000 |
9,968.0 |
|
1.618 |
9,899.7 |
|
2.618 |
9,789.2 |
|
4.250 |
9,608.9 |
|
|
| Fisher Pivots for day following 21-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,153.6 |
10,125.6 |
| PP |
10,143.7 |
10,087.7 |
| S1 |
10,133.8 |
10,049.8 |
|