| Trading Metrics calculated at close of trading on 22-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2016 |
22-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
10,130.0 |
10,107.0 |
-23.0 |
-0.2% |
10,085.0 |
| High |
10,189.0 |
10,174.0 |
-15.0 |
-0.1% |
10,189.0 |
| Low |
10,078.5 |
10,059.5 |
-19.0 |
-0.2% |
9,910.5 |
| Close |
10,163.5 |
10,136.5 |
-27.0 |
-0.3% |
10,136.5 |
| Range |
110.5 |
114.5 |
4.0 |
3.6% |
278.5 |
| ATR |
202.2 |
195.9 |
-6.3 |
-3.1% |
0.0 |
| Volume |
71,486 |
75,143 |
3,657 |
5.1% |
382,395 |
|
| Daily Pivots for day following 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,466.8 |
10,416.2 |
10,199.5 |
|
| R3 |
10,352.3 |
10,301.7 |
10,168.0 |
|
| R2 |
10,237.8 |
10,237.8 |
10,157.5 |
|
| R1 |
10,187.2 |
10,187.2 |
10,147.0 |
10,212.5 |
| PP |
10,123.3 |
10,123.3 |
10,123.3 |
10,136.0 |
| S1 |
10,072.7 |
10,072.7 |
10,126.0 |
10,098.0 |
| S2 |
10,008.8 |
10,008.8 |
10,115.5 |
|
| S3 |
9,894.3 |
9,958.2 |
10,105.0 |
|
| S4 |
9,779.8 |
9,843.7 |
10,073.5 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,914.2 |
10,803.8 |
10,289.7 |
|
| R3 |
10,635.7 |
10,525.3 |
10,213.1 |
|
| R2 |
10,357.2 |
10,357.2 |
10,187.6 |
|
| R1 |
10,246.8 |
10,246.8 |
10,162.0 |
10,302.0 |
| PP |
10,078.7 |
10,078.7 |
10,078.7 |
10,106.3 |
| S1 |
9,968.3 |
9,968.3 |
10,111.0 |
10,023.5 |
| S2 |
9,800.2 |
9,800.2 |
10,085.4 |
|
| S3 |
9,521.7 |
9,689.8 |
10,059.9 |
|
| S4 |
9,243.2 |
9,411.3 |
9,983.3 |
|
|
| 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% |
134.5 |
1.3% |
81% |
False |
False |
76,479 |
| 10 |
10,189.0 |
9,675.5 |
513.5 |
5.1% |
144.6 |
1.4% |
90% |
False |
False |
76,912 |
| 20 |
10,189.0 |
9,152.5 |
1,036.5 |
10.2% |
200.2 |
2.0% |
95% |
False |
False |
87,695 |
| 40 |
10,357.0 |
9,152.5 |
1,204.5 |
11.9% |
174.1 |
1.7% |
82% |
False |
False |
67,776 |
| 60 |
10,357.0 |
9,152.5 |
1,204.5 |
11.9% |
167.2 |
1.6% |
82% |
False |
False |
45,237 |
| 80 |
10,508.0 |
9,152.5 |
1,355.5 |
13.4% |
162.3 |
1.6% |
73% |
False |
False |
33,974 |
| 100 |
10,508.0 |
9,152.5 |
1,355.5 |
13.4% |
152.5 |
1.5% |
73% |
False |
False |
27,202 |
| 120 |
10,508.0 |
8,732.0 |
1,776.0 |
17.5% |
152.4 |
1.5% |
79% |
False |
False |
22,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,660.6 |
|
2.618 |
10,473.8 |
|
1.618 |
10,359.3 |
|
1.000 |
10,288.5 |
|
0.618 |
10,244.8 |
|
HIGH |
10,174.0 |
|
0.618 |
10,130.3 |
|
0.500 |
10,116.8 |
|
0.382 |
10,103.2 |
|
LOW |
10,059.5 |
|
0.618 |
9,988.7 |
|
1.000 |
9,945.0 |
|
1.618 |
9,874.2 |
|
2.618 |
9,759.7 |
|
4.250 |
9,572.9 |
|
|
| Fisher Pivots for day following 22-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,129.9 |
10,118.9 |
| PP |
10,123.3 |
10,101.3 |
| S1 |
10,116.8 |
10,083.8 |
|