| Trading Metrics calculated at close of trading on 25-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2016 |
25-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
10,107.0 |
10,117.5 |
10.5 |
0.1% |
10,085.0 |
| High |
10,174.0 |
10,257.0 |
83.0 |
0.8% |
10,189.0 |
| Low |
10,059.5 |
10,107.0 |
47.5 |
0.5% |
9,910.5 |
| Close |
10,136.5 |
10,177.5 |
41.0 |
0.4% |
10,136.5 |
| Range |
114.5 |
150.0 |
35.5 |
31.0% |
278.5 |
| ATR |
195.9 |
192.6 |
-3.3 |
-1.7% |
0.0 |
| Volume |
75,143 |
74,320 |
-823 |
-1.1% |
382,395 |
|
| Daily Pivots for day following 25-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,630.5 |
10,554.0 |
10,260.0 |
|
| R3 |
10,480.5 |
10,404.0 |
10,218.8 |
|
| R2 |
10,330.5 |
10,330.5 |
10,205.0 |
|
| R1 |
10,254.0 |
10,254.0 |
10,191.3 |
10,292.3 |
| PP |
10,180.5 |
10,180.5 |
10,180.5 |
10,199.6 |
| S1 |
10,104.0 |
10,104.0 |
10,163.8 |
10,142.3 |
| S2 |
10,030.5 |
10,030.5 |
10,150.0 |
|
| S3 |
9,880.5 |
9,954.0 |
10,136.3 |
|
| S4 |
9,730.5 |
9,804.0 |
10,095.0 |
|
|
| 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 |
10,257.0 |
9,910.5 |
346.5 |
3.4% |
133.7 |
1.3% |
77% |
True |
False |
75,340 |
| 10 |
10,257.0 |
9,786.0 |
471.0 |
4.6% |
143.7 |
1.4% |
83% |
True |
False |
75,674 |
| 20 |
10,257.0 |
9,201.5 |
1,055.5 |
10.4% |
179.9 |
1.8% |
92% |
True |
False |
83,879 |
| 40 |
10,357.0 |
9,152.5 |
1,204.5 |
11.8% |
175.3 |
1.7% |
85% |
False |
False |
69,632 |
| 60 |
10,357.0 |
9,152.5 |
1,204.5 |
11.8% |
166.4 |
1.6% |
85% |
False |
False |
46,472 |
| 80 |
10,508.0 |
9,152.5 |
1,355.5 |
13.3% |
163.1 |
1.6% |
76% |
False |
False |
34,902 |
| 100 |
10,508.0 |
9,152.5 |
1,355.5 |
13.3% |
152.4 |
1.5% |
76% |
False |
False |
27,945 |
| 120 |
10,508.0 |
8,732.0 |
1,776.0 |
17.5% |
151.8 |
1.5% |
81% |
False |
False |
23,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,894.5 |
|
2.618 |
10,649.7 |
|
1.618 |
10,499.7 |
|
1.000 |
10,407.0 |
|
0.618 |
10,349.7 |
|
HIGH |
10,257.0 |
|
0.618 |
10,199.7 |
|
0.500 |
10,182.0 |
|
0.382 |
10,164.3 |
|
LOW |
10,107.0 |
|
0.618 |
10,014.3 |
|
1.000 |
9,957.0 |
|
1.618 |
9,864.3 |
|
2.618 |
9,714.3 |
|
4.250 |
9,469.5 |
|
|
| Fisher Pivots for day following 25-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,182.0 |
10,171.1 |
| PP |
10,180.5 |
10,164.7 |
| S1 |
10,179.0 |
10,158.3 |
|