| Trading Metrics calculated at close of trading on 26-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2016 |
26-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
10,117.5 |
10,210.5 |
93.0 |
0.9% |
10,085.0 |
| High |
10,257.0 |
10,271.0 |
14.0 |
0.1% |
10,189.0 |
| Low |
10,107.0 |
10,138.5 |
31.5 |
0.3% |
9,910.5 |
| Close |
10,177.5 |
10,246.5 |
69.0 |
0.7% |
10,136.5 |
| Range |
150.0 |
132.5 |
-17.5 |
-11.7% |
278.5 |
| ATR |
192.6 |
188.3 |
-4.3 |
-2.2% |
0.0 |
| Volume |
74,320 |
73,434 |
-886 |
-1.2% |
382,395 |
|
| Daily Pivots for day following 26-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,616.2 |
10,563.8 |
10,319.4 |
|
| R3 |
10,483.7 |
10,431.3 |
10,282.9 |
|
| R2 |
10,351.2 |
10,351.2 |
10,270.8 |
|
| R1 |
10,298.8 |
10,298.8 |
10,258.6 |
10,325.0 |
| PP |
10,218.7 |
10,218.7 |
10,218.7 |
10,231.8 |
| S1 |
10,166.3 |
10,166.3 |
10,234.4 |
10,192.5 |
| S2 |
10,086.2 |
10,086.2 |
10,222.2 |
|
| S3 |
9,953.7 |
10,033.8 |
10,210.1 |
|
| S4 |
9,821.2 |
9,901.3 |
10,173.6 |
|
|
| 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 |
10,271.0 |
9,978.5 |
292.5 |
2.9% |
133.6 |
1.3% |
92% |
True |
False |
75,203 |
| 10 |
10,271.0 |
9,887.5 |
383.5 |
3.7% |
135.1 |
1.3% |
94% |
True |
False |
76,374 |
| 20 |
10,271.0 |
9,290.0 |
981.0 |
9.6% |
167.6 |
1.6% |
98% |
True |
False |
82,123 |
| 40 |
10,357.0 |
9,152.5 |
1,204.5 |
11.8% |
177.5 |
1.7% |
91% |
False |
False |
71,465 |
| 60 |
10,357.0 |
9,152.5 |
1,204.5 |
11.8% |
164.9 |
1.6% |
91% |
False |
False |
47,694 |
| 80 |
10,508.0 |
9,152.5 |
1,355.5 |
13.2% |
162.9 |
1.6% |
81% |
False |
False |
35,818 |
| 100 |
10,508.0 |
9,152.5 |
1,355.5 |
13.2% |
153.6 |
1.5% |
81% |
False |
False |
28,679 |
| 120 |
10,508.0 |
8,732.0 |
1,776.0 |
17.3% |
151.8 |
1.5% |
85% |
False |
False |
23,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,834.1 |
|
2.618 |
10,617.9 |
|
1.618 |
10,485.4 |
|
1.000 |
10,403.5 |
|
0.618 |
10,352.9 |
|
HIGH |
10,271.0 |
|
0.618 |
10,220.4 |
|
0.500 |
10,204.8 |
|
0.382 |
10,189.1 |
|
LOW |
10,138.5 |
|
0.618 |
10,056.6 |
|
1.000 |
10,006.0 |
|
1.618 |
9,924.1 |
|
2.618 |
9,791.6 |
|
4.250 |
9,575.4 |
|
|
| Fisher Pivots for day following 26-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,232.6 |
10,219.4 |
| PP |
10,218.7 |
10,192.3 |
| S1 |
10,204.8 |
10,165.3 |
|