| Trading Metrics calculated at close of trading on 27-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2016 |
27-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
10,210.5 |
10,282.0 |
71.5 |
0.7% |
10,085.0 |
| High |
10,271.0 |
10,346.0 |
75.0 |
0.7% |
10,189.0 |
| Low |
10,138.5 |
10,274.5 |
136.0 |
1.3% |
9,910.5 |
| Close |
10,246.5 |
10,307.5 |
61.0 |
0.6% |
10,136.5 |
| Range |
132.5 |
71.5 |
-61.0 |
-46.0% |
278.5 |
| ATR |
188.3 |
182.0 |
-6.3 |
-3.4% |
0.0 |
| Volume |
73,434 |
88,056 |
14,622 |
19.9% |
382,395 |
|
| Daily Pivots for day following 27-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,523.8 |
10,487.2 |
10,346.8 |
|
| R3 |
10,452.3 |
10,415.7 |
10,327.2 |
|
| R2 |
10,380.8 |
10,380.8 |
10,320.6 |
|
| R1 |
10,344.2 |
10,344.2 |
10,314.1 |
10,362.5 |
| PP |
10,309.3 |
10,309.3 |
10,309.3 |
10,318.5 |
| S1 |
10,272.7 |
10,272.7 |
10,300.9 |
10,291.0 |
| S2 |
10,237.8 |
10,237.8 |
10,294.4 |
|
| S3 |
10,166.3 |
10,201.2 |
10,287.8 |
|
| S4 |
10,094.8 |
10,129.7 |
10,268.2 |
|
|
| 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 |
10,346.0 |
10,059.5 |
286.5 |
2.8% |
115.8 |
1.1% |
87% |
True |
False |
76,487 |
| 10 |
10,346.0 |
9,910.5 |
435.5 |
4.2% |
131.7 |
1.3% |
91% |
True |
False |
76,160 |
| 20 |
10,346.0 |
9,290.0 |
1,056.0 |
10.2% |
163.8 |
1.6% |
96% |
True |
False |
81,679 |
| 40 |
10,346.0 |
9,152.5 |
1,193.5 |
11.6% |
176.4 |
1.7% |
97% |
True |
False |
73,657 |
| 60 |
10,357.0 |
9,152.5 |
1,204.5 |
11.7% |
164.8 |
1.6% |
96% |
False |
False |
49,159 |
| 80 |
10,508.0 |
9,152.5 |
1,355.5 |
13.2% |
162.0 |
1.6% |
85% |
False |
False |
36,916 |
| 100 |
10,508.0 |
9,152.5 |
1,355.5 |
13.2% |
154.3 |
1.5% |
85% |
False |
False |
29,558 |
| 120 |
10,508.0 |
8,732.0 |
1,776.0 |
17.2% |
150.6 |
1.5% |
89% |
False |
False |
24,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,649.9 |
|
2.618 |
10,533.2 |
|
1.618 |
10,461.7 |
|
1.000 |
10,417.5 |
|
0.618 |
10,390.2 |
|
HIGH |
10,346.0 |
|
0.618 |
10,318.7 |
|
0.500 |
10,310.3 |
|
0.382 |
10,301.8 |
|
LOW |
10,274.5 |
|
0.618 |
10,230.3 |
|
1.000 |
10,203.0 |
|
1.618 |
10,158.8 |
|
2.618 |
10,087.3 |
|
4.250 |
9,970.6 |
|
|
| Fisher Pivots for day following 27-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,310.3 |
10,280.5 |
| PP |
10,309.3 |
10,253.5 |
| S1 |
10,308.4 |
10,226.5 |
|