| Trading Metrics calculated at close of trading on 29-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2016 |
29-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
10,305.5 |
10,340.0 |
34.5 |
0.3% |
10,117.5 |
| High |
10,381.0 |
10,354.0 |
-27.0 |
-0.3% |
10,381.0 |
| Low |
10,259.0 |
10,279.0 |
20.0 |
0.2% |
10,107.0 |
| Close |
10,295.5 |
10,326.0 |
30.5 |
0.3% |
10,326.0 |
| Range |
122.0 |
75.0 |
-47.0 |
-38.5% |
274.0 |
| ATR |
177.7 |
170.4 |
-7.3 |
-4.1% |
0.0 |
| Volume |
72,925 |
79,025 |
6,100 |
8.4% |
387,760 |
|
| Daily Pivots for day following 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,544.7 |
10,510.3 |
10,367.3 |
|
| R3 |
10,469.7 |
10,435.3 |
10,346.6 |
|
| R2 |
10,394.7 |
10,394.7 |
10,339.8 |
|
| R1 |
10,360.3 |
10,360.3 |
10,332.9 |
10,340.0 |
| PP |
10,319.7 |
10,319.7 |
10,319.7 |
10,309.5 |
| S1 |
10,285.3 |
10,285.3 |
10,319.1 |
10,265.0 |
| S2 |
10,244.7 |
10,244.7 |
10,312.3 |
|
| S3 |
10,169.7 |
10,210.3 |
10,305.4 |
|
| S4 |
10,094.7 |
10,135.3 |
10,284.8 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,093.3 |
10,983.7 |
10,476.7 |
|
| R3 |
10,819.3 |
10,709.7 |
10,401.4 |
|
| R2 |
10,545.3 |
10,545.3 |
10,376.2 |
|
| R1 |
10,435.7 |
10,435.7 |
10,351.1 |
10,490.5 |
| PP |
10,271.3 |
10,271.3 |
10,271.3 |
10,298.8 |
| S1 |
10,161.7 |
10,161.7 |
10,300.9 |
10,216.5 |
| S2 |
9,997.3 |
9,997.3 |
10,275.8 |
|
| S3 |
9,723.3 |
9,887.7 |
10,250.7 |
|
| S4 |
9,449.3 |
9,613.7 |
10,175.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,381.0 |
10,107.0 |
274.0 |
2.7% |
110.2 |
1.1% |
80% |
False |
False |
77,552 |
| 10 |
10,381.0 |
9,910.5 |
470.5 |
4.6% |
122.4 |
1.2% |
88% |
False |
False |
77,015 |
| 20 |
10,381.0 |
9,290.0 |
1,091.0 |
10.6% |
152.5 |
1.5% |
95% |
False |
False |
79,364 |
| 40 |
10,381.0 |
9,152.5 |
1,228.5 |
11.9% |
175.9 |
1.7% |
96% |
False |
False |
77,440 |
| 60 |
10,381.0 |
9,152.5 |
1,228.5 |
11.9% |
163.3 |
1.6% |
96% |
False |
False |
51,690 |
| 80 |
10,508.0 |
9,152.5 |
1,355.5 |
13.1% |
160.7 |
1.6% |
87% |
False |
False |
38,814 |
| 100 |
10,508.0 |
9,152.5 |
1,355.5 |
13.1% |
155.7 |
1.5% |
87% |
False |
False |
31,078 |
| 120 |
10,508.0 |
8,732.0 |
1,776.0 |
17.2% |
148.1 |
1.4% |
90% |
False |
False |
25,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,672.8 |
|
2.618 |
10,550.4 |
|
1.618 |
10,475.4 |
|
1.000 |
10,429.0 |
|
0.618 |
10,400.4 |
|
HIGH |
10,354.0 |
|
0.618 |
10,325.4 |
|
0.500 |
10,316.5 |
|
0.382 |
10,307.7 |
|
LOW |
10,279.0 |
|
0.618 |
10,232.7 |
|
1.000 |
10,204.0 |
|
1.618 |
10,157.7 |
|
2.618 |
10,082.7 |
|
4.250 |
9,960.3 |
|
|
| Fisher Pivots for day following 29-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,322.8 |
10,324.0 |
| PP |
10,319.7 |
10,322.0 |
| S1 |
10,316.5 |
10,320.0 |
|