| Trading Metrics calculated at close of trading on 15-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2016 |
15-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
16,570 |
16,460 |
-110 |
-0.7% |
15,420 |
| High |
16,635 |
16,600 |
-35 |
-0.2% |
16,635 |
| Low |
16,270 |
16,445 |
175 |
1.1% |
15,420 |
| Close |
16,560 |
16,505 |
-55 |
-0.3% |
16,505 |
| Range |
365 |
155 |
-210 |
-57.5% |
1,215 |
| ATR |
345 |
332 |
-14 |
-3.9% |
0 |
| Volume |
2 |
2 |
0 |
0.0% |
99 |
|
| Daily Pivots for day following 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,982 |
16,898 |
16,590 |
|
| R3 |
16,827 |
16,743 |
16,548 |
|
| R2 |
16,672 |
16,672 |
16,534 |
|
| R1 |
16,588 |
16,588 |
16,519 |
16,630 |
| PP |
16,517 |
16,517 |
16,517 |
16,538 |
| S1 |
16,433 |
16,433 |
16,491 |
16,475 |
| S2 |
16,362 |
16,362 |
16,477 |
|
| S3 |
16,207 |
16,278 |
16,463 |
|
| S4 |
16,052 |
16,123 |
16,420 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,832 |
19,383 |
17,173 |
|
| R3 |
18,617 |
18,168 |
16,839 |
|
| R2 |
17,402 |
17,402 |
16,728 |
|
| R1 |
16,953 |
16,953 |
16,617 |
17,178 |
| PP |
16,187 |
16,187 |
16,187 |
16,299 |
| S1 |
15,738 |
15,738 |
16,394 |
15,963 |
| S2 |
14,972 |
14,972 |
16,282 |
|
| S3 |
13,757 |
14,523 |
16,171 |
|
| S4 |
12,542 |
13,308 |
15,837 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,635 |
15,420 |
1,215 |
7.4% |
387 |
2.3% |
89% |
False |
False |
19 |
| 10 |
16,635 |
15,200 |
1,435 |
8.7% |
309 |
1.9% |
91% |
False |
False |
23 |
| 20 |
16,635 |
15,060 |
1,575 |
9.5% |
296 |
1.8% |
92% |
False |
False |
21 |
| 40 |
17,050 |
15,060 |
1,990 |
12.1% |
172 |
1.0% |
73% |
False |
False |
13 |
| 60 |
17,740 |
15,060 |
2,680 |
16.2% |
115 |
0.7% |
54% |
False |
False |
9 |
| 80 |
17,740 |
15,060 |
2,680 |
16.2% |
86 |
0.5% |
54% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,259 |
|
2.618 |
17,006 |
|
1.618 |
16,851 |
|
1.000 |
16,755 |
|
0.618 |
16,696 |
|
HIGH |
16,600 |
|
0.618 |
16,541 |
|
0.500 |
16,523 |
|
0.382 |
16,504 |
|
LOW |
16,445 |
|
0.618 |
16,349 |
|
1.000 |
16,290 |
|
1.618 |
16,194 |
|
2.618 |
16,039 |
|
4.250 |
15,786 |
|
|
| Fisher Pivots for day following 15-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,523 |
16,483 |
| PP |
16,517 |
16,462 |
| S1 |
16,511 |
16,440 |
|