| Trading Metrics calculated at close of trading on 21-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2016 |
21-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
16,730 |
16,935 |
205 |
1.2% |
15,420 |
| High |
16,875 |
16,935 |
60 |
0.4% |
16,635 |
| Low |
16,595 |
16,495 |
-100 |
-0.6% |
15,420 |
| Close |
16,875 |
16,555 |
-320 |
-1.9% |
16,505 |
| Range |
280 |
440 |
160 |
57.1% |
1,215 |
| ATR |
306 |
315 |
10 |
3.1% |
0 |
| Volume |
56 |
28 |
-28 |
-50.0% |
99 |
|
| Daily Pivots for day following 21-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,982 |
17,708 |
16,797 |
|
| R3 |
17,542 |
17,268 |
16,676 |
|
| R2 |
17,102 |
17,102 |
16,636 |
|
| R1 |
16,828 |
16,828 |
16,595 |
16,745 |
| PP |
16,662 |
16,662 |
16,662 |
16,620 |
| S1 |
16,388 |
16,388 |
16,515 |
16,305 |
| S2 |
16,222 |
16,222 |
16,474 |
|
| S3 |
15,782 |
15,948 |
16,434 |
|
| S4 |
15,342 |
15,508 |
16,313 |
|
|
| 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 |
16,935 |
16,445 |
490 |
3.0% |
230 |
1.4% |
22% |
True |
False |
18 |
| 10 |
16,935 |
15,200 |
1,735 |
10.5% |
313 |
1.9% |
78% |
True |
False |
19 |
| 20 |
16,935 |
15,060 |
1,875 |
11.3% |
318 |
1.9% |
80% |
True |
False |
22 |
| 40 |
17,050 |
15,060 |
1,990 |
12.0% |
197 |
1.2% |
75% |
False |
False |
15 |
| 60 |
17,520 |
15,060 |
2,460 |
14.9% |
131 |
0.8% |
61% |
False |
False |
10 |
| 80 |
17,740 |
15,060 |
2,680 |
16.2% |
99 |
0.6% |
56% |
False |
False |
7 |
| 100 |
17,740 |
15,060 |
2,680 |
16.2% |
79 |
0.5% |
56% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,805 |
|
2.618 |
18,087 |
|
1.618 |
17,647 |
|
1.000 |
17,375 |
|
0.618 |
17,207 |
|
HIGH |
16,935 |
|
0.618 |
16,767 |
|
0.500 |
16,715 |
|
0.382 |
16,663 |
|
LOW |
16,495 |
|
0.618 |
16,223 |
|
1.000 |
16,055 |
|
1.618 |
15,783 |
|
2.618 |
15,343 |
|
4.250 |
14,625 |
|
|
| Fisher Pivots for day following 21-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,715 |
16,715 |
| PP |
16,662 |
16,662 |
| S1 |
16,608 |
16,608 |
|