| Trading Metrics calculated at close of trading on 22-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2016 |
22-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
16,935 |
16,590 |
-345 |
-2.0% |
16,620 |
| High |
16,935 |
16,675 |
-260 |
-1.5% |
16,935 |
| Low |
16,495 |
16,590 |
95 |
0.6% |
16,495 |
| Close |
16,555 |
16,590 |
35 |
0.2% |
16,590 |
| Range |
440 |
85 |
-355 |
-80.7% |
440 |
| ATR |
315 |
301 |
-14 |
-4.4% |
0 |
| Volume |
28 |
0 |
-28 |
-100.0% |
92 |
|
| Daily Pivots for day following 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,873 |
16,817 |
16,637 |
|
| R3 |
16,788 |
16,732 |
16,614 |
|
| R2 |
16,703 |
16,703 |
16,606 |
|
| R1 |
16,647 |
16,647 |
16,598 |
16,633 |
| PP |
16,618 |
16,618 |
16,618 |
16,611 |
| S1 |
16,562 |
16,562 |
16,582 |
16,548 |
| S2 |
16,533 |
16,533 |
16,575 |
|
| S3 |
16,448 |
16,477 |
16,567 |
|
| S4 |
16,363 |
16,392 |
16,543 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,993 |
17,732 |
16,832 |
|
| R3 |
17,553 |
17,292 |
16,711 |
|
| R2 |
17,113 |
17,113 |
16,671 |
|
| R1 |
16,852 |
16,852 |
16,630 |
16,763 |
| PP |
16,673 |
16,673 |
16,673 |
16,629 |
| S1 |
16,412 |
16,412 |
16,550 |
16,323 |
| S2 |
16,233 |
16,233 |
16,509 |
|
| S3 |
15,793 |
15,972 |
16,469 |
|
| S4 |
15,353 |
15,532 |
16,348 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,935 |
16,495 |
440 |
2.7% |
216 |
1.3% |
22% |
False |
False |
18 |
| 10 |
16,935 |
15,420 |
1,515 |
9.1% |
302 |
1.8% |
77% |
False |
False |
19 |
| 20 |
16,935 |
15,060 |
1,875 |
11.3% |
301 |
1.8% |
82% |
False |
False |
22 |
| 40 |
17,050 |
15,060 |
1,990 |
12.0% |
199 |
1.2% |
77% |
False |
False |
15 |
| 60 |
17,050 |
15,060 |
1,990 |
12.0% |
133 |
0.8% |
77% |
False |
False |
10 |
| 80 |
17,740 |
15,060 |
2,680 |
16.2% |
100 |
0.6% |
57% |
False |
False |
7 |
| 100 |
17,740 |
15,060 |
2,680 |
16.2% |
80 |
0.5% |
57% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,036 |
|
2.618 |
16,898 |
|
1.618 |
16,813 |
|
1.000 |
16,760 |
|
0.618 |
16,728 |
|
HIGH |
16,675 |
|
0.618 |
16,643 |
|
0.500 |
16,633 |
|
0.382 |
16,623 |
|
LOW |
16,590 |
|
0.618 |
16,538 |
|
1.000 |
16,505 |
|
1.618 |
16,453 |
|
2.618 |
16,368 |
|
4.250 |
16,229 |
|
|
| Fisher Pivots for day following 22-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,633 |
16,715 |
| PP |
16,618 |
16,673 |
| S1 |
16,604 |
16,632 |
|