| Trading Metrics calculated at close of trading on 25-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2016 |
25-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
16,590 |
16,640 |
50 |
0.3% |
16,620 |
| High |
16,675 |
16,740 |
65 |
0.4% |
16,935 |
| Low |
16,590 |
16,545 |
-45 |
-0.3% |
16,495 |
| Close |
16,590 |
16,545 |
-45 |
-0.3% |
16,590 |
| Range |
85 |
195 |
110 |
129.4% |
440 |
| ATR |
301 |
294 |
-8 |
-2.5% |
0 |
| Volume |
0 |
7 |
7 |
|
92 |
|
| Daily Pivots for day following 25-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,195 |
17,065 |
16,652 |
|
| R3 |
17,000 |
16,870 |
16,599 |
|
| R2 |
16,805 |
16,805 |
16,581 |
|
| R1 |
16,675 |
16,675 |
16,563 |
16,643 |
| PP |
16,610 |
16,610 |
16,610 |
16,594 |
| S1 |
16,480 |
16,480 |
16,527 |
16,448 |
| S2 |
16,415 |
16,415 |
16,509 |
|
| S3 |
16,220 |
16,285 |
16,492 |
|
| S4 |
16,025 |
16,090 |
16,438 |
|
|
| 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% |
222 |
1.3% |
11% |
False |
False |
19 |
| 10 |
16,935 |
16,120 |
815 |
4.9% |
249 |
1.5% |
52% |
False |
False |
18 |
| 20 |
16,935 |
15,200 |
1,735 |
10.5% |
251 |
1.5% |
78% |
False |
False |
19 |
| 40 |
17,050 |
15,060 |
1,990 |
12.0% |
204 |
1.2% |
75% |
False |
False |
15 |
| 60 |
17,050 |
15,060 |
1,990 |
12.0% |
136 |
0.8% |
75% |
False |
False |
10 |
| 80 |
17,740 |
15,060 |
2,680 |
16.2% |
102 |
0.6% |
55% |
False |
False |
7 |
| 100 |
17,740 |
15,060 |
2,680 |
16.2% |
82 |
0.5% |
55% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,569 |
|
2.618 |
17,251 |
|
1.618 |
17,056 |
|
1.000 |
16,935 |
|
0.618 |
16,861 |
|
HIGH |
16,740 |
|
0.618 |
16,666 |
|
0.500 |
16,643 |
|
0.382 |
16,620 |
|
LOW |
16,545 |
|
0.618 |
16,425 |
|
1.000 |
16,350 |
|
1.618 |
16,230 |
|
2.618 |
16,035 |
|
4.250 |
15,716 |
|
|
| Fisher Pivots for day following 25-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,643 |
16,715 |
| PP |
16,610 |
16,658 |
| S1 |
16,578 |
16,602 |
|