| Trading Metrics calculated at close of trading on 27-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2016 |
27-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
16,480 |
16,720 |
240 |
1.5% |
16,620 |
| High |
16,485 |
16,810 |
325 |
2.0% |
16,935 |
| Low |
16,260 |
16,600 |
340 |
2.1% |
16,495 |
| Close |
16,385 |
16,600 |
215 |
1.3% |
16,590 |
| Range |
225 |
210 |
-15 |
-6.7% |
440 |
| ATR |
293 |
302 |
9 |
3.2% |
0 |
| Volume |
9 |
1 |
-8 |
-88.9% |
92 |
|
| Daily Pivots for day following 27-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,300 |
17,160 |
16,716 |
|
| R3 |
17,090 |
16,950 |
16,658 |
|
| R2 |
16,880 |
16,880 |
16,639 |
|
| R1 |
16,740 |
16,740 |
16,619 |
16,705 |
| PP |
16,670 |
16,670 |
16,670 |
16,653 |
| S1 |
16,530 |
16,530 |
16,581 |
16,495 |
| S2 |
16,460 |
16,460 |
16,562 |
|
| S3 |
16,250 |
16,320 |
16,542 |
|
| S4 |
16,040 |
16,110 |
16,485 |
|
|
| 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 |
16,260 |
675 |
4.1% |
231 |
1.4% |
50% |
False |
False |
9 |
| 10 |
16,935 |
16,260 |
675 |
4.1% |
223 |
1.3% |
50% |
False |
False |
11 |
| 20 |
16,935 |
15,200 |
1,735 |
10.5% |
269 |
1.6% |
81% |
False |
False |
17 |
| 40 |
16,935 |
15,060 |
1,875 |
11.3% |
215 |
1.3% |
82% |
False |
False |
16 |
| 60 |
17,050 |
15,060 |
1,990 |
12.0% |
143 |
0.9% |
77% |
False |
False |
10 |
| 80 |
17,740 |
15,060 |
2,680 |
16.1% |
107 |
0.6% |
57% |
False |
False |
8 |
| 100 |
17,740 |
15,060 |
2,680 |
16.1% |
86 |
0.5% |
57% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,703 |
|
2.618 |
17,360 |
|
1.618 |
17,150 |
|
1.000 |
17,020 |
|
0.618 |
16,940 |
|
HIGH |
16,810 |
|
0.618 |
16,730 |
|
0.500 |
16,705 |
|
0.382 |
16,680 |
|
LOW |
16,600 |
|
0.618 |
16,470 |
|
1.000 |
16,390 |
|
1.618 |
16,260 |
|
2.618 |
16,050 |
|
4.250 |
15,708 |
|
|
| Fisher Pivots for day following 27-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,705 |
16,578 |
| PP |
16,670 |
16,557 |
| S1 |
16,635 |
16,535 |
|