| Trading Metrics calculated at close of trading on 29-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2016 |
29-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
16,480 |
16,440 |
-40 |
-0.2% |
16,640 |
| High |
16,625 |
16,590 |
-35 |
-0.2% |
16,810 |
| Low |
16,415 |
16,160 |
-255 |
-1.6% |
16,160 |
| Close |
16,590 |
16,315 |
-275 |
-1.7% |
16,315 |
| Range |
210 |
430 |
220 |
104.8% |
650 |
| ATR |
296 |
305 |
10 |
3.2% |
0 |
| Volume |
45 |
59 |
14 |
31.1% |
121 |
|
| Daily Pivots for day following 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,645 |
17,410 |
16,552 |
|
| R3 |
17,215 |
16,980 |
16,433 |
|
| R2 |
16,785 |
16,785 |
16,394 |
|
| R1 |
16,550 |
16,550 |
16,355 |
16,453 |
| PP |
16,355 |
16,355 |
16,355 |
16,306 |
| S1 |
16,120 |
16,120 |
16,276 |
16,023 |
| S2 |
15,925 |
15,925 |
16,236 |
|
| S3 |
15,495 |
15,690 |
16,197 |
|
| S4 |
15,065 |
15,260 |
16,079 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,378 |
17,997 |
16,673 |
|
| R3 |
17,728 |
17,347 |
16,494 |
|
| R2 |
17,078 |
17,078 |
16,434 |
|
| R1 |
16,697 |
16,697 |
16,375 |
16,563 |
| PP |
16,428 |
16,428 |
16,428 |
16,361 |
| S1 |
16,047 |
16,047 |
16,256 |
15,913 |
| S2 |
15,778 |
15,778 |
16,196 |
|
| S3 |
15,128 |
15,397 |
16,136 |
|
| S4 |
14,478 |
14,747 |
15,958 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,810 |
16,160 |
650 |
4.0% |
254 |
1.6% |
24% |
False |
True |
24 |
| 10 |
16,935 |
16,160 |
775 |
4.8% |
235 |
1.4% |
20% |
False |
True |
21 |
| 20 |
16,935 |
15,200 |
1,735 |
10.6% |
272 |
1.7% |
64% |
False |
False |
22 |
| 40 |
16,935 |
15,060 |
1,875 |
11.5% |
231 |
1.4% |
67% |
False |
False |
18 |
| 60 |
17,050 |
15,060 |
1,990 |
12.2% |
154 |
0.9% |
63% |
False |
False |
12 |
| 80 |
17,740 |
15,060 |
2,680 |
16.4% |
115 |
0.7% |
47% |
False |
False |
9 |
| 100 |
17,740 |
15,060 |
2,680 |
16.4% |
92 |
0.6% |
47% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,418 |
|
2.618 |
17,716 |
|
1.618 |
17,286 |
|
1.000 |
17,020 |
|
0.618 |
16,856 |
|
HIGH |
16,590 |
|
0.618 |
16,426 |
|
0.500 |
16,375 |
|
0.382 |
16,324 |
|
LOW |
16,160 |
|
0.618 |
15,894 |
|
1.000 |
15,730 |
|
1.618 |
15,464 |
|
2.618 |
15,034 |
|
4.250 |
14,333 |
|
|
| Fisher Pivots for day following 29-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,375 |
16,485 |
| PP |
16,355 |
16,428 |
| S1 |
16,335 |
16,372 |
|