| Trading Metrics calculated at close of trading on 08-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2016 |
08-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
17,825 |
17,819 |
-6 |
0.0% |
17,880 |
| High |
17,895 |
18,079 |
184 |
1.0% |
18,079 |
| Low |
17,726 |
17,782 |
56 |
0.3% |
17,618 |
| Close |
17,818 |
18,038 |
220 |
1.2% |
18,038 |
| Range |
169 |
297 |
128 |
75.7% |
461 |
| ATR |
238 |
242 |
4 |
1.8% |
0 |
| Volume |
134,784 |
166,591 |
31,807 |
23.6% |
631,513 |
|
| Daily Pivots for day following 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,857 |
18,745 |
18,201 |
|
| R3 |
18,560 |
18,448 |
18,120 |
|
| R2 |
18,263 |
18,263 |
18,093 |
|
| R1 |
18,151 |
18,151 |
18,065 |
18,207 |
| PP |
17,966 |
17,966 |
17,966 |
17,995 |
| S1 |
17,854 |
17,854 |
18,011 |
17,910 |
| S2 |
17,669 |
17,669 |
17,984 |
|
| S3 |
17,372 |
17,557 |
17,956 |
|
| S4 |
17,075 |
17,260 |
17,875 |
|
|
| Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,295 |
19,127 |
18,292 |
|
| R3 |
18,834 |
18,666 |
18,165 |
|
| R2 |
18,373 |
18,373 |
18,123 |
|
| R1 |
18,205 |
18,205 |
18,080 |
18,289 |
| PP |
17,912 |
17,912 |
17,912 |
17,954 |
| S1 |
17,744 |
17,744 |
17,996 |
17,828 |
| S2 |
17,451 |
17,451 |
17,954 |
|
| S3 |
16,990 |
17,283 |
17,911 |
|
| S4 |
16,529 |
16,822 |
17,785 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,079 |
17,618 |
461 |
2.6% |
213 |
1.2% |
91% |
True |
False |
149,403 |
| 10 |
18,079 |
16,961 |
1,118 |
6.2% |
326 |
1.8% |
96% |
True |
False |
201,889 |
| 20 |
18,079 |
16,961 |
1,118 |
6.2% |
255 |
1.4% |
96% |
True |
False |
186,375 |
| 40 |
18,079 |
16,961 |
1,118 |
6.2% |
209 |
1.2% |
96% |
True |
False |
94,366 |
| 60 |
18,079 |
16,961 |
1,118 |
6.2% |
190 |
1.1% |
96% |
True |
False |
62,941 |
| 80 |
18,079 |
16,961 |
1,118 |
6.2% |
179 |
1.0% |
96% |
True |
False |
47,231 |
| 100 |
18,079 |
15,925 |
2,154 |
11.9% |
169 |
0.9% |
98% |
True |
False |
37,789 |
| 120 |
18,079 |
15,450 |
2,629 |
14.6% |
163 |
0.9% |
98% |
True |
False |
31,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,341 |
|
2.618 |
18,857 |
|
1.618 |
18,560 |
|
1.000 |
18,376 |
|
0.618 |
18,263 |
|
HIGH |
18,079 |
|
0.618 |
17,966 |
|
0.500 |
17,931 |
|
0.382 |
17,896 |
|
LOW |
17,782 |
|
0.618 |
17,599 |
|
1.000 |
17,485 |
|
1.618 |
17,302 |
|
2.618 |
17,005 |
|
4.250 |
16,520 |
|
|
| Fisher Pivots for day following 08-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
18,002 |
17,975 |
| PP |
17,966 |
17,912 |
| S1 |
17,931 |
17,849 |
|