| Trading Metrics calculated at close of trading on 11-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2016 |
11-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
17,819 |
18,044 |
225 |
1.3% |
17,880 |
| High |
18,079 |
18,197 |
118 |
0.7% |
18,079 |
| Low |
17,782 |
18,033 |
251 |
1.4% |
17,618 |
| Close |
18,038 |
18,147 |
109 |
0.6% |
18,038 |
| Range |
297 |
164 |
-133 |
-44.8% |
461 |
| ATR |
242 |
236 |
-6 |
-2.3% |
0 |
| Volume |
166,591 |
133,935 |
-32,656 |
-19.6% |
631,513 |
|
| Daily Pivots for day following 11-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,618 |
18,546 |
18,237 |
|
| R3 |
18,454 |
18,382 |
18,192 |
|
| R2 |
18,290 |
18,290 |
18,177 |
|
| R1 |
18,218 |
18,218 |
18,162 |
18,254 |
| PP |
18,126 |
18,126 |
18,126 |
18,144 |
| S1 |
18,054 |
18,054 |
18,132 |
18,090 |
| S2 |
17,962 |
17,962 |
18,117 |
|
| S3 |
17,798 |
17,890 |
18,102 |
|
| S4 |
17,634 |
17,726 |
18,057 |
|
|
| 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 |
18,197 |
17,618 |
579 |
3.2% |
217 |
1.2% |
91% |
True |
False |
153,089 |
| 10 |
18,197 |
16,961 |
1,236 |
6.8% |
258 |
1.4% |
96% |
True |
False |
171,250 |
| 20 |
18,197 |
16,961 |
1,236 |
6.8% |
255 |
1.4% |
96% |
True |
False |
184,337 |
| 40 |
18,197 |
16,961 |
1,236 |
6.8% |
209 |
1.2% |
96% |
True |
False |
97,710 |
| 60 |
18,197 |
16,961 |
1,236 |
6.8% |
191 |
1.1% |
96% |
True |
False |
65,173 |
| 80 |
18,197 |
16,961 |
1,236 |
6.8% |
179 |
1.0% |
96% |
True |
False |
48,904 |
| 100 |
18,197 |
16,189 |
2,008 |
11.1% |
168 |
0.9% |
98% |
True |
False |
39,128 |
| 120 |
18,197 |
15,450 |
2,747 |
15.1% |
162 |
0.9% |
98% |
True |
False |
32,608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,894 |
|
2.618 |
18,626 |
|
1.618 |
18,462 |
|
1.000 |
18,361 |
|
0.618 |
18,298 |
|
HIGH |
18,197 |
|
0.618 |
18,134 |
|
0.500 |
18,115 |
|
0.382 |
18,096 |
|
LOW |
18,033 |
|
0.618 |
17,932 |
|
1.000 |
17,869 |
|
1.618 |
17,768 |
|
2.618 |
17,604 |
|
4.250 |
17,336 |
|
|
| Fisher Pivots for day following 11-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
18,136 |
18,085 |
| PP |
18,126 |
18,023 |
| S1 |
18,115 |
17,962 |
|