| Trading Metrics calculated at close of trading on 20-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2016 |
20-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
18,461 |
18,497 |
36 |
0.2% |
18,044 |
| High |
18,494 |
18,565 |
71 |
0.4% |
18,488 |
| Low |
18,401 |
18,456 |
55 |
0.3% |
18,033 |
| Close |
18,480 |
18,531 |
51 |
0.3% |
18,417 |
| Range |
93 |
109 |
16 |
17.2% |
455 |
| ATR |
196 |
190 |
-6 |
-3.2% |
0 |
| Volume |
105,405 |
107,705 |
2,300 |
2.2% |
667,809 |
|
| Daily Pivots for day following 20-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,844 |
18,797 |
18,591 |
|
| R3 |
18,735 |
18,688 |
18,561 |
|
| R2 |
18,626 |
18,626 |
18,551 |
|
| R1 |
18,579 |
18,579 |
18,541 |
18,603 |
| PP |
18,517 |
18,517 |
18,517 |
18,529 |
| S1 |
18,470 |
18,470 |
18,521 |
18,494 |
| S2 |
18,408 |
18,408 |
18,511 |
|
| S3 |
18,299 |
18,361 |
18,501 |
|
| S4 |
18,190 |
18,252 |
18,471 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,678 |
19,502 |
18,667 |
|
| R3 |
19,223 |
19,047 |
18,542 |
|
| R2 |
18,768 |
18,768 |
18,501 |
|
| R1 |
18,592 |
18,592 |
18,459 |
18,680 |
| PP |
18,313 |
18,313 |
18,313 |
18,357 |
| S1 |
18,137 |
18,137 |
18,375 |
18,225 |
| S2 |
17,858 |
17,858 |
18,334 |
|
| S3 |
17,403 |
17,682 |
18,292 |
|
| S4 |
16,948 |
17,227 |
18,167 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,565 |
18,266 |
299 |
1.6% |
128 |
0.7% |
89% |
True |
False |
119,854 |
| 10 |
18,565 |
17,726 |
839 |
4.5% |
150 |
0.8% |
96% |
True |
False |
129,055 |
| 20 |
18,565 |
16,961 |
1,604 |
8.7% |
234 |
1.3% |
98% |
True |
False |
164,181 |
| 40 |
18,565 |
16,961 |
1,604 |
8.7% |
196 |
1.1% |
98% |
True |
False |
119,034 |
| 60 |
18,565 |
16,961 |
1,604 |
8.7% |
189 |
1.0% |
98% |
True |
False |
79,416 |
| 80 |
18,565 |
16,961 |
1,604 |
8.7% |
179 |
1.0% |
98% |
True |
False |
59,588 |
| 100 |
18,565 |
16,327 |
2,238 |
12.1% |
169 |
0.9% |
98% |
True |
False |
47,680 |
| 120 |
18,565 |
15,450 |
3,115 |
16.8% |
160 |
0.9% |
99% |
True |
False |
39,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,028 |
|
2.618 |
18,850 |
|
1.618 |
18,741 |
|
1.000 |
18,674 |
|
0.618 |
18,632 |
|
HIGH |
18,565 |
|
0.618 |
18,523 |
|
0.500 |
18,511 |
|
0.382 |
18,498 |
|
LOW |
18,456 |
|
0.618 |
18,389 |
|
1.000 |
18,347 |
|
1.618 |
18,280 |
|
2.618 |
18,171 |
|
4.250 |
17,993 |
|
|
| Fisher Pivots for day following 20-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
18,524 |
18,515 |
| PP |
18,517 |
18,499 |
| S1 |
18,511 |
18,483 |
|