| Trading Metrics calculated at close of trading on 21-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2016 |
21-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
18,497 |
18,530 |
33 |
0.2% |
18,044 |
| High |
18,565 |
18,548 |
-17 |
-0.1% |
18,488 |
| Low |
18,456 |
18,394 |
-62 |
-0.3% |
18,033 |
| Close |
18,531 |
18,436 |
-95 |
-0.5% |
18,417 |
| Range |
109 |
154 |
45 |
41.3% |
455 |
| ATR |
190 |
188 |
-3 |
-1.4% |
0 |
| Volume |
107,705 |
109,859 |
2,154 |
2.0% |
667,809 |
|
| Daily Pivots for day following 21-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,921 |
18,833 |
18,521 |
|
| R3 |
18,767 |
18,679 |
18,478 |
|
| R2 |
18,613 |
18,613 |
18,464 |
|
| R1 |
18,525 |
18,525 |
18,450 |
18,492 |
| PP |
18,459 |
18,459 |
18,459 |
18,443 |
| S1 |
18,371 |
18,371 |
18,422 |
18,338 |
| S2 |
18,305 |
18,305 |
18,408 |
|
| S3 |
18,151 |
18,217 |
18,394 |
|
| S4 |
17,997 |
18,063 |
18,351 |
|
|
| 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 |
18,345 |
220 |
1.2% |
117 |
0.6% |
41% |
False |
False |
112,054 |
| 10 |
18,565 |
17,782 |
783 |
4.2% |
149 |
0.8% |
84% |
False |
False |
126,562 |
| 20 |
18,565 |
16,961 |
1,604 |
8.7% |
234 |
1.3% |
92% |
False |
False |
163,194 |
| 40 |
18,565 |
16,961 |
1,604 |
8.7% |
193 |
1.0% |
92% |
False |
False |
121,768 |
| 60 |
18,565 |
16,961 |
1,604 |
8.7% |
190 |
1.0% |
92% |
False |
False |
81,246 |
| 80 |
18,565 |
16,961 |
1,604 |
8.7% |
179 |
1.0% |
92% |
False |
False |
60,961 |
| 100 |
18,565 |
16,340 |
2,225 |
12.1% |
170 |
0.9% |
94% |
False |
False |
48,778 |
| 120 |
18,565 |
15,450 |
3,115 |
16.9% |
158 |
0.9% |
96% |
False |
False |
40,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,203 |
|
2.618 |
18,951 |
|
1.618 |
18,797 |
|
1.000 |
18,702 |
|
0.618 |
18,643 |
|
HIGH |
18,548 |
|
0.618 |
18,489 |
|
0.500 |
18,471 |
|
0.382 |
18,453 |
|
LOW |
18,394 |
|
0.618 |
18,299 |
|
1.000 |
18,240 |
|
1.618 |
18,145 |
|
2.618 |
17,991 |
|
4.250 |
17,740 |
|
|
| Fisher Pivots for day following 21-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
18,471 |
18,480 |
| PP |
18,459 |
18,465 |
| S1 |
18,448 |
18,451 |
|