| Trading Metrics calculated at close of trading on 26-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2016 |
26-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
18,488 |
18,428 |
-60 |
-0.3% |
18,425 |
| High |
18,527 |
18,447 |
-80 |
-0.4% |
18,565 |
| Low |
18,378 |
18,311 |
-67 |
-0.4% |
18,394 |
| Close |
18,420 |
18,398 |
-22 |
-0.1% |
18,478 |
| Range |
149 |
136 |
-13 |
-8.7% |
171 |
| ATR |
177 |
175 |
-3 |
-1.7% |
0 |
| Volume |
104,711 |
137,652 |
32,941 |
31.5% |
525,425 |
|
| Daily Pivots for day following 26-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,793 |
18,732 |
18,473 |
|
| R3 |
18,657 |
18,596 |
18,436 |
|
| R2 |
18,521 |
18,521 |
18,423 |
|
| R1 |
18,460 |
18,460 |
18,411 |
18,423 |
| PP |
18,385 |
18,385 |
18,385 |
18,367 |
| S1 |
18,324 |
18,324 |
18,386 |
18,287 |
| S2 |
18,249 |
18,249 |
18,373 |
|
| S3 |
18,113 |
18,188 |
18,361 |
|
| S4 |
17,977 |
18,052 |
18,323 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,992 |
18,906 |
18,572 |
|
| R3 |
18,821 |
18,735 |
18,525 |
|
| R2 |
18,650 |
18,650 |
18,509 |
|
| R1 |
18,564 |
18,564 |
18,494 |
18,607 |
| PP |
18,479 |
18,479 |
18,479 |
18,501 |
| S1 |
18,393 |
18,393 |
18,462 |
18,436 |
| S2 |
18,308 |
18,308 |
18,447 |
|
| S3 |
18,137 |
18,222 |
18,431 |
|
| S4 |
17,966 |
18,051 |
18,384 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,565 |
18,311 |
254 |
1.4% |
125 |
0.7% |
34% |
False |
True |
110,825 |
| 10 |
18,565 |
18,222 |
343 |
1.9% |
124 |
0.7% |
51% |
False |
False |
116,991 |
| 20 |
18,565 |
16,979 |
1,586 |
8.6% |
183 |
1.0% |
89% |
False |
False |
135,875 |
| 40 |
18,565 |
16,961 |
1,604 |
8.7% |
194 |
1.1% |
90% |
False |
False |
130,071 |
| 60 |
18,565 |
16,961 |
1,604 |
8.7% |
187 |
1.0% |
90% |
False |
False |
86,853 |
| 80 |
18,565 |
16,961 |
1,604 |
8.7% |
178 |
1.0% |
90% |
False |
False |
65,164 |
| 100 |
18,565 |
16,670 |
1,895 |
10.3% |
168 |
0.9% |
91% |
False |
False |
52,143 |
| 120 |
18,565 |
15,450 |
3,115 |
16.9% |
159 |
0.9% |
95% |
False |
False |
43,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,025 |
|
2.618 |
18,803 |
|
1.618 |
18,667 |
|
1.000 |
18,583 |
|
0.618 |
18,531 |
|
HIGH |
18,447 |
|
0.618 |
18,395 |
|
0.500 |
18,379 |
|
0.382 |
18,363 |
|
LOW |
18,311 |
|
0.618 |
18,227 |
|
1.000 |
18,175 |
|
1.618 |
18,091 |
|
2.618 |
17,955 |
|
4.250 |
17,733 |
|
|
| Fisher Pivots for day following 26-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
18,392 |
18,419 |
| PP |
18,385 |
18,412 |
| S1 |
18,379 |
18,405 |
|