| Trading Metrics calculated at close of trading on 27-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2016 |
27-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
18,428 |
18,427 |
-1 |
0.0% |
18,425 |
| High |
18,447 |
18,471 |
24 |
0.1% |
18,565 |
| Low |
18,311 |
18,353 |
42 |
0.2% |
18,394 |
| Close |
18,398 |
18,390 |
-8 |
0.0% |
18,478 |
| Range |
136 |
118 |
-18 |
-13.2% |
171 |
| ATR |
175 |
170 |
-4 |
-2.3% |
0 |
| Volume |
137,652 |
145,046 |
7,394 |
5.4% |
525,425 |
|
| Daily Pivots for day following 27-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,759 |
18,692 |
18,455 |
|
| R3 |
18,641 |
18,574 |
18,423 |
|
| R2 |
18,523 |
18,523 |
18,412 |
|
| R1 |
18,456 |
18,456 |
18,401 |
18,431 |
| PP |
18,405 |
18,405 |
18,405 |
18,392 |
| S1 |
18,338 |
18,338 |
18,379 |
18,313 |
| S2 |
18,287 |
18,287 |
18,368 |
|
| S3 |
18,169 |
18,220 |
18,358 |
|
| S4 |
18,051 |
18,102 |
18,325 |
|
|
| 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 |
18,548 |
18,311 |
237 |
1.3% |
127 |
0.7% |
33% |
False |
False |
118,293 |
| 10 |
18,565 |
18,266 |
299 |
1.6% |
127 |
0.7% |
41% |
False |
False |
119,074 |
| 20 |
18,565 |
17,255 |
1,310 |
7.1% |
172 |
0.9% |
87% |
False |
False |
133,565 |
| 40 |
18,565 |
16,961 |
1,604 |
8.7% |
192 |
1.0% |
89% |
False |
False |
133,686 |
| 60 |
18,565 |
16,961 |
1,604 |
8.7% |
187 |
1.0% |
89% |
False |
False |
89,268 |
| 80 |
18,565 |
16,961 |
1,604 |
8.7% |
178 |
1.0% |
89% |
False |
False |
66,975 |
| 100 |
18,565 |
16,670 |
1,895 |
10.3% |
169 |
0.9% |
91% |
False |
False |
53,593 |
| 120 |
18,565 |
15,450 |
3,115 |
16.9% |
160 |
0.9% |
94% |
False |
False |
44,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,973 |
|
2.618 |
18,780 |
|
1.618 |
18,662 |
|
1.000 |
18,589 |
|
0.618 |
18,544 |
|
HIGH |
18,471 |
|
0.618 |
18,426 |
|
0.500 |
18,412 |
|
0.382 |
18,398 |
|
LOW |
18,353 |
|
0.618 |
18,280 |
|
1.000 |
18,235 |
|
1.618 |
18,162 |
|
2.618 |
18,044 |
|
4.250 |
17,852 |
|
|
| Fisher Pivots for day following 27-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
18,412 |
18,419 |
| PP |
18,405 |
18,409 |
| S1 |
18,397 |
18,400 |
|