| Trading Metrics calculated at close of trading on 28-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2016 |
28-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
18,427 |
18,410 |
-17 |
-0.1% |
18,425 |
| High |
18,471 |
18,454 |
-17 |
-0.1% |
18,565 |
| Low |
18,353 |
18,293 |
-60 |
-0.3% |
18,394 |
| Close |
18,390 |
18,376 |
-14 |
-0.1% |
18,478 |
| Range |
118 |
161 |
43 |
36.4% |
171 |
| ATR |
170 |
170 |
-1 |
-0.4% |
0 |
| Volume |
145,046 |
131,774 |
-13,272 |
-9.2% |
525,425 |
|
| Daily Pivots for day following 28-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,857 |
18,778 |
18,465 |
|
| R3 |
18,696 |
18,617 |
18,420 |
|
| R2 |
18,535 |
18,535 |
18,406 |
|
| R1 |
18,456 |
18,456 |
18,391 |
18,415 |
| PP |
18,374 |
18,374 |
18,374 |
18,354 |
| S1 |
18,295 |
18,295 |
18,361 |
18,254 |
| S2 |
18,213 |
18,213 |
18,347 |
|
| S3 |
18,052 |
18,134 |
18,332 |
|
| S4 |
17,891 |
17,973 |
18,288 |
|
|
| 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 |
18,527 |
18,293 |
234 |
1.3% |
129 |
0.7% |
35% |
False |
True |
122,676 |
| 10 |
18,565 |
18,293 |
272 |
1.5% |
123 |
0.7% |
31% |
False |
True |
117,365 |
| 20 |
18,565 |
17,557 |
1,008 |
5.5% |
158 |
0.9% |
81% |
False |
False |
131,625 |
| 40 |
18,565 |
16,961 |
1,604 |
8.7% |
192 |
1.0% |
88% |
False |
False |
136,967 |
| 60 |
18,565 |
16,961 |
1,604 |
8.7% |
186 |
1.0% |
88% |
False |
False |
91,462 |
| 80 |
18,565 |
16,961 |
1,604 |
8.7% |
179 |
1.0% |
88% |
False |
False |
68,622 |
| 100 |
18,565 |
16,670 |
1,895 |
10.3% |
169 |
0.9% |
90% |
False |
False |
54,910 |
| 120 |
18,565 |
15,450 |
3,115 |
17.0% |
161 |
0.9% |
94% |
False |
False |
45,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,138 |
|
2.618 |
18,876 |
|
1.618 |
18,715 |
|
1.000 |
18,615 |
|
0.618 |
18,554 |
|
HIGH |
18,454 |
|
0.618 |
18,393 |
|
0.500 |
18,374 |
|
0.382 |
18,355 |
|
LOW |
18,293 |
|
0.618 |
18,194 |
|
1.000 |
18,132 |
|
1.618 |
18,033 |
|
2.618 |
17,872 |
|
4.250 |
17,609 |
|
|
| Fisher Pivots for day following 28-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
18,375 |
18,382 |
| PP |
18,374 |
18,380 |
| S1 |
18,374 |
18,378 |
|