| 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 |
16,660 |
16,730 |
70 |
0.4% |
15,420 |
| High |
16,710 |
16,875 |
165 |
1.0% |
16,635 |
| Low |
16,600 |
16,595 |
-5 |
0.0% |
15,420 |
| Close |
16,625 |
16,875 |
250 |
1.5% |
16,505 |
| Range |
110 |
280 |
170 |
154.5% |
1,215 |
| ATR |
308 |
306 |
-2 |
-0.6% |
0 |
| Volume |
5 |
56 |
51 |
1,020.0% |
99 |
|
| Daily Pivots for day following 20-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,622 |
17,528 |
17,029 |
|
| R3 |
17,342 |
17,248 |
16,952 |
|
| R2 |
17,062 |
17,062 |
16,926 |
|
| R1 |
16,968 |
16,968 |
16,901 |
17,015 |
| PP |
16,782 |
16,782 |
16,782 |
16,805 |
| S1 |
16,688 |
16,688 |
16,849 |
16,735 |
| S2 |
16,502 |
16,502 |
16,824 |
|
| S3 |
16,222 |
16,408 |
16,798 |
|
| S4 |
15,942 |
16,128 |
16,721 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,832 |
19,383 |
17,173 |
|
| R3 |
18,617 |
18,168 |
16,839 |
|
| R2 |
17,402 |
17,402 |
16,728 |
|
| R1 |
16,953 |
16,953 |
16,617 |
17,178 |
| PP |
16,187 |
16,187 |
16,187 |
16,299 |
| S1 |
15,738 |
15,738 |
16,394 |
15,963 |
| S2 |
14,972 |
14,972 |
16,282 |
|
| S3 |
13,757 |
14,523 |
16,171 |
|
| S4 |
12,542 |
13,308 |
15,837 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,875 |
16,270 |
605 |
3.6% |
215 |
1.3% |
100% |
True |
False |
13 |
| 10 |
16,875 |
15,200 |
1,675 |
9.9% |
289 |
1.7% |
100% |
True |
False |
16 |
| 20 |
16,875 |
15,060 |
1,815 |
10.8% |
297 |
1.8% |
100% |
True |
False |
21 |
| 40 |
17,050 |
15,060 |
1,990 |
11.8% |
186 |
1.1% |
91% |
False |
False |
15 |
| 60 |
17,520 |
15,060 |
2,460 |
14.6% |
124 |
0.7% |
74% |
False |
False |
10 |
| 80 |
17,740 |
15,060 |
2,680 |
15.9% |
93 |
0.6% |
68% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,065 |
|
2.618 |
17,608 |
|
1.618 |
17,328 |
|
1.000 |
17,155 |
|
0.618 |
17,048 |
|
HIGH |
16,875 |
|
0.618 |
16,768 |
|
0.500 |
16,735 |
|
0.382 |
16,702 |
|
LOW |
16,595 |
|
0.618 |
16,422 |
|
1.000 |
16,315 |
|
1.618 |
16,142 |
|
2.618 |
15,862 |
|
4.250 |
15,405 |
|
|
| Fisher Pivots for day following 20-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,828 |
16,820 |
| PP |
16,782 |
16,765 |
| S1 |
16,735 |
16,710 |
|