| 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 |
16,640 |
16,480 |
-160 |
-1.0% |
16,620 |
| High |
16,740 |
16,485 |
-255 |
-1.5% |
16,935 |
| Low |
16,545 |
16,260 |
-285 |
-1.7% |
16,495 |
| Close |
16,545 |
16,385 |
-160 |
-1.0% |
16,590 |
| Range |
195 |
225 |
30 |
15.4% |
440 |
| ATR |
294 |
293 |
-1 |
-0.2% |
0 |
| Volume |
7 |
9 |
2 |
28.6% |
92 |
|
| Daily Pivots for day following 26-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,052 |
16,943 |
16,509 |
|
| R3 |
16,827 |
16,718 |
16,447 |
|
| R2 |
16,602 |
16,602 |
16,426 |
|
| R1 |
16,493 |
16,493 |
16,406 |
16,435 |
| PP |
16,377 |
16,377 |
16,377 |
16,348 |
| S1 |
16,268 |
16,268 |
16,365 |
16,210 |
| S2 |
16,152 |
16,152 |
16,344 |
|
| S3 |
15,927 |
16,043 |
16,323 |
|
| S4 |
15,702 |
15,818 |
16,261 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,993 |
17,732 |
16,832 |
|
| R3 |
17,553 |
17,292 |
16,711 |
|
| R2 |
17,113 |
17,113 |
16,671 |
|
| R1 |
16,852 |
16,852 |
16,630 |
16,763 |
| PP |
16,673 |
16,673 |
16,673 |
16,629 |
| S1 |
16,412 |
16,412 |
16,550 |
16,323 |
| S2 |
16,233 |
16,233 |
16,509 |
|
| S3 |
15,793 |
15,972 |
16,469 |
|
| S4 |
15,353 |
15,532 |
16,348 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,935 |
16,260 |
675 |
4.1% |
245 |
1.5% |
19% |
False |
True |
20 |
| 10 |
16,935 |
16,245 |
690 |
4.2% |
228 |
1.4% |
20% |
False |
False |
12 |
| 20 |
16,935 |
15,200 |
1,735 |
10.6% |
261 |
1.6% |
68% |
False |
False |
17 |
| 40 |
17,050 |
15,060 |
1,990 |
12.1% |
210 |
1.3% |
67% |
False |
False |
16 |
| 60 |
17,050 |
15,060 |
1,990 |
12.1% |
140 |
0.9% |
67% |
False |
False |
10 |
| 80 |
17,740 |
15,060 |
2,680 |
16.4% |
105 |
0.6% |
49% |
False |
False |
8 |
| 100 |
17,740 |
15,060 |
2,680 |
16.4% |
84 |
0.5% |
49% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,441 |
|
2.618 |
17,074 |
|
1.618 |
16,849 |
|
1.000 |
16,710 |
|
0.618 |
16,624 |
|
HIGH |
16,485 |
|
0.618 |
16,399 |
|
0.500 |
16,373 |
|
0.382 |
16,346 |
|
LOW |
16,260 |
|
0.618 |
16,121 |
|
1.000 |
16,035 |
|
1.618 |
15,896 |
|
2.618 |
15,671 |
|
4.250 |
15,304 |
|
|
| Fisher Pivots for day following 26-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,381 |
16,500 |
| PP |
16,377 |
16,462 |
| S1 |
16,373 |
16,423 |
|