| 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 |
16,720 |
16,480 |
-240 |
-1.4% |
16,620 |
| High |
16,810 |
16,625 |
-185 |
-1.1% |
16,935 |
| Low |
16,600 |
16,415 |
-185 |
-1.1% |
16,495 |
| Close |
16,600 |
16,590 |
-10 |
-0.1% |
16,590 |
| Range |
210 |
210 |
0 |
0.0% |
440 |
| ATR |
302 |
296 |
-7 |
-2.2% |
0 |
| Volume |
1 |
45 |
44 |
4,400.0% |
92 |
|
| Daily Pivots for day following 28-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,173 |
17,092 |
16,706 |
|
| R3 |
16,963 |
16,882 |
16,648 |
|
| R2 |
16,753 |
16,753 |
16,629 |
|
| R1 |
16,672 |
16,672 |
16,609 |
16,713 |
| PP |
16,543 |
16,543 |
16,543 |
16,564 |
| S1 |
16,462 |
16,462 |
16,571 |
16,503 |
| S2 |
16,333 |
16,333 |
16,552 |
|
| S3 |
16,123 |
16,252 |
16,532 |
|
| S4 |
15,913 |
16,042 |
16,475 |
|
|
| 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 |
16,810 |
16,260 |
550 |
3.3% |
185 |
1.1% |
60% |
False |
False |
12 |
| 10 |
16,935 |
16,260 |
675 |
4.1% |
208 |
1.3% |
49% |
False |
False |
15 |
| 20 |
16,935 |
15,200 |
1,735 |
10.5% |
260 |
1.6% |
80% |
False |
False |
19 |
| 40 |
16,935 |
15,060 |
1,875 |
11.3% |
220 |
1.3% |
82% |
False |
False |
17 |
| 60 |
17,050 |
15,060 |
1,990 |
12.0% |
147 |
0.9% |
77% |
False |
False |
11 |
| 80 |
17,740 |
15,060 |
2,680 |
16.2% |
110 |
0.7% |
57% |
False |
False |
8 |
| 100 |
17,740 |
15,060 |
2,680 |
16.2% |
88 |
0.5% |
57% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,518 |
|
2.618 |
17,175 |
|
1.618 |
16,965 |
|
1.000 |
16,835 |
|
0.618 |
16,755 |
|
HIGH |
16,625 |
|
0.618 |
16,545 |
|
0.500 |
16,520 |
|
0.382 |
16,495 |
|
LOW |
16,415 |
|
0.618 |
16,285 |
|
1.000 |
16,205 |
|
1.618 |
16,075 |
|
2.618 |
15,865 |
|
4.250 |
15,523 |
|
|
| Fisher Pivots for day following 28-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,567 |
16,572 |
| PP |
16,543 |
16,553 |
| S1 |
16,520 |
16,535 |
|