| Trading Metrics calculated at close of trading on 11-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2016 |
11-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
17,971.22 |
18,161.53 |
190.31 |
1.1% |
17,904.45 |
| High |
18,166.77 |
18,283.90 |
117.13 |
0.6% |
18,166.77 |
| Low |
17,971.22 |
18,161.53 |
190.31 |
1.1% |
17,713.45 |
| Close |
18,146.74 |
18,226.93 |
80.19 |
0.4% |
18,146.74 |
| Range |
195.55 |
122.37 |
-73.18 |
-37.4% |
453.32 |
| ATR |
208.08 |
203.02 |
-5.07 |
-2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,591.23 |
18,531.45 |
18,294.23 |
|
| R3 |
18,468.86 |
18,409.08 |
18,260.58 |
|
| R2 |
18,346.49 |
18,346.49 |
18,249.36 |
|
| R1 |
18,286.71 |
18,286.71 |
18,238.15 |
18,316.60 |
| PP |
18,224.12 |
18,224.12 |
18,224.12 |
18,239.07 |
| S1 |
18,164.34 |
18,164.34 |
18,215.71 |
18,194.23 |
| S2 |
18,101.75 |
18,101.75 |
18,204.50 |
|
| S3 |
17,979.38 |
18,041.97 |
18,193.28 |
|
| S4 |
17,857.01 |
17,919.60 |
18,159.63 |
|
|
| Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,368.95 |
19,211.16 |
18,396.07 |
|
| R3 |
18,915.63 |
18,757.84 |
18,271.40 |
|
| R2 |
18,462.31 |
18,462.31 |
18,229.85 |
|
| R1 |
18,304.52 |
18,304.52 |
18,188.29 |
18,383.42 |
| PP |
18,008.99 |
18,008.99 |
18,008.99 |
18,048.43 |
| S1 |
17,851.20 |
17,851.20 |
18,105.19 |
17,930.10 |
| S2 |
17,555.67 |
17,555.67 |
18,063.63 |
|
| S3 |
17,102.35 |
17,397.88 |
18,022.08 |
|
| S4 |
16,649.03 |
16,944.56 |
17,897.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,283.90 |
17,713.45 |
570.45 |
3.1% |
163.77 |
0.9% |
90% |
True |
False |
|
| 10 |
18,283.90 |
17,063.08 |
1,220.82 |
6.7% |
188.30 |
1.0% |
95% |
True |
False |
|
| 20 |
18,283.90 |
17,063.08 |
1,220.82 |
6.7% |
196.29 |
1.1% |
95% |
True |
False |
|
| 40 |
18,283.90 |
17,063.08 |
1,220.82 |
6.7% |
170.23 |
0.9% |
95% |
True |
False |
|
| 60 |
18,283.90 |
17,063.08 |
1,220.82 |
6.7% |
163.72 |
0.9% |
95% |
True |
False |
|
| 80 |
18,283.90 |
17,063.08 |
1,220.82 |
6.7% |
159.85 |
0.9% |
95% |
True |
False |
|
| 100 |
18,283.90 |
16,165.86 |
2,118.04 |
11.6% |
165.50 |
0.9% |
97% |
True |
False |
|
| 120 |
18,283.90 |
15,450.56 |
2,833.34 |
15.5% |
188.31 |
1.0% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,803.97 |
|
2.618 |
18,604.26 |
|
1.618 |
18,481.89 |
|
1.000 |
18,406.27 |
|
0.618 |
18,359.52 |
|
HIGH |
18,283.90 |
|
0.618 |
18,237.15 |
|
0.500 |
18,222.72 |
|
0.382 |
18,208.28 |
|
LOW |
18,161.53 |
|
0.618 |
18,085.91 |
|
1.000 |
18,039.16 |
|
1.618 |
17,963.54 |
|
2.618 |
17,841.17 |
|
4.250 |
17,641.46 |
|
|
| Fisher Pivots for day following 11-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
18,225.53 |
18,168.05 |
| PP |
18,224.12 |
18,109.16 |
| S1 |
18,222.72 |
18,050.28 |
|