| 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 |
18,554.49 |
18,497.37 |
-57.12 |
-0.3% |
18,521.55 |
| High |
18,555.69 |
18,522.47 |
-33.22 |
-0.2% |
18,622.01 |
| Low |
18,452.62 |
18,387.22 |
-65.40 |
-0.4% |
18,469.67 |
| Close |
18,493.06 |
18,473.75 |
-19.31 |
-0.1% |
18,570.85 |
| Range |
103.07 |
135.25 |
32.18 |
31.2% |
152.34 |
| ATR |
148.07 |
147.16 |
-0.92 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,866.90 |
18,805.57 |
18,548.14 |
|
| R3 |
18,731.65 |
18,670.32 |
18,510.94 |
|
| R2 |
18,596.40 |
18,596.40 |
18,498.55 |
|
| R1 |
18,535.07 |
18,535.07 |
18,486.15 |
18,498.11 |
| PP |
18,461.15 |
18,461.15 |
18,461.15 |
18,442.67 |
| S1 |
18,399.82 |
18,399.82 |
18,461.35 |
18,362.86 |
| S2 |
18,325.90 |
18,325.90 |
18,448.95 |
|
| S3 |
18,190.65 |
18,264.57 |
18,436.56 |
|
| S4 |
18,055.40 |
18,129.32 |
18,399.36 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,011.20 |
18,943.36 |
18,654.64 |
|
| R3 |
18,858.86 |
18,791.02 |
18,612.74 |
|
| R2 |
18,706.52 |
18,706.52 |
18,598.78 |
|
| R1 |
18,638.68 |
18,638.68 |
18,584.81 |
18,672.60 |
| PP |
18,554.18 |
18,554.18 |
18,554.18 |
18,571.14 |
| S1 |
18,486.34 |
18,486.34 |
18,556.89 |
18,520.26 |
| S2 |
18,401.84 |
18,401.84 |
18,542.92 |
|
| S3 |
18,249.50 |
18,334.00 |
18,528.96 |
|
| S4 |
18,097.16 |
18,181.66 |
18,487.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,622.01 |
18,387.22 |
234.79 |
1.3% |
101.03 |
0.5% |
37% |
False |
True |
|
| 10 |
18,622.01 |
18,315.76 |
306.25 |
1.7% |
92.24 |
0.5% |
52% |
False |
False |
|
| 20 |
18,622.01 |
17,190.51 |
1,431.50 |
7.7% |
131.30 |
0.7% |
90% |
False |
False |
|
| 40 |
18,622.01 |
17,063.08 |
1,558.93 |
8.4% |
151.32 |
0.8% |
90% |
False |
False |
|
| 60 |
18,622.01 |
17,063.08 |
1,558.93 |
8.4% |
155.00 |
0.8% |
90% |
False |
False |
|
| 80 |
18,622.01 |
17,063.08 |
1,558.93 |
8.4% |
153.29 |
0.8% |
90% |
False |
False |
|
| 100 |
18,622.01 |
16,821.86 |
1,800.15 |
9.7% |
153.31 |
0.8% |
92% |
False |
False |
|
| 120 |
18,622.01 |
15,503.01 |
3,119.00 |
16.9% |
167.75 |
0.9% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,097.28 |
|
2.618 |
18,876.55 |
|
1.618 |
18,741.30 |
|
1.000 |
18,657.72 |
|
0.618 |
18,606.05 |
|
HIGH |
18,522.47 |
|
0.618 |
18,470.80 |
|
0.500 |
18,454.85 |
|
0.382 |
18,438.89 |
|
LOW |
18,387.22 |
|
0.618 |
18,303.64 |
|
1.000 |
18,251.97 |
|
1.618 |
18,168.39 |
|
2.618 |
18,033.14 |
|
4.250 |
17,812.41 |
|
|
| Fisher Pivots for day following 26-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
18,467.45 |
18,479.26 |
| PP |
18,461.15 |
18,477.42 |
| S1 |
18,454.85 |
18,475.59 |
|