| Trading Metrics calculated at close of trading on 15-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2016 |
15-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
18,288 |
18,421 |
133 |
0.7% |
18,044 |
| High |
18,475 |
18,488 |
13 |
0.1% |
18,488 |
| Low |
18,266 |
18,345 |
79 |
0.4% |
18,033 |
| Close |
18,427 |
18,417 |
-10 |
-0.1% |
18,417 |
| Range |
209 |
143 |
-66 |
-31.6% |
455 |
| ATR |
219 |
214 |
-5 |
-2.5% |
0 |
| Volume |
148,861 |
129,046 |
-19,815 |
-13.3% |
667,809 |
|
| Daily Pivots for day following 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,846 |
18,774 |
18,496 |
|
| R3 |
18,703 |
18,631 |
18,456 |
|
| R2 |
18,560 |
18,560 |
18,443 |
|
| R1 |
18,488 |
18,488 |
18,430 |
18,453 |
| PP |
18,417 |
18,417 |
18,417 |
18,399 |
| S1 |
18,345 |
18,345 |
18,404 |
18,310 |
| S2 |
18,274 |
18,274 |
18,391 |
|
| S3 |
18,131 |
18,202 |
18,378 |
|
| S4 |
17,988 |
18,059 |
18,338 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,678 |
19,502 |
18,667 |
|
| R3 |
19,223 |
19,047 |
18,542 |
|
| R2 |
18,768 |
18,768 |
18,501 |
|
| R1 |
18,592 |
18,592 |
18,459 |
18,680 |
| PP |
18,313 |
18,313 |
18,313 |
18,357 |
| S1 |
18,137 |
18,137 |
18,375 |
18,225 |
| S2 |
17,858 |
17,858 |
18,334 |
|
| S3 |
17,403 |
17,682 |
18,292 |
|
| S4 |
16,948 |
17,227 |
18,167 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,488 |
18,033 |
455 |
2.5% |
151 |
0.8% |
84% |
True |
False |
133,561 |
| 10 |
18,488 |
17,618 |
870 |
4.7% |
182 |
1.0% |
92% |
True |
False |
141,482 |
| 20 |
18,488 |
16,961 |
1,527 |
8.3% |
244 |
1.3% |
95% |
True |
False |
170,082 |
| 40 |
18,488 |
16,961 |
1,527 |
8.3% |
199 |
1.1% |
95% |
True |
False |
111,026 |
| 60 |
18,488 |
16,961 |
1,527 |
8.3% |
191 |
1.0% |
95% |
True |
False |
74,062 |
| 80 |
18,488 |
16,961 |
1,527 |
8.3% |
179 |
1.0% |
95% |
True |
False |
55,573 |
| 100 |
18,488 |
16,270 |
2,218 |
12.0% |
171 |
0.9% |
97% |
True |
False |
44,466 |
| 120 |
18,488 |
15,450 |
3,038 |
16.5% |
162 |
0.9% |
98% |
True |
False |
37,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,096 |
|
2.618 |
18,862 |
|
1.618 |
18,719 |
|
1.000 |
18,631 |
|
0.618 |
18,576 |
|
HIGH |
18,488 |
|
0.618 |
18,433 |
|
0.500 |
18,417 |
|
0.382 |
18,400 |
|
LOW |
18,345 |
|
0.618 |
18,257 |
|
1.000 |
18,202 |
|
1.618 |
18,114 |
|
2.618 |
17,971 |
|
4.250 |
17,737 |
|
|
| Fisher Pivots for day following 15-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
18,417 |
18,396 |
| PP |
18,417 |
18,376 |
| S1 |
18,417 |
18,355 |
|