Trading Metrics calculated at close of trading on 13-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2016 |
13-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
1,356.3 |
1,334.0 |
-22.3 |
-1.6% |
1,345.0 |
High |
1,358.9 |
1,346.3 |
-12.6 |
-0.9% |
1,377.5 |
Low |
1,331.0 |
1,328.1 |
-2.9 |
-0.2% |
1,336.3 |
Close |
1,335.3 |
1,343.6 |
8.3 |
0.6% |
1,358.4 |
Range |
27.9 |
18.2 |
-9.7 |
-34.8% |
41.2 |
ATR |
24.4 |
23.9 |
-0.4 |
-1.8% |
0.0 |
Volume |
257,335 |
204,592 |
-52,743 |
-20.5% |
1,110,513 |
|
Daily Pivots for day following 13-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,393.9 |
1,387.0 |
1,353.6 |
|
R3 |
1,375.7 |
1,368.8 |
1,348.6 |
|
R2 |
1,357.5 |
1,357.5 |
1,346.9 |
|
R1 |
1,350.6 |
1,350.6 |
1,345.3 |
1,354.1 |
PP |
1,339.3 |
1,339.3 |
1,339.3 |
1,341.1 |
S1 |
1,332.4 |
1,332.4 |
1,341.9 |
1,335.9 |
S2 |
1,321.1 |
1,321.1 |
1,340.3 |
|
S3 |
1,302.9 |
1,314.2 |
1,338.6 |
|
S4 |
1,284.7 |
1,296.0 |
1,333.6 |
|
|
Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,481.0 |
1,460.9 |
1,381.1 |
|
R3 |
1,439.8 |
1,419.7 |
1,369.7 |
|
R2 |
1,398.6 |
1,398.6 |
1,366.0 |
|
R1 |
1,378.5 |
1,378.5 |
1,362.2 |
1,388.6 |
PP |
1,357.4 |
1,357.4 |
1,357.4 |
1,362.4 |
S1 |
1,337.3 |
1,337.3 |
1,354.6 |
1,347.4 |
S2 |
1,316.2 |
1,316.2 |
1,350.8 |
|
S3 |
1,275.0 |
1,296.1 |
1,347.1 |
|
S4 |
1,233.8 |
1,254.9 |
1,335.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,376.5 |
1,328.1 |
48.4 |
3.6% |
25.4 |
1.9% |
32% |
False |
True |
242,454 |
10 |
1,377.5 |
1,313.3 |
64.2 |
4.8% |
22.3 |
1.7% |
47% |
False |
False |
239,662 |
20 |
1,377.5 |
1,252.8 |
124.7 |
9.3% |
26.4 |
2.0% |
73% |
False |
False |
243,830 |
40 |
1,377.5 |
1,201.5 |
176.0 |
13.1% |
21.6 |
1.6% |
81% |
False |
False |
190,999 |
60 |
1,377.5 |
1,201.5 |
176.0 |
13.1% |
20.9 |
1.6% |
81% |
False |
False |
133,290 |
80 |
1,377.5 |
1,201.5 |
176.0 |
13.1% |
20.0 |
1.5% |
81% |
False |
False |
101,087 |
100 |
1,377.5 |
1,201.5 |
176.0 |
13.1% |
20.5 |
1.5% |
81% |
False |
False |
81,483 |
120 |
1,377.5 |
1,095.9 |
281.6 |
21.0% |
20.3 |
1.5% |
88% |
False |
False |
68,265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,423.7 |
2.618 |
1,393.9 |
1.618 |
1,375.7 |
1.000 |
1,364.5 |
0.618 |
1,357.5 |
HIGH |
1,346.3 |
0.618 |
1,339.3 |
0.500 |
1,337.2 |
0.382 |
1,335.1 |
LOW |
1,328.1 |
0.618 |
1,316.9 |
1.000 |
1,309.9 |
1.618 |
1,298.7 |
2.618 |
1,280.5 |
4.250 |
1,250.8 |
|
|
Fisher Pivots for day following 13-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
1,341.5 |
1,352.3 |
PP |
1,339.3 |
1,349.4 |
S1 |
1,337.2 |
1,346.5 |
|