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 |
1,344.5 |
1,336.4 |
-8.1 |
-0.6% |
1,368.9 |
High |
1,348.0 |
1,339.5 |
-8.5 |
-0.6% |
1,376.5 |
Low |
1,320.4 |
1,322.6 |
2.2 |
0.2% |
1,320.4 |
Close |
1,332.2 |
1,327.4 |
-4.8 |
-0.4% |
1,327.4 |
Range |
27.6 |
16.9 |
-10.7 |
-38.8% |
56.1 |
ATR |
24.2 |
23.7 |
-0.5 |
-2.2% |
0.0 |
Volume |
264,334 |
191,831 |
-72,503 |
-27.4% |
1,148,788 |
|
Daily Pivots for day following 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,380.5 |
1,370.9 |
1,336.7 |
|
R3 |
1,363.6 |
1,354.0 |
1,332.0 |
|
R2 |
1,346.7 |
1,346.7 |
1,330.5 |
|
R1 |
1,337.1 |
1,337.1 |
1,328.9 |
1,333.5 |
PP |
1,329.8 |
1,329.8 |
1,329.8 |
1,328.0 |
S1 |
1,320.2 |
1,320.2 |
1,325.9 |
1,316.6 |
S2 |
1,312.9 |
1,312.9 |
1,324.3 |
|
S3 |
1,296.0 |
1,303.3 |
1,322.8 |
|
S4 |
1,279.1 |
1,286.4 |
1,318.1 |
|
|
Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,509.7 |
1,474.7 |
1,358.3 |
|
R3 |
1,453.6 |
1,418.6 |
1,342.8 |
|
R2 |
1,397.5 |
1,397.5 |
1,337.7 |
|
R1 |
1,362.5 |
1,362.5 |
1,332.5 |
1,352.0 |
PP |
1,341.4 |
1,341.4 |
1,341.4 |
1,336.2 |
S1 |
1,306.4 |
1,306.4 |
1,322.3 |
1,295.9 |
S2 |
1,285.3 |
1,285.3 |
1,317.1 |
|
S3 |
1,229.2 |
1,250.3 |
1,312.0 |
|
S4 |
1,173.1 |
1,194.2 |
1,296.5 |
|
|
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 |
1,320.4 |
56.1 |
4.2% |
23.1 |
1.7% |
12% |
False |
False |
229,757 |
10 |
1,377.5 |
1,320.4 |
57.1 |
4.3% |
23.9 |
1.8% |
12% |
False |
False |
248,302 |
20 |
1,377.5 |
1,252.8 |
124.7 |
9.4% |
25.8 |
1.9% |
60% |
False |
False |
238,959 |
40 |
1,377.5 |
1,201.5 |
176.0 |
13.3% |
21.7 |
1.6% |
72% |
False |
False |
200,905 |
60 |
1,377.5 |
1,201.5 |
176.0 |
13.3% |
20.9 |
1.6% |
72% |
False |
False |
140,727 |
80 |
1,377.5 |
1,201.5 |
176.0 |
13.3% |
20.1 |
1.5% |
72% |
False |
False |
106,637 |
100 |
1,377.5 |
1,201.5 |
176.0 |
13.3% |
20.6 |
1.5% |
72% |
False |
False |
86,017 |
120 |
1,377.5 |
1,109.2 |
268.3 |
20.2% |
20.5 |
1.5% |
81% |
False |
False |
72,037 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,411.3 |
2.618 |
1,383.7 |
1.618 |
1,366.8 |
1.000 |
1,356.4 |
0.618 |
1,349.9 |
HIGH |
1,339.5 |
0.618 |
1,333.0 |
0.500 |
1,331.1 |
0.382 |
1,329.1 |
LOW |
1,322.6 |
0.618 |
1,312.2 |
1.000 |
1,305.7 |
1.618 |
1,295.3 |
2.618 |
1,278.4 |
4.250 |
1,250.8 |
|
|
Fisher Pivots for day following 15-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
1,331.1 |
1,334.2 |
PP |
1,329.8 |
1,331.9 |
S1 |
1,328.6 |
1,329.7 |
|