Trading Metrics calculated at close of trading on 20-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2016 |
20-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
1,329.1 |
1,332.2 |
3.1 |
0.2% |
1,368.9 |
High |
1,335.5 |
1,338.8 |
3.3 |
0.2% |
1,376.5 |
Low |
1,325.8 |
1,312.5 |
-13.3 |
-1.0% |
1,320.4 |
Close |
1,332.3 |
1,319.3 |
-13.0 |
-1.0% |
1,327.4 |
Range |
9.7 |
26.3 |
16.6 |
171.1% |
56.1 |
ATR |
21.9 |
22.2 |
0.3 |
1.4% |
0.0 |
Volume |
150,620 |
224,985 |
74,365 |
49.4% |
1,148,788 |
|
Daily Pivots for day following 20-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,402.4 |
1,387.2 |
1,333.8 |
|
R3 |
1,376.1 |
1,360.9 |
1,326.5 |
|
R2 |
1,349.8 |
1,349.8 |
1,324.1 |
|
R1 |
1,334.6 |
1,334.6 |
1,321.7 |
1,329.1 |
PP |
1,323.5 |
1,323.5 |
1,323.5 |
1,320.8 |
S1 |
1,308.3 |
1,308.3 |
1,316.9 |
1,302.8 |
S2 |
1,297.2 |
1,297.2 |
1,314.5 |
|
S3 |
1,270.9 |
1,282.0 |
1,312.1 |
|
S4 |
1,244.6 |
1,255.7 |
1,304.8 |
|
|
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 |
1,348.0 |
1,312.5 |
35.5 |
2.7% |
18.6 |
1.4% |
19% |
False |
True |
198,996 |
10 |
1,376.5 |
1,312.5 |
64.0 |
4.9% |
22.0 |
1.7% |
11% |
False |
True |
220,725 |
20 |
1,377.5 |
1,252.8 |
124.7 |
9.5% |
24.7 |
1.9% |
53% |
False |
False |
235,271 |
40 |
1,377.5 |
1,201.5 |
176.0 |
13.3% |
21.9 |
1.7% |
67% |
False |
False |
209,458 |
60 |
1,377.5 |
1,201.5 |
176.0 |
13.3% |
20.7 |
1.6% |
67% |
False |
False |
149,451 |
80 |
1,377.5 |
1,201.5 |
176.0 |
13.3% |
20.0 |
1.5% |
67% |
False |
False |
113,212 |
100 |
1,377.5 |
1,201.5 |
176.0 |
13.3% |
20.3 |
1.5% |
67% |
False |
False |
91,350 |
120 |
1,377.5 |
1,111.3 |
266.2 |
20.2% |
20.6 |
1.6% |
78% |
False |
False |
76,486 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,450.6 |
2.618 |
1,407.7 |
1.618 |
1,381.4 |
1.000 |
1,365.1 |
0.618 |
1,355.1 |
HIGH |
1,338.8 |
0.618 |
1,328.8 |
0.500 |
1,325.7 |
0.382 |
1,322.5 |
LOW |
1,312.5 |
0.618 |
1,296.2 |
1.000 |
1,286.2 |
1.618 |
1,269.9 |
2.618 |
1,243.6 |
4.250 |
1,200.7 |
|
|
Fisher Pivots for day following 20-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
1,325.7 |
1,325.7 |
PP |
1,323.5 |
1,323.5 |
S1 |
1,321.4 |
1,321.4 |
|