Trading Metrics calculated at close of trading on 21-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2016 |
21-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
1,332.2 |
1,316.2 |
-16.0 |
-1.2% |
1,368.9 |
High |
1,338.8 |
1,334.0 |
-4.8 |
-0.4% |
1,376.5 |
Low |
1,312.5 |
1,310.7 |
-1.8 |
-0.1% |
1,320.4 |
Close |
1,319.3 |
1,331.0 |
11.7 |
0.9% |
1,327.4 |
Range |
26.3 |
23.3 |
-3.0 |
-11.4% |
56.1 |
ATR |
22.2 |
22.3 |
0.1 |
0.3% |
0.0 |
Volume |
224,985 |
253,464 |
28,479 |
12.7% |
1,148,788 |
|
Daily Pivots for day following 21-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,395.1 |
1,386.4 |
1,343.8 |
|
R3 |
1,371.8 |
1,363.1 |
1,337.4 |
|
R2 |
1,348.5 |
1,348.5 |
1,335.3 |
|
R1 |
1,339.8 |
1,339.8 |
1,333.1 |
1,344.2 |
PP |
1,325.2 |
1,325.2 |
1,325.2 |
1,327.4 |
S1 |
1,316.5 |
1,316.5 |
1,328.9 |
1,320.9 |
S2 |
1,301.9 |
1,301.9 |
1,326.7 |
|
S3 |
1,278.6 |
1,293.2 |
1,324.6 |
|
S4 |
1,255.3 |
1,269.9 |
1,318.2 |
|
|
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 |
1,339.5 |
1,310.7 |
28.8 |
2.2% |
17.7 |
1.3% |
70% |
False |
True |
196,822 |
10 |
1,376.5 |
1,310.7 |
65.8 |
4.9% |
22.3 |
1.7% |
31% |
False |
True |
224,225 |
20 |
1,377.5 |
1,252.8 |
124.7 |
9.4% |
25.4 |
1.9% |
63% |
False |
False |
241,310 |
40 |
1,377.5 |
1,201.5 |
176.0 |
13.2% |
21.8 |
1.6% |
74% |
False |
False |
212,724 |
60 |
1,377.5 |
1,201.5 |
176.0 |
13.2% |
20.9 |
1.6% |
74% |
False |
False |
153,587 |
80 |
1,377.5 |
1,201.5 |
176.0 |
13.2% |
20.0 |
1.5% |
74% |
False |
False |
116,318 |
100 |
1,377.5 |
1,201.5 |
176.0 |
13.2% |
20.3 |
1.5% |
74% |
False |
False |
93,856 |
120 |
1,377.5 |
1,121.0 |
256.5 |
19.3% |
20.7 |
1.6% |
82% |
False |
False |
78,591 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,433.0 |
2.618 |
1,395.0 |
1.618 |
1,371.7 |
1.000 |
1,357.3 |
0.618 |
1,348.4 |
HIGH |
1,334.0 |
0.618 |
1,325.1 |
0.500 |
1,322.4 |
0.382 |
1,319.6 |
LOW |
1,310.7 |
0.618 |
1,296.3 |
1.000 |
1,287.4 |
1.618 |
1,273.0 |
2.618 |
1,249.7 |
4.250 |
1,211.7 |
|
|
Fisher Pivots for day following 21-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
1,328.1 |
1,328.9 |
PP |
1,325.2 |
1,326.8 |
S1 |
1,322.4 |
1,324.8 |
|