Trading Metrics calculated at close of trading on 22-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2016 |
22-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
1,316.2 |
1,331.4 |
15.2 |
1.2% |
1,333.4 |
High |
1,334.0 |
1,334.0 |
0.0 |
0.0% |
1,338.8 |
Low |
1,310.7 |
1,319.4 |
8.7 |
0.7% |
1,310.7 |
Close |
1,331.0 |
1,323.4 |
-7.6 |
-0.6% |
1,323.4 |
Range |
23.3 |
14.6 |
-8.7 |
-37.3% |
28.1 |
ATR |
22.3 |
21.8 |
-0.6 |
-2.5% |
0.0 |
Volume |
253,464 |
232,263 |
-21,201 |
-8.4% |
1,024,544 |
|
Daily Pivots for day following 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,369.4 |
1,361.0 |
1,331.4 |
|
R3 |
1,354.8 |
1,346.4 |
1,327.4 |
|
R2 |
1,340.2 |
1,340.2 |
1,326.1 |
|
R1 |
1,331.8 |
1,331.8 |
1,324.7 |
1,328.7 |
PP |
1,325.6 |
1,325.6 |
1,325.6 |
1,324.1 |
S1 |
1,317.2 |
1,317.2 |
1,322.1 |
1,314.1 |
S2 |
1,311.0 |
1,311.0 |
1,320.7 |
|
S3 |
1,296.4 |
1,302.6 |
1,319.4 |
|
S4 |
1,281.8 |
1,288.0 |
1,315.4 |
|
|
Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,408.6 |
1,394.1 |
1,338.9 |
|
R3 |
1,380.5 |
1,366.0 |
1,331.1 |
|
R2 |
1,352.4 |
1,352.4 |
1,328.6 |
|
R1 |
1,337.9 |
1,337.9 |
1,326.0 |
1,331.1 |
PP |
1,324.3 |
1,324.3 |
1,324.3 |
1,320.9 |
S1 |
1,309.8 |
1,309.8 |
1,320.8 |
1,303.0 |
S2 |
1,296.2 |
1,296.2 |
1,318.2 |
|
S3 |
1,268.1 |
1,281.7 |
1,315.7 |
|
S4 |
1,240.0 |
1,253.6 |
1,307.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,338.8 |
1,310.7 |
28.1 |
2.1% |
17.3 |
1.3% |
45% |
False |
False |
204,908 |
10 |
1,376.5 |
1,310.7 |
65.8 |
5.0% |
20.2 |
1.5% |
19% |
False |
False |
217,333 |
20 |
1,377.5 |
1,252.8 |
124.7 |
9.4% |
25.2 |
1.9% |
57% |
False |
False |
245,294 |
40 |
1,377.5 |
1,201.5 |
176.0 |
13.3% |
21.9 |
1.7% |
69% |
False |
False |
215,857 |
60 |
1,377.5 |
1,201.5 |
176.0 |
13.3% |
20.9 |
1.6% |
69% |
False |
False |
157,382 |
80 |
1,377.5 |
1,201.5 |
176.0 |
13.3% |
19.9 |
1.5% |
69% |
False |
False |
119,182 |
100 |
1,377.5 |
1,201.5 |
176.0 |
13.3% |
20.2 |
1.5% |
69% |
False |
False |
96,151 |
120 |
1,377.5 |
1,125.3 |
252.2 |
19.1% |
20.8 |
1.6% |
79% |
False |
False |
80,523 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,396.1 |
2.618 |
1,372.2 |
1.618 |
1,357.6 |
1.000 |
1,348.6 |
0.618 |
1,343.0 |
HIGH |
1,334.0 |
0.618 |
1,328.4 |
0.500 |
1,326.7 |
0.382 |
1,325.0 |
LOW |
1,319.4 |
0.618 |
1,310.4 |
1.000 |
1,304.8 |
1.618 |
1,295.8 |
2.618 |
1,281.2 |
4.250 |
1,257.4 |
|
|
Fisher Pivots for day following 22-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
1,326.7 |
1,324.8 |
PP |
1,325.6 |
1,324.3 |
S1 |
1,324.5 |
1,323.9 |
|