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 |
16,140 |
16,565 |
425 |
2.6% |
15,660 |
High |
16,640 |
16,610 |
-30 |
-0.2% |
15,870 |
Low |
16,080 |
16,265 |
185 |
1.2% |
15,160 |
Close |
16,600 |
16,425 |
-175 |
-1.1% |
15,410 |
Range |
560 |
345 |
-215 |
-38.4% |
710 |
ATR |
451 |
443 |
-8 |
-1.7% |
0 |
Volume |
26,331 |
24,146 |
-2,185 |
-8.3% |
69,326 |
|
Daily Pivots for day following 13-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,468 |
17,292 |
16,615 |
|
R3 |
17,123 |
16,947 |
16,520 |
|
R2 |
16,778 |
16,778 |
16,488 |
|
R1 |
16,602 |
16,602 |
16,457 |
16,518 |
PP |
16,433 |
16,433 |
16,433 |
16,391 |
S1 |
16,257 |
16,257 |
16,394 |
16,173 |
S2 |
16,088 |
16,088 |
16,362 |
|
S3 |
15,743 |
15,912 |
16,330 |
|
S4 |
15,398 |
15,567 |
16,235 |
|
|
Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,610 |
17,220 |
15,801 |
|
R3 |
16,900 |
16,510 |
15,605 |
|
R2 |
16,190 |
16,190 |
15,540 |
|
R1 |
15,800 |
15,800 |
15,475 |
15,640 |
PP |
15,480 |
15,480 |
15,480 |
15,400 |
S1 |
15,090 |
15,090 |
15,345 |
14,930 |
S2 |
14,770 |
14,770 |
15,280 |
|
S3 |
14,060 |
14,380 |
15,215 |
|
S4 |
13,350 |
13,670 |
15,020 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,640 |
15,160 |
1,480 |
9.0% |
435 |
2.6% |
85% |
False |
False |
20,958 |
10 |
16,640 |
15,160 |
1,480 |
9.0% |
400 |
2.4% |
85% |
False |
False |
19,072 |
20 |
16,720 |
14,990 |
1,730 |
10.5% |
485 |
2.9% |
83% |
False |
False |
20,233 |
40 |
17,300 |
14,990 |
2,310 |
14.1% |
392 |
2.4% |
62% |
False |
False |
12,785 |
60 |
17,830 |
14,990 |
2,840 |
17.3% |
349 |
2.1% |
51% |
False |
False |
8,526 |
80 |
17,830 |
14,990 |
2,840 |
17.3% |
282 |
1.7% |
51% |
False |
False |
6,395 |
100 |
17,830 |
14,990 |
2,840 |
17.3% |
226 |
1.4% |
51% |
False |
False |
5,116 |
120 |
17,830 |
14,990 |
2,840 |
17.3% |
188 |
1.1% |
51% |
False |
False |
4,263 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,076 |
2.618 |
17,513 |
1.618 |
17,168 |
1.000 |
16,955 |
0.618 |
16,823 |
HIGH |
16,610 |
0.618 |
16,478 |
0.500 |
16,438 |
0.382 |
16,397 |
LOW |
16,265 |
0.618 |
16,052 |
1.000 |
15,920 |
1.618 |
15,707 |
2.618 |
15,362 |
4.250 |
14,799 |
|
|
Fisher Pivots for day following 13-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
16,438 |
16,294 |
PP |
16,433 |
16,163 |
S1 |
16,429 |
16,033 |
|