Trading Metrics calculated at close of trading on 14-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2016 |
14-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
16,565 |
16,420 |
-145 |
-0.9% |
15,660 |
High |
16,610 |
16,705 |
95 |
0.6% |
15,870 |
Low |
16,265 |
16,290 |
25 |
0.2% |
15,160 |
Close |
16,425 |
16,615 |
190 |
1.2% |
15,410 |
Range |
345 |
415 |
70 |
20.3% |
710 |
ATR |
443 |
441 |
-2 |
-0.5% |
0 |
Volume |
24,146 |
21,363 |
-2,783 |
-11.5% |
69,326 |
|
Daily Pivots for day following 14-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,782 |
17,613 |
16,843 |
|
R3 |
17,367 |
17,198 |
16,729 |
|
R2 |
16,952 |
16,952 |
16,691 |
|
R1 |
16,783 |
16,783 |
16,653 |
16,868 |
PP |
16,537 |
16,537 |
16,537 |
16,579 |
S1 |
16,368 |
16,368 |
16,577 |
16,453 |
S2 |
16,122 |
16,122 |
16,539 |
|
S3 |
15,707 |
15,953 |
16,501 |
|
S4 |
15,292 |
15,538 |
16,387 |
|
|
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 |
16,705 |
15,160 |
1,545 |
9.3% |
481 |
2.9% |
94% |
True |
False |
22,797 |
10 |
16,705 |
15,160 |
1,545 |
9.3% |
396 |
2.4% |
94% |
True |
False |
19,679 |
20 |
16,720 |
14,990 |
1,730 |
10.4% |
491 |
3.0% |
94% |
False |
False |
20,588 |
40 |
17,300 |
14,990 |
2,310 |
13.9% |
397 |
2.4% |
70% |
False |
False |
13,319 |
60 |
17,830 |
14,990 |
2,840 |
17.1% |
351 |
2.1% |
57% |
False |
False |
8,882 |
80 |
17,830 |
14,990 |
2,840 |
17.1% |
286 |
1.7% |
57% |
False |
False |
6,662 |
100 |
17,830 |
14,990 |
2,840 |
17.1% |
230 |
1.4% |
57% |
False |
False |
5,330 |
120 |
17,830 |
14,990 |
2,840 |
17.1% |
192 |
1.2% |
57% |
False |
False |
4,441 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,469 |
2.618 |
17,792 |
1.618 |
17,377 |
1.000 |
17,120 |
0.618 |
16,962 |
HIGH |
16,705 |
0.618 |
16,547 |
0.500 |
16,498 |
0.382 |
16,449 |
LOW |
16,290 |
0.618 |
16,034 |
1.000 |
15,875 |
1.618 |
15,619 |
2.618 |
15,204 |
4.250 |
14,526 |
|
|
Fisher Pivots for day following 14-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
16,576 |
16,541 |
PP |
16,537 |
16,467 |
S1 |
16,498 |
16,393 |
|