Trading Metrics calculated at close of trading on 12-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2016 |
12-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
18,044 |
18,151 |
107 |
0.6% |
17,880 |
High |
18,197 |
18,287 |
90 |
0.5% |
18,079 |
Low |
18,033 |
18,134 |
101 |
0.6% |
17,618 |
Close |
18,147 |
18,264 |
117 |
0.6% |
18,038 |
Range |
164 |
153 |
-11 |
-6.7% |
461 |
ATR |
236 |
230 |
-6 |
-2.5% |
0 |
Volume |
133,935 |
131,748 |
-2,187 |
-1.6% |
631,513 |
|
Daily Pivots for day following 12-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,687 |
18,629 |
18,348 |
|
R3 |
18,534 |
18,476 |
18,306 |
|
R2 |
18,381 |
18,381 |
18,292 |
|
R1 |
18,323 |
18,323 |
18,278 |
18,352 |
PP |
18,228 |
18,228 |
18,228 |
18,243 |
S1 |
18,170 |
18,170 |
18,250 |
18,199 |
S2 |
18,075 |
18,075 |
18,236 |
|
S3 |
17,922 |
18,017 |
18,222 |
|
S4 |
17,769 |
17,864 |
18,180 |
|
|
Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,295 |
19,127 |
18,292 |
|
R3 |
18,834 |
18,666 |
18,165 |
|
R2 |
18,373 |
18,373 |
18,123 |
|
R1 |
18,205 |
18,205 |
18,080 |
18,289 |
PP |
17,912 |
17,912 |
17,912 |
17,954 |
S1 |
17,744 |
17,744 |
17,996 |
17,828 |
S2 |
17,451 |
17,451 |
17,954 |
|
S3 |
16,990 |
17,283 |
17,911 |
|
S4 |
16,529 |
16,822 |
17,785 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,287 |
17,618 |
669 |
3.7% |
201 |
1.1% |
97% |
True |
False |
149,272 |
10 |
18,287 |
16,979 |
1,308 |
7.2% |
242 |
1.3% |
98% |
True |
False |
154,759 |
20 |
18,287 |
16,961 |
1,326 |
7.3% |
253 |
1.4% |
98% |
True |
False |
180,701 |
40 |
18,287 |
16,961 |
1,326 |
7.3% |
208 |
1.1% |
98% |
True |
False |
100,998 |
60 |
18,287 |
16,961 |
1,326 |
7.3% |
193 |
1.1% |
98% |
True |
False |
67,366 |
80 |
18,287 |
16,961 |
1,326 |
7.3% |
178 |
1.0% |
98% |
True |
False |
50,548 |
100 |
18,287 |
16,189 |
2,098 |
11.5% |
168 |
0.9% |
99% |
True |
False |
40,445 |
120 |
18,287 |
15,450 |
2,837 |
15.5% |
162 |
0.9% |
99% |
True |
False |
33,706 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,937 |
2.618 |
18,688 |
1.618 |
18,535 |
1.000 |
18,440 |
0.618 |
18,382 |
HIGH |
18,287 |
0.618 |
18,229 |
0.500 |
18,211 |
0.382 |
18,193 |
LOW |
18,134 |
0.618 |
18,040 |
1.000 |
17,981 |
1.618 |
17,887 |
2.618 |
17,734 |
4.250 |
17,484 |
|
|
Fisher Pivots for day following 12-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
18,246 |
18,188 |
PP |
18,228 |
18,111 |
S1 |
18,211 |
18,035 |
|