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 |
18,151 |
18,268 |
117 |
0.6% |
17,880 |
High |
18,287 |
18,305 |
18 |
0.1% |
18,079 |
Low |
18,134 |
18,222 |
88 |
0.5% |
17,618 |
Close |
18,264 |
18,288 |
24 |
0.1% |
18,038 |
Range |
153 |
83 |
-70 |
-45.8% |
461 |
ATR |
230 |
220 |
-11 |
-4.6% |
0 |
Volume |
131,748 |
124,219 |
-7,529 |
-5.7% |
631,513 |
|
Daily Pivots for day following 13-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,521 |
18,487 |
18,334 |
|
R3 |
18,438 |
18,404 |
18,311 |
|
R2 |
18,355 |
18,355 |
18,303 |
|
R1 |
18,321 |
18,321 |
18,296 |
18,338 |
PP |
18,272 |
18,272 |
18,272 |
18,280 |
S1 |
18,238 |
18,238 |
18,281 |
18,255 |
S2 |
18,189 |
18,189 |
18,273 |
|
S3 |
18,106 |
18,155 |
18,265 |
|
S4 |
18,023 |
18,072 |
18,242 |
|
|
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 |
18,305 |
17,726 |
579 |
3.2% |
173 |
0.9% |
97% |
True |
False |
138,255 |
10 |
18,305 |
17,255 |
1,050 |
5.7% |
217 |
1.2% |
98% |
True |
False |
148,055 |
20 |
18,305 |
16,961 |
1,344 |
7.3% |
249 |
1.4% |
99% |
True |
False |
176,433 |
40 |
18,305 |
16,961 |
1,344 |
7.3% |
203 |
1.1% |
99% |
True |
False |
104,099 |
60 |
18,305 |
16,961 |
1,344 |
7.3% |
190 |
1.0% |
99% |
True |
False |
69,433 |
80 |
18,305 |
16,961 |
1,344 |
7.3% |
177 |
1.0% |
99% |
True |
False |
52,099 |
100 |
18,305 |
16,220 |
2,085 |
11.4% |
169 |
0.9% |
99% |
True |
False |
41,687 |
120 |
18,305 |
15,450 |
2,855 |
15.6% |
161 |
0.9% |
99% |
True |
False |
34,741 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,658 |
2.618 |
18,522 |
1.618 |
18,439 |
1.000 |
18,388 |
0.618 |
18,356 |
HIGH |
18,305 |
0.618 |
18,273 |
0.500 |
18,264 |
0.382 |
18,254 |
LOW |
18,222 |
0.618 |
18,171 |
1.000 |
18,139 |
1.618 |
18,088 |
2.618 |
18,005 |
4.250 |
17,869 |
|
|
Fisher Pivots for day following 13-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
18,280 |
18,248 |
PP |
18,272 |
18,209 |
S1 |
18,264 |
18,169 |
|