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 |
18,268 |
18,288 |
20 |
0.1% |
17,880 |
High |
18,305 |
18,475 |
170 |
0.9% |
18,079 |
Low |
18,222 |
18,266 |
44 |
0.2% |
17,618 |
Close |
18,288 |
18,427 |
139 |
0.8% |
18,038 |
Range |
83 |
209 |
126 |
151.8% |
461 |
ATR |
220 |
219 |
-1 |
-0.4% |
0 |
Volume |
124,219 |
148,861 |
24,642 |
19.8% |
631,513 |
|
Daily Pivots for day following 14-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,016 |
18,931 |
18,542 |
|
R3 |
18,807 |
18,722 |
18,485 |
|
R2 |
18,598 |
18,598 |
18,465 |
|
R1 |
18,513 |
18,513 |
18,446 |
18,556 |
PP |
18,389 |
18,389 |
18,389 |
18,411 |
S1 |
18,304 |
18,304 |
18,408 |
18,347 |
S2 |
18,180 |
18,180 |
18,389 |
|
S3 |
17,971 |
18,095 |
18,370 |
|
S4 |
17,762 |
17,886 |
18,312 |
|
|
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 |
18,475 |
17,782 |
693 |
3.8% |
181 |
1.0% |
93% |
True |
False |
141,070 |
10 |
18,475 |
17,557 |
918 |
5.0% |
194 |
1.1% |
95% |
True |
False |
145,885 |
20 |
18,475 |
16,961 |
1,514 |
8.2% |
251 |
1.4% |
97% |
True |
False |
174,563 |
40 |
18,475 |
16,961 |
1,514 |
8.2% |
201 |
1.1% |
97% |
True |
False |
107,814 |
60 |
18,475 |
16,961 |
1,514 |
8.2% |
192 |
1.0% |
97% |
True |
False |
71,913 |
80 |
18,475 |
16,961 |
1,514 |
8.2% |
178 |
1.0% |
97% |
True |
False |
53,960 |
100 |
18,475 |
16,220 |
2,255 |
12.2% |
171 |
0.9% |
98% |
True |
False |
43,176 |
120 |
18,475 |
15,450 |
3,025 |
16.4% |
162 |
0.9% |
98% |
True |
False |
35,981 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,363 |
2.618 |
19,022 |
1.618 |
18,813 |
1.000 |
18,684 |
0.618 |
18,604 |
HIGH |
18,475 |
0.618 |
18,395 |
0.500 |
18,371 |
0.382 |
18,346 |
LOW |
18,266 |
0.618 |
18,137 |
1.000 |
18,057 |
1.618 |
17,928 |
2.618 |
17,719 |
4.250 |
17,378 |
|
|
Fisher Pivots for day following 14-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
18,408 |
18,386 |
PP |
18,389 |
18,345 |
S1 |
18,371 |
18,305 |
|