Trading Metrics calculated at close of trading on 18-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2016 |
18-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
18,421 |
18,425 |
4 |
0.0% |
18,044 |
High |
18,488 |
18,493 |
5 |
0.0% |
18,488 |
Low |
18,345 |
18,410 |
65 |
0.4% |
18,033 |
Close |
18,417 |
18,451 |
34 |
0.2% |
18,417 |
Range |
143 |
83 |
-60 |
-42.0% |
455 |
ATR |
214 |
204 |
-9 |
-4.4% |
0 |
Volume |
129,046 |
108,256 |
-20,790 |
-16.1% |
667,809 |
|
Daily Pivots for day following 18-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,700 |
18,659 |
18,497 |
|
R3 |
18,617 |
18,576 |
18,474 |
|
R2 |
18,534 |
18,534 |
18,466 |
|
R1 |
18,493 |
18,493 |
18,459 |
18,514 |
PP |
18,451 |
18,451 |
18,451 |
18,462 |
S1 |
18,410 |
18,410 |
18,444 |
18,431 |
S2 |
18,368 |
18,368 |
18,436 |
|
S3 |
18,285 |
18,327 |
18,428 |
|
S4 |
18,202 |
18,244 |
18,405 |
|
|
Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,678 |
19,502 |
18,667 |
|
R3 |
19,223 |
19,047 |
18,542 |
|
R2 |
18,768 |
18,768 |
18,501 |
|
R1 |
18,592 |
18,592 |
18,459 |
18,680 |
PP |
18,313 |
18,313 |
18,313 |
18,357 |
S1 |
18,137 |
18,137 |
18,375 |
18,225 |
S2 |
17,858 |
17,858 |
18,334 |
|
S3 |
17,403 |
17,682 |
18,292 |
|
S4 |
16,948 |
17,227 |
18,167 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,493 |
18,134 |
359 |
1.9% |
134 |
0.7% |
88% |
True |
False |
128,426 |
10 |
18,493 |
17,618 |
875 |
4.7% |
176 |
1.0% |
95% |
True |
False |
140,757 |
20 |
18,493 |
16,961 |
1,532 |
8.3% |
239 |
1.3% |
97% |
True |
False |
167,090 |
40 |
18,493 |
16,961 |
1,532 |
8.3% |
197 |
1.1% |
97% |
True |
False |
113,724 |
60 |
18,493 |
16,961 |
1,532 |
8.3% |
189 |
1.0% |
97% |
True |
False |
75,865 |
80 |
18,493 |
16,961 |
1,532 |
8.3% |
179 |
1.0% |
97% |
True |
False |
56,925 |
100 |
18,493 |
16,310 |
2,183 |
11.8% |
171 |
0.9% |
98% |
True |
False |
45,549 |
120 |
18,493 |
15,450 |
3,043 |
16.5% |
160 |
0.9% |
99% |
True |
False |
37,959 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,846 |
2.618 |
18,710 |
1.618 |
18,627 |
1.000 |
18,576 |
0.618 |
18,544 |
HIGH |
18,493 |
0.618 |
18,461 |
0.500 |
18,452 |
0.382 |
18,442 |
LOW |
18,410 |
0.618 |
18,359 |
1.000 |
18,327 |
1.618 |
18,276 |
2.618 |
18,193 |
4.250 |
18,057 |
|
|
Fisher Pivots for day following 18-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
18,452 |
18,427 |
PP |
18,451 |
18,403 |
S1 |
18,451 |
18,380 |
|