Trading Metrics calculated at close of trading on 19-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2016 |
19-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
18,425 |
18,461 |
36 |
0.2% |
18,044 |
High |
18,493 |
18,494 |
1 |
0.0% |
18,488 |
Low |
18,410 |
18,401 |
-9 |
0.0% |
18,033 |
Close |
18,451 |
18,480 |
29 |
0.2% |
18,417 |
Range |
83 |
93 |
10 |
12.0% |
455 |
ATR |
204 |
196 |
-8 |
-3.9% |
0 |
Volume |
108,256 |
105,405 |
-2,851 |
-2.6% |
667,809 |
|
Daily Pivots for day following 19-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,737 |
18,702 |
18,531 |
|
R3 |
18,644 |
18,609 |
18,506 |
|
R2 |
18,551 |
18,551 |
18,497 |
|
R1 |
18,516 |
18,516 |
18,489 |
18,534 |
PP |
18,458 |
18,458 |
18,458 |
18,467 |
S1 |
18,423 |
18,423 |
18,472 |
18,441 |
S2 |
18,365 |
18,365 |
18,463 |
|
S3 |
18,272 |
18,330 |
18,455 |
|
S4 |
18,179 |
18,237 |
18,429 |
|
|
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 |
18,494 |
18,222 |
272 |
1.5% |
122 |
0.7% |
95% |
True |
False |
123,157 |
10 |
18,494 |
17,618 |
876 |
4.7% |
162 |
0.9% |
98% |
True |
False |
136,214 |
20 |
18,494 |
16,961 |
1,533 |
8.3% |
233 |
1.3% |
99% |
True |
False |
165,090 |
40 |
18,494 |
16,961 |
1,533 |
8.3% |
196 |
1.1% |
99% |
True |
False |
116,345 |
60 |
18,494 |
16,961 |
1,533 |
8.3% |
189 |
1.0% |
99% |
True |
False |
77,621 |
80 |
18,494 |
16,961 |
1,533 |
8.3% |
178 |
1.0% |
99% |
True |
False |
58,242 |
100 |
18,494 |
16,327 |
2,167 |
11.7% |
170 |
0.9% |
99% |
True |
False |
46,603 |
120 |
18,494 |
15,450 |
3,044 |
16.5% |
160 |
0.9% |
100% |
True |
False |
38,837 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,889 |
2.618 |
18,738 |
1.618 |
18,645 |
1.000 |
18,587 |
0.618 |
18,552 |
HIGH |
18,494 |
0.618 |
18,459 |
0.500 |
18,448 |
0.382 |
18,437 |
LOW |
18,401 |
0.618 |
18,344 |
1.000 |
18,308 |
1.618 |
18,251 |
2.618 |
18,158 |
4.250 |
18,006 |
|
|
Fisher Pivots for day following 19-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
18,469 |
18,460 |
PP |
18,458 |
18,440 |
S1 |
18,448 |
18,420 |
|