Trading Metrics calculated at close of trading on 22-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2016 |
22-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
18,530 |
18,440 |
-90 |
-0.5% |
18,425 |
High |
18,548 |
18,495 |
-53 |
-0.3% |
18,565 |
Low |
18,394 |
18,417 |
23 |
0.1% |
18,394 |
Close |
18,436 |
18,478 |
42 |
0.2% |
18,478 |
Range |
154 |
78 |
-76 |
-49.4% |
171 |
ATR |
188 |
180 |
-8 |
-4.2% |
0 |
Volume |
109,859 |
94,200 |
-15,659 |
-14.3% |
525,425 |
|
Daily Pivots for day following 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,697 |
18,666 |
18,521 |
|
R3 |
18,619 |
18,588 |
18,500 |
|
R2 |
18,541 |
18,541 |
18,492 |
|
R1 |
18,510 |
18,510 |
18,485 |
18,526 |
PP |
18,463 |
18,463 |
18,463 |
18,471 |
S1 |
18,432 |
18,432 |
18,471 |
18,448 |
S2 |
18,385 |
18,385 |
18,464 |
|
S3 |
18,307 |
18,354 |
18,457 |
|
S4 |
18,229 |
18,276 |
18,435 |
|
|
Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,992 |
18,906 |
18,572 |
|
R3 |
18,821 |
18,735 |
18,525 |
|
R2 |
18,650 |
18,650 |
18,509 |
|
R1 |
18,564 |
18,564 |
18,494 |
18,607 |
PP |
18,479 |
18,479 |
18,479 |
18,501 |
S1 |
18,393 |
18,393 |
18,462 |
18,436 |
S2 |
18,308 |
18,308 |
18,447 |
|
S3 |
18,137 |
18,222 |
18,431 |
|
S4 |
17,966 |
18,051 |
18,384 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,565 |
18,394 |
171 |
0.9% |
104 |
0.6% |
49% |
False |
False |
105,085 |
10 |
18,565 |
18,033 |
532 |
2.9% |
127 |
0.7% |
84% |
False |
False |
119,323 |
20 |
18,565 |
16,961 |
1,604 |
8.7% |
226 |
1.2% |
95% |
False |
False |
160,606 |
40 |
18,565 |
16,961 |
1,604 |
8.7% |
191 |
1.0% |
95% |
False |
False |
124,107 |
60 |
18,565 |
16,961 |
1,604 |
8.7% |
189 |
1.0% |
95% |
False |
False |
82,816 |
80 |
18,565 |
16,961 |
1,604 |
8.7% |
178 |
1.0% |
95% |
False |
False |
62,137 |
100 |
18,565 |
16,599 |
1,966 |
10.6% |
168 |
0.9% |
96% |
False |
False |
49,720 |
120 |
18,565 |
15,450 |
3,115 |
16.9% |
158 |
0.9% |
97% |
False |
False |
41,435 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,827 |
2.618 |
18,699 |
1.618 |
18,621 |
1.000 |
18,573 |
0.618 |
18,543 |
HIGH |
18,495 |
0.618 |
18,465 |
0.500 |
18,456 |
0.382 |
18,447 |
LOW |
18,417 |
0.618 |
18,369 |
1.000 |
18,339 |
1.618 |
18,291 |
2.618 |
18,213 |
4.250 |
18,086 |
|
|
Fisher Pivots for day following 22-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
18,471 |
18,480 |
PP |
18,463 |
18,479 |
S1 |
18,456 |
18,479 |
|