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 |
4,552.75 |
4,571.75 |
19.00 |
0.4% |
4,438.75 |
High |
4,582.00 |
4,584.50 |
2.50 |
0.1% |
4,523.25 |
Low |
4,546.75 |
4,558.50 |
11.75 |
0.3% |
4,365.75 |
Close |
4,569.75 |
4,561.25 |
-8.50 |
-0.2% |
4,517.25 |
Range |
35.25 |
26.00 |
-9.25 |
-26.2% |
157.50 |
ATR |
68.11 |
65.10 |
-3.01 |
-4.4% |
0.00 |
Volume |
190,097 |
190,027 |
-70 |
0.0% |
873,943 |
|
Daily Pivots for day following 13-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,646.00 |
4,629.75 |
4,575.50 |
|
R3 |
4,620.00 |
4,603.75 |
4,568.50 |
|
R2 |
4,594.00 |
4,594.00 |
4,566.00 |
|
R1 |
4,577.75 |
4,577.75 |
4,563.75 |
4,573.00 |
PP |
4,568.00 |
4,568.00 |
4,568.00 |
4,565.75 |
S1 |
4,551.75 |
4,551.75 |
4,558.75 |
4,547.00 |
S2 |
4,542.00 |
4,542.00 |
4,556.50 |
|
S3 |
4,516.00 |
4,525.75 |
4,554.00 |
|
S4 |
4,490.00 |
4,499.75 |
4,547.00 |
|
|
Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,941.25 |
4,886.75 |
4,604.00 |
|
R3 |
4,783.75 |
4,729.25 |
4,560.50 |
|
R2 |
4,626.25 |
4,626.25 |
4,546.00 |
|
R1 |
4,571.75 |
4,571.75 |
4,531.75 |
4,599.00 |
PP |
4,468.75 |
4,468.75 |
4,468.75 |
4,482.50 |
S1 |
4,414.25 |
4,414.25 |
4,502.75 |
4,441.50 |
S2 |
4,311.25 |
4,311.25 |
4,488.50 |
|
S3 |
4,153.75 |
4,256.75 |
4,474.00 |
|
S4 |
3,996.25 |
4,099.25 |
4,430.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,584.50 |
4,427.50 |
157.00 |
3.4% |
45.25 |
1.0% |
85% |
True |
False |
196,408 |
10 |
4,584.50 |
4,268.25 |
316.25 |
6.9% |
62.00 |
1.4% |
93% |
True |
False |
211,612 |
20 |
4,584.50 |
4,167.75 |
416.75 |
9.1% |
73.50 |
1.6% |
94% |
True |
False |
243,645 |
40 |
4,584.50 |
4,167.75 |
416.75 |
9.1% |
60.25 |
1.3% |
94% |
True |
False |
146,483 |
60 |
4,584.50 |
4,167.75 |
416.75 |
9.1% |
61.00 |
1.3% |
94% |
True |
False |
97,698 |
80 |
4,584.50 |
4,167.75 |
416.75 |
9.1% |
59.00 |
1.3% |
94% |
True |
False |
73,294 |
100 |
4,584.50 |
4,101.75 |
482.75 |
10.6% |
55.50 |
1.2% |
95% |
True |
False |
58,639 |
120 |
4,584.50 |
3,902.00 |
682.50 |
15.0% |
51.00 |
1.1% |
97% |
True |
False |
48,866 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,695.00 |
2.618 |
4,652.50 |
1.618 |
4,626.50 |
1.000 |
4,610.50 |
0.618 |
4,600.50 |
HIGH |
4,584.50 |
0.618 |
4,574.50 |
0.500 |
4,571.50 |
0.382 |
4,568.50 |
LOW |
4,558.50 |
0.618 |
4,542.50 |
1.000 |
4,532.50 |
1.618 |
4,516.50 |
2.618 |
4,490.50 |
4.250 |
4,448.00 |
|
|
Fisher Pivots for day following 13-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
4,571.50 |
4,557.50 |
PP |
4,568.00 |
4,553.75 |
S1 |
4,564.75 |
4,550.00 |
|