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 |
4,571.75 |
4,561.00 |
-10.75 |
-0.2% |
4,438.75 |
High |
4,584.50 |
4,608.25 |
23.75 |
0.5% |
4,523.25 |
Low |
4,558.50 |
4,553.50 |
-5.00 |
-0.1% |
4,365.75 |
Close |
4,561.25 |
4,590.00 |
28.75 |
0.6% |
4,517.25 |
Range |
26.00 |
54.75 |
28.75 |
110.6% |
157.50 |
ATR |
65.10 |
64.36 |
-0.74 |
-1.1% |
0.00 |
Volume |
190,027 |
191,874 |
1,847 |
1.0% |
873,943 |
|
Daily Pivots for day following 14-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,748.25 |
4,723.75 |
4,620.00 |
|
R3 |
4,693.50 |
4,669.00 |
4,605.00 |
|
R2 |
4,638.75 |
4,638.75 |
4,600.00 |
|
R1 |
4,614.25 |
4,614.25 |
4,595.00 |
4,626.50 |
PP |
4,584.00 |
4,584.00 |
4,584.00 |
4,590.00 |
S1 |
4,559.50 |
4,559.50 |
4,585.00 |
4,571.75 |
S2 |
4,529.25 |
4,529.25 |
4,580.00 |
|
S3 |
4,474.50 |
4,504.75 |
4,575.00 |
|
S4 |
4,419.75 |
4,450.00 |
4,560.00 |
|
|
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 |
4,608.25 |
4,439.75 |
168.50 |
3.7% |
49.50 |
1.1% |
89% |
True |
False |
197,809 |
10 |
4,608.25 |
4,338.50 |
269.75 |
5.9% |
56.25 |
1.2% |
93% |
True |
False |
204,798 |
20 |
4,608.25 |
4,167.75 |
440.50 |
9.6% |
74.25 |
1.6% |
96% |
True |
False |
240,960 |
40 |
4,608.25 |
4,167.75 |
440.50 |
9.6% |
59.50 |
1.3% |
96% |
True |
False |
151,274 |
60 |
4,608.25 |
4,167.75 |
440.50 |
9.6% |
60.50 |
1.3% |
96% |
True |
False |
100,893 |
80 |
4,608.25 |
4,167.75 |
440.50 |
9.6% |
59.25 |
1.3% |
96% |
True |
False |
75,692 |
100 |
4,608.25 |
4,101.75 |
506.50 |
11.0% |
55.50 |
1.2% |
96% |
True |
False |
60,558 |
120 |
4,608.25 |
3,902.00 |
706.25 |
15.4% |
51.25 |
1.1% |
97% |
True |
False |
50,465 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,841.00 |
2.618 |
4,751.50 |
1.618 |
4,696.75 |
1.000 |
4,663.00 |
0.618 |
4,642.00 |
HIGH |
4,608.25 |
0.618 |
4,587.25 |
0.500 |
4,581.00 |
0.382 |
4,574.50 |
LOW |
4,553.50 |
0.618 |
4,519.75 |
1.000 |
4,498.75 |
1.618 |
4,465.00 |
2.618 |
4,410.25 |
4.250 |
4,320.75 |
|
|
Fisher Pivots for day following 14-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
4,587.00 |
4,585.75 |
PP |
4,584.00 |
4,581.75 |
S1 |
4,581.00 |
4,577.50 |
|