Trading Metrics calculated at close of trading on 15-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2016 |
15-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
4,561.00 |
4,585.00 |
24.00 |
0.5% |
4,519.50 |
High |
4,608.25 |
4,603.50 |
-4.75 |
-0.1% |
4,608.25 |
Low |
4,553.50 |
4,542.00 |
-11.50 |
-0.3% |
4,515.75 |
Close |
4,590.00 |
4,579.25 |
-10.75 |
-0.2% |
4,579.25 |
Range |
54.75 |
61.50 |
6.75 |
12.3% |
92.50 |
ATR |
64.36 |
64.16 |
-0.20 |
-0.3% |
0.00 |
Volume |
191,874 |
171,716 |
-20,158 |
-10.5% |
926,136 |
|
Daily Pivots for day following 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,759.50 |
4,730.75 |
4,613.00 |
|
R3 |
4,698.00 |
4,669.25 |
4,596.25 |
|
R2 |
4,636.50 |
4,636.50 |
4,590.50 |
|
R1 |
4,607.75 |
4,607.75 |
4,585.00 |
4,591.50 |
PP |
4,575.00 |
4,575.00 |
4,575.00 |
4,566.75 |
S1 |
4,546.25 |
4,546.25 |
4,573.50 |
4,530.00 |
S2 |
4,513.50 |
4,513.50 |
4,568.00 |
|
S3 |
4,452.00 |
4,484.75 |
4,562.25 |
|
S4 |
4,390.50 |
4,423.25 |
4,545.50 |
|
|
Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,845.25 |
4,804.75 |
4,630.00 |
|
R3 |
4,752.75 |
4,712.25 |
4,604.75 |
|
R2 |
4,660.25 |
4,660.25 |
4,596.25 |
|
R1 |
4,619.75 |
4,619.75 |
4,587.75 |
4,640.00 |
PP |
4,567.75 |
4,567.75 |
4,567.75 |
4,578.00 |
S1 |
4,527.25 |
4,527.25 |
4,570.75 |
4,547.50 |
S2 |
4,475.25 |
4,475.25 |
4,562.25 |
|
S3 |
4,382.75 |
4,434.75 |
4,553.75 |
|
S4 |
4,290.25 |
4,342.25 |
4,528.50 |
|
|
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 |
4,515.75 |
92.50 |
2.0% |
45.00 |
1.0% |
69% |
False |
False |
185,227 |
10 |
4,608.25 |
4,365.75 |
242.50 |
5.3% |
55.00 |
1.2% |
88% |
False |
False |
197,673 |
20 |
4,608.25 |
4,167.75 |
440.50 |
9.6% |
74.00 |
1.6% |
93% |
False |
False |
233,736 |
40 |
4,608.25 |
4,167.75 |
440.50 |
9.6% |
59.75 |
1.3% |
93% |
False |
False |
155,557 |
60 |
4,608.25 |
4,167.75 |
440.50 |
9.6% |
60.75 |
1.3% |
93% |
False |
False |
103,754 |
80 |
4,608.25 |
4,167.75 |
440.50 |
9.6% |
59.50 |
1.3% |
93% |
False |
False |
77,837 |
100 |
4,608.25 |
4,101.75 |
506.50 |
11.1% |
56.00 |
1.2% |
94% |
False |
False |
62,275 |
120 |
4,608.25 |
3,902.00 |
706.25 |
15.4% |
51.25 |
1.1% |
96% |
False |
False |
51,896 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,865.00 |
2.618 |
4,764.50 |
1.618 |
4,703.00 |
1.000 |
4,665.00 |
0.618 |
4,641.50 |
HIGH |
4,603.50 |
0.618 |
4,580.00 |
0.500 |
4,572.75 |
0.382 |
4,565.50 |
LOW |
4,542.00 |
0.618 |
4,504.00 |
1.000 |
4,480.50 |
1.618 |
4,442.50 |
2.618 |
4,381.00 |
4.250 |
4,280.50 |
|
|
Fisher Pivots for day following 15-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
4,577.00 |
4,578.00 |
PP |
4,575.00 |
4,576.50 |
S1 |
4,572.75 |
4,575.00 |
|