Trading Metrics calculated at close of trading on 18-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2016 |
18-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
4,585.00 |
4,580.00 |
-5.00 |
-0.1% |
4,519.50 |
High |
4,603.50 |
4,621.75 |
18.25 |
0.4% |
4,608.25 |
Low |
4,542.00 |
4,577.00 |
35.00 |
0.8% |
4,515.75 |
Close |
4,579.25 |
4,608.25 |
29.00 |
0.6% |
4,579.25 |
Range |
61.50 |
44.75 |
-16.75 |
-27.2% |
92.50 |
ATR |
64.16 |
62.77 |
-1.39 |
-2.2% |
0.00 |
Volume |
171,716 |
183,261 |
11,545 |
6.7% |
926,136 |
|
Daily Pivots for day following 18-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,736.50 |
4,717.25 |
4,632.75 |
|
R3 |
4,691.75 |
4,672.50 |
4,620.50 |
|
R2 |
4,647.00 |
4,647.00 |
4,616.50 |
|
R1 |
4,627.75 |
4,627.75 |
4,612.25 |
4,637.50 |
PP |
4,602.25 |
4,602.25 |
4,602.25 |
4,607.25 |
S1 |
4,583.00 |
4,583.00 |
4,604.25 |
4,592.50 |
S2 |
4,557.50 |
4,557.50 |
4,600.00 |
|
S3 |
4,512.75 |
4,538.25 |
4,596.00 |
|
S4 |
4,468.00 |
4,493.50 |
4,583.75 |
|
|
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 |
4,621.75 |
4,542.00 |
79.75 |
1.7% |
44.50 |
1.0% |
83% |
True |
False |
185,395 |
10 |
4,621.75 |
4,365.75 |
256.00 |
5.6% |
53.50 |
1.2% |
95% |
True |
False |
198,334 |
20 |
4,621.75 |
4,167.75 |
454.00 |
9.9% |
72.25 |
1.6% |
97% |
True |
False |
230,362 |
40 |
4,621.75 |
4,167.75 |
454.00 |
9.9% |
59.50 |
1.3% |
97% |
True |
False |
160,132 |
60 |
4,621.75 |
4,167.75 |
454.00 |
9.9% |
60.50 |
1.3% |
97% |
True |
False |
106,806 |
80 |
4,621.75 |
4,167.75 |
454.00 |
9.9% |
59.25 |
1.3% |
97% |
True |
False |
80,128 |
100 |
4,621.75 |
4,167.75 |
454.00 |
9.9% |
55.50 |
1.2% |
97% |
True |
False |
64,108 |
120 |
4,621.75 |
3,902.00 |
719.75 |
15.6% |
51.75 |
1.1% |
98% |
True |
False |
53,423 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,812.00 |
2.618 |
4,739.00 |
1.618 |
4,694.25 |
1.000 |
4,666.50 |
0.618 |
4,649.50 |
HIGH |
4,621.75 |
0.618 |
4,604.75 |
0.500 |
4,599.50 |
0.382 |
4,594.00 |
LOW |
4,577.00 |
0.618 |
4,549.25 |
1.000 |
4,532.25 |
1.618 |
4,504.50 |
2.618 |
4,459.75 |
4.250 |
4,386.75 |
|
|
Fisher Pivots for day following 18-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
4,605.25 |
4,599.50 |
PP |
4,602.25 |
4,590.75 |
S1 |
4,599.50 |
4,582.00 |
|