Trading Metrics calculated at close of trading on 19-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2016 |
19-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
4,580.00 |
4,609.50 |
29.50 |
0.6% |
4,519.50 |
High |
4,621.75 |
4,611.25 |
-10.50 |
-0.2% |
4,608.25 |
Low |
4,577.00 |
4,588.25 |
11.25 |
0.2% |
4,515.75 |
Close |
4,608.25 |
4,606.50 |
-1.75 |
0.0% |
4,579.25 |
Range |
44.75 |
23.00 |
-21.75 |
-48.6% |
92.50 |
ATR |
62.77 |
59.93 |
-2.84 |
-4.5% |
0.00 |
Volume |
183,261 |
165,175 |
-18,086 |
-9.9% |
926,136 |
|
Daily Pivots for day following 19-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,671.00 |
4,661.75 |
4,619.25 |
|
R3 |
4,648.00 |
4,638.75 |
4,612.75 |
|
R2 |
4,625.00 |
4,625.00 |
4,610.75 |
|
R1 |
4,615.75 |
4,615.75 |
4,608.50 |
4,609.00 |
PP |
4,602.00 |
4,602.00 |
4,602.00 |
4,598.50 |
S1 |
4,592.75 |
4,592.75 |
4,604.50 |
4,586.00 |
S2 |
4,579.00 |
4,579.00 |
4,602.25 |
|
S3 |
4,556.00 |
4,569.75 |
4,600.25 |
|
S4 |
4,533.00 |
4,546.75 |
4,593.75 |
|
|
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% |
42.00 |
0.9% |
81% |
False |
False |
180,410 |
10 |
4,621.75 |
4,365.75 |
256.00 |
5.6% |
48.50 |
1.1% |
94% |
False |
False |
194,785 |
20 |
4,621.75 |
4,167.75 |
454.00 |
9.9% |
70.50 |
1.5% |
97% |
False |
False |
228,849 |
40 |
4,621.75 |
4,167.75 |
454.00 |
9.9% |
58.50 |
1.3% |
97% |
False |
False |
164,253 |
60 |
4,621.75 |
4,167.75 |
454.00 |
9.9% |
59.75 |
1.3% |
97% |
False |
False |
109,558 |
80 |
4,621.75 |
4,167.75 |
454.00 |
9.9% |
59.25 |
1.3% |
97% |
False |
False |
82,192 |
100 |
4,621.75 |
4,167.75 |
454.00 |
9.9% |
55.50 |
1.2% |
97% |
False |
False |
65,759 |
120 |
4,621.75 |
3,902.00 |
719.75 |
15.6% |
51.25 |
1.1% |
98% |
False |
False |
54,800 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,709.00 |
2.618 |
4,671.50 |
1.618 |
4,648.50 |
1.000 |
4,634.25 |
0.618 |
4,625.50 |
HIGH |
4,611.25 |
0.618 |
4,602.50 |
0.500 |
4,599.75 |
0.382 |
4,597.00 |
LOW |
4,588.25 |
0.618 |
4,574.00 |
1.000 |
4,565.25 |
1.618 |
4,551.00 |
2.618 |
4,528.00 |
4.250 |
4,490.50 |
|
|
Fisher Pivots for day following 19-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
4,604.25 |
4,598.25 |
PP |
4,602.00 |
4,590.00 |
S1 |
4,599.75 |
4,582.00 |
|