Trading Metrics calculated at close of trading on 22-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2016 |
22-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
4,654.00 |
4,638.50 |
-15.50 |
-0.3% |
4,580.00 |
High |
4,662.25 |
4,664.50 |
2.25 |
0.0% |
4,664.50 |
Low |
4,626.75 |
4,628.50 |
1.75 |
0.0% |
4,577.00 |
Close |
4,638.25 |
4,657.25 |
19.00 |
0.4% |
4,657.25 |
Range |
35.50 |
36.00 |
0.50 |
1.4% |
87.50 |
ATR |
58.27 |
56.68 |
-1.59 |
-2.7% |
0.00 |
Volume |
181,960 |
152,974 |
-28,986 |
-15.9% |
865,681 |
|
Daily Pivots for day following 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,758.00 |
4,743.75 |
4,677.00 |
|
R3 |
4,722.00 |
4,707.75 |
4,667.25 |
|
R2 |
4,686.00 |
4,686.00 |
4,663.75 |
|
R1 |
4,671.75 |
4,671.75 |
4,660.50 |
4,679.00 |
PP |
4,650.00 |
4,650.00 |
4,650.00 |
4,653.75 |
S1 |
4,635.75 |
4,635.75 |
4,654.00 |
4,643.00 |
S2 |
4,614.00 |
4,614.00 |
4,650.75 |
|
S3 |
4,578.00 |
4,599.75 |
4,647.25 |
|
S4 |
4,542.00 |
4,563.75 |
4,637.50 |
|
|
Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,895.50 |
4,863.75 |
4,705.50 |
|
R3 |
4,808.00 |
4,776.25 |
4,681.25 |
|
R2 |
4,720.50 |
4,720.50 |
4,673.25 |
|
R1 |
4,688.75 |
4,688.75 |
4,665.25 |
4,704.50 |
PP |
4,633.00 |
4,633.00 |
4,633.00 |
4,640.75 |
S1 |
4,601.25 |
4,601.25 |
4,649.25 |
4,617.00 |
S2 |
4,545.50 |
4,545.50 |
4,641.25 |
|
S3 |
4,458.00 |
4,513.75 |
4,633.25 |
|
S4 |
4,370.50 |
4,426.25 |
4,609.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,664.50 |
4,577.00 |
87.50 |
1.9% |
40.00 |
0.9% |
92% |
True |
False |
173,136 |
10 |
4,664.50 |
4,515.75 |
148.75 |
3.2% |
42.50 |
0.9% |
95% |
True |
False |
179,181 |
20 |
4,664.50 |
4,167.75 |
496.75 |
10.7% |
70.25 |
1.5% |
99% |
True |
False |
225,713 |
40 |
4,664.50 |
4,167.75 |
496.75 |
10.7% |
57.25 |
1.2% |
99% |
True |
False |
177,148 |
60 |
4,664.50 |
4,167.75 |
496.75 |
10.7% |
59.50 |
1.3% |
99% |
True |
False |
118,172 |
80 |
4,664.50 |
4,167.75 |
496.75 |
10.7% |
58.75 |
1.3% |
99% |
True |
False |
88,651 |
100 |
4,664.50 |
4,167.75 |
496.75 |
10.7% |
54.75 |
1.2% |
99% |
True |
False |
70,931 |
120 |
4,664.50 |
3,902.00 |
762.50 |
16.4% |
51.25 |
1.1% |
99% |
True |
False |
59,110 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,817.50 |
2.618 |
4,758.75 |
1.618 |
4,722.75 |
1.000 |
4,700.50 |
0.618 |
4,686.75 |
HIGH |
4,664.50 |
0.618 |
4,650.75 |
0.500 |
4,646.50 |
0.382 |
4,642.25 |
LOW |
4,628.50 |
0.618 |
4,606.25 |
1.000 |
4,592.50 |
1.618 |
4,570.25 |
2.618 |
4,534.25 |
4.250 |
4,475.50 |
|
|
Fisher Pivots for day following 22-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
4,653.75 |
4,648.50 |
PP |
4,650.00 |
4,639.75 |
S1 |
4,646.50 |
4,631.00 |
|