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 |
9,929.5 |
9,940.0 |
10.5 |
0.1% |
9,692.5 |
High |
9,992.5 |
10,101.5 |
109.0 |
1.1% |
9,692.5 |
Low |
9,887.5 |
9,939.0 |
51.5 |
0.5% |
9,290.0 |
Close |
9,942.0 |
10,071.0 |
129.0 |
1.3% |
9,629.5 |
Range |
105.0 |
162.5 |
57.5 |
54.8% |
402.5 |
ATR |
233.9 |
228.8 |
-5.1 |
-2.2% |
0.0 |
Volume |
90,200 |
70,213 |
-19,987 |
-22.2% |
388,500 |
|
Daily Pivots for day following 14-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,524.7 |
10,460.3 |
10,160.4 |
|
R3 |
10,362.2 |
10,297.8 |
10,115.7 |
|
R2 |
10,199.7 |
10,199.7 |
10,100.8 |
|
R1 |
10,135.3 |
10,135.3 |
10,085.9 |
10,167.5 |
PP |
10,037.2 |
10,037.2 |
10,037.2 |
10,053.3 |
S1 |
9,972.8 |
9,972.8 |
10,056.1 |
10,005.0 |
S2 |
9,874.7 |
9,874.7 |
10,041.2 |
|
S3 |
9,712.2 |
9,810.3 |
10,026.3 |
|
S4 |
9,549.7 |
9,647.8 |
9,981.6 |
|
|
Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,744.8 |
10,589.7 |
9,850.9 |
|
R3 |
10,342.3 |
10,187.2 |
9,740.2 |
|
R2 |
9,939.8 |
9,939.8 |
9,703.3 |
|
R1 |
9,784.7 |
9,784.7 |
9,666.4 |
9,661.0 |
PP |
9,537.3 |
9,537.3 |
9,537.3 |
9,475.5 |
S1 |
9,382.2 |
9,382.2 |
9,592.6 |
9,258.5 |
S2 |
9,134.8 |
9,134.8 |
9,555.7 |
|
S3 |
8,732.3 |
8,979.7 |
9,518.8 |
|
S4 |
8,329.8 |
8,577.2 |
9,408.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,101.5 |
9,356.5 |
745.0 |
7.4% |
186.6 |
1.9% |
96% |
True |
False |
81,455 |
10 |
10,101.5 |
9,290.0 |
811.5 |
8.1% |
198.3 |
2.0% |
96% |
True |
False |
83,214 |
20 |
10,340.0 |
9,152.5 |
1,187.5 |
11.8% |
214.4 |
2.1% |
77% |
False |
False |
100,927 |
40 |
10,357.0 |
9,152.5 |
1,204.5 |
12.0% |
176.6 |
1.8% |
76% |
False |
False |
56,418 |
60 |
10,508.0 |
9,152.5 |
1,355.5 |
13.5% |
167.7 |
1.7% |
68% |
False |
False |
37,666 |
80 |
10,508.0 |
9,152.5 |
1,355.5 |
13.5% |
163.9 |
1.6% |
68% |
False |
False |
28,294 |
100 |
10,508.0 |
9,152.5 |
1,355.5 |
13.5% |
152.5 |
1.5% |
68% |
False |
False |
22,649 |
120 |
10,508.0 |
8,732.0 |
1,776.0 |
17.6% |
150.5 |
1.5% |
75% |
False |
False |
18,880 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,792.1 |
2.618 |
10,526.9 |
1.618 |
10,364.4 |
1.000 |
10,264.0 |
0.618 |
10,201.9 |
HIGH |
10,101.5 |
0.618 |
10,039.4 |
0.500 |
10,020.3 |
0.382 |
10,001.1 |
LOW |
9,939.0 |
0.618 |
9,838.6 |
1.000 |
9,776.5 |
1.618 |
9,676.1 |
2.618 |
9,513.6 |
4.250 |
9,248.4 |
|
|
Fisher Pivots for day following 14-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
10,054.1 |
10,028.6 |
PP |
10,037.2 |
9,986.2 |
S1 |
10,020.3 |
9,943.8 |
|