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 |
9,940.0 |
10,025.0 |
85.0 |
0.9% |
9,712.0 |
High |
10,101.5 |
10,092.0 |
-9.5 |
-0.1% |
10,101.5 |
Low |
9,939.0 |
9,964.0 |
25.0 |
0.3% |
9,675.5 |
Close |
10,071.0 |
10,049.5 |
-21.5 |
-0.2% |
10,049.5 |
Range |
162.5 |
128.0 |
-34.5 |
-21.2% |
426.0 |
ATR |
228.8 |
221.6 |
-7.2 |
-3.1% |
0.0 |
Volume |
70,213 |
73,182 |
2,969 |
4.2% |
386,725 |
|
Daily Pivots for day following 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,419.2 |
10,362.3 |
10,119.9 |
|
R3 |
10,291.2 |
10,234.3 |
10,084.7 |
|
R2 |
10,163.2 |
10,163.2 |
10,073.0 |
|
R1 |
10,106.3 |
10,106.3 |
10,061.2 |
10,134.8 |
PP |
10,035.2 |
10,035.2 |
10,035.2 |
10,049.4 |
S1 |
9,978.3 |
9,978.3 |
10,037.8 |
10,006.8 |
S2 |
9,907.2 |
9,907.2 |
10,026.0 |
|
S3 |
9,779.2 |
9,850.3 |
10,014.3 |
|
S4 |
9,651.2 |
9,722.3 |
9,979.1 |
|
|
Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,220.2 |
11,060.8 |
10,283.8 |
|
R3 |
10,794.2 |
10,634.8 |
10,166.7 |
|
R2 |
10,368.2 |
10,368.2 |
10,127.6 |
|
R1 |
10,208.8 |
10,208.8 |
10,088.6 |
10,288.5 |
PP |
9,942.2 |
9,942.2 |
9,942.2 |
9,982.0 |
S1 |
9,782.8 |
9,782.8 |
10,010.5 |
9,862.5 |
S2 |
9,516.2 |
9,516.2 |
9,971.4 |
|
S3 |
9,090.2 |
9,356.8 |
9,932.4 |
|
S4 |
8,664.2 |
8,930.8 |
9,815.2 |
|
|
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 |
9,675.5 |
426.0 |
4.2% |
154.6 |
1.5% |
88% |
False |
False |
77,345 |
10 |
10,101.5 |
9,290.0 |
811.5 |
8.1% |
182.7 |
1.8% |
94% |
False |
False |
81,713 |
20 |
10,340.0 |
9,152.5 |
1,187.5 |
11.8% |
209.0 |
2.1% |
76% |
False |
False |
98,708 |
40 |
10,357.0 |
9,152.5 |
1,204.5 |
12.0% |
176.1 |
1.8% |
74% |
False |
False |
58,245 |
60 |
10,508.0 |
9,152.5 |
1,355.5 |
13.5% |
167.0 |
1.7% |
66% |
False |
False |
38,881 |
80 |
10,508.0 |
9,152.5 |
1,355.5 |
13.5% |
163.2 |
1.6% |
66% |
False |
False |
29,206 |
100 |
10,508.0 |
9,152.5 |
1,355.5 |
13.5% |
153.6 |
1.5% |
66% |
False |
False |
23,381 |
120 |
10,508.0 |
8,732.0 |
1,776.0 |
17.7% |
150.7 |
1.5% |
74% |
False |
False |
19,490 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,636.0 |
2.618 |
10,427.1 |
1.618 |
10,299.1 |
1.000 |
10,220.0 |
0.618 |
10,171.1 |
HIGH |
10,092.0 |
0.618 |
10,043.1 |
0.500 |
10,028.0 |
0.382 |
10,012.9 |
LOW |
9,964.0 |
0.618 |
9,884.9 |
1.000 |
9,836.0 |
1.618 |
9,756.9 |
2.618 |
9,628.9 |
4.250 |
9,420.0 |
|
|
Fisher Pivots for day following 15-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
10,042.3 |
10,031.2 |
PP |
10,035.2 |
10,012.8 |
S1 |
10,028.0 |
9,994.5 |
|