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 |
10,085.0 |
10,020.0 |
-65.0 |
-0.6% |
9,712.0 |
High |
10,154.5 |
10,043.5 |
-111.0 |
-1.1% |
10,101.5 |
Low |
10,000.5 |
9,910.5 |
-90.0 |
-0.9% |
9,675.5 |
Close |
10,068.5 |
9,973.0 |
-95.5 |
-0.9% |
10,049.5 |
Range |
154.0 |
133.0 |
-21.0 |
-13.6% |
426.0 |
ATR |
216.8 |
212.6 |
-4.2 |
-1.9% |
0.0 |
Volume |
80,014 |
74,118 |
-5,896 |
-7.4% |
386,725 |
|
Daily Pivots for day following 19-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,374.7 |
10,306.8 |
10,046.2 |
|
R3 |
10,241.7 |
10,173.8 |
10,009.6 |
|
R2 |
10,108.7 |
10,108.7 |
9,997.4 |
|
R1 |
10,040.8 |
10,040.8 |
9,985.2 |
10,008.3 |
PP |
9,975.7 |
9,975.7 |
9,975.7 |
9,959.4 |
S1 |
9,907.8 |
9,907.8 |
9,960.8 |
9,875.3 |
S2 |
9,842.7 |
9,842.7 |
9,948.6 |
|
S3 |
9,709.7 |
9,774.8 |
9,936.4 |
|
S4 |
9,576.7 |
9,641.8 |
9,899.9 |
|
|
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 |
10,154.5 |
9,887.5 |
267.0 |
2.7% |
136.5 |
1.4% |
32% |
False |
False |
77,545 |
10 |
10,154.5 |
9,290.0 |
864.5 |
8.7% |
172.6 |
1.7% |
79% |
False |
False |
80,736 |
20 |
10,340.0 |
9,152.5 |
1,187.5 |
11.9% |
208.6 |
2.1% |
69% |
False |
False |
96,403 |
40 |
10,357.0 |
9,152.5 |
1,204.5 |
12.1% |
179.0 |
1.8% |
68% |
False |
False |
62,084 |
60 |
10,416.0 |
9,152.5 |
1,263.5 |
12.7% |
168.0 |
1.7% |
65% |
False |
False |
41,445 |
80 |
10,508.0 |
9,152.5 |
1,355.5 |
13.6% |
162.6 |
1.6% |
61% |
False |
False |
31,124 |
100 |
10,508.0 |
9,152.5 |
1,355.5 |
13.6% |
152.6 |
1.5% |
61% |
False |
False |
24,920 |
120 |
10,508.0 |
8,732.0 |
1,776.0 |
17.8% |
152.4 |
1.5% |
70% |
False |
False |
20,774 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,608.8 |
2.618 |
10,391.7 |
1.618 |
10,258.7 |
1.000 |
10,176.5 |
0.618 |
10,125.7 |
HIGH |
10,043.5 |
0.618 |
9,992.7 |
0.500 |
9,977.0 |
0.382 |
9,961.3 |
LOW |
9,910.5 |
0.618 |
9,828.3 |
1.000 |
9,777.5 |
1.618 |
9,695.3 |
2.618 |
9,562.3 |
4.250 |
9,345.3 |
|
|
Fisher Pivots for day following 19-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
9,977.0 |
10,032.5 |
PP |
9,975.7 |
10,012.7 |
S1 |
9,974.3 |
9,992.8 |
|