Trading Metrics calculated at close of trading on 20-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2016 |
20-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
10,020.0 |
9,992.0 |
-28.0 |
-0.3% |
9,712.0 |
High |
10,043.5 |
10,139.0 |
95.5 |
1.0% |
10,101.5 |
Low |
9,910.5 |
9,978.5 |
68.0 |
0.7% |
9,675.5 |
Close |
9,973.0 |
10,135.0 |
162.0 |
1.6% |
10,049.5 |
Range |
133.0 |
160.5 |
27.5 |
20.7% |
426.0 |
ATR |
212.6 |
209.2 |
-3.3 |
-1.6% |
0.0 |
Volume |
74,118 |
81,634 |
7,516 |
10.1% |
386,725 |
|
Daily Pivots for day following 20-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,565.7 |
10,510.8 |
10,223.3 |
|
R3 |
10,405.2 |
10,350.3 |
10,179.1 |
|
R2 |
10,244.7 |
10,244.7 |
10,164.4 |
|
R1 |
10,189.8 |
10,189.8 |
10,149.7 |
10,217.3 |
PP |
10,084.2 |
10,084.2 |
10,084.2 |
10,097.9 |
S1 |
10,029.3 |
10,029.3 |
10,120.3 |
10,056.8 |
S2 |
9,923.7 |
9,923.7 |
10,105.6 |
|
S3 |
9,763.2 |
9,868.8 |
10,090.9 |
|
S4 |
9,602.7 |
9,708.3 |
10,046.7 |
|
|
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 |
9,910.5 |
244.0 |
2.4% |
147.6 |
1.5% |
92% |
False |
False |
75,832 |
10 |
10,154.5 |
9,351.5 |
803.0 |
7.9% |
165.4 |
1.6% |
98% |
False |
False |
80,420 |
20 |
10,340.0 |
9,152.5 |
1,187.5 |
11.7% |
206.9 |
2.0% |
83% |
False |
False |
95,777 |
40 |
10,357.0 |
9,152.5 |
1,204.5 |
11.9% |
179.2 |
1.8% |
82% |
False |
False |
64,120 |
60 |
10,409.0 |
9,152.5 |
1,256.5 |
12.4% |
168.1 |
1.7% |
78% |
False |
False |
42,804 |
80 |
10,508.0 |
9,152.5 |
1,355.5 |
13.4% |
163.1 |
1.6% |
72% |
False |
False |
32,144 |
100 |
10,508.0 |
9,152.5 |
1,355.5 |
13.4% |
152.9 |
1.5% |
72% |
False |
False |
25,736 |
120 |
10,508.0 |
8,732.0 |
1,776.0 |
17.5% |
152.2 |
1.5% |
79% |
False |
False |
21,453 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,821.1 |
2.618 |
10,559.2 |
1.618 |
10,398.7 |
1.000 |
10,299.5 |
0.618 |
10,238.2 |
HIGH |
10,139.0 |
0.618 |
10,077.7 |
0.500 |
10,058.8 |
0.382 |
10,039.8 |
LOW |
9,978.5 |
0.618 |
9,879.3 |
1.000 |
9,818.0 |
1.618 |
9,718.8 |
2.618 |
9,558.3 |
4.250 |
9,296.4 |
|
|
Fisher Pivots for day following 20-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
10,109.6 |
10,100.8 |
PP |
10,084.2 |
10,066.7 |
S1 |
10,058.8 |
10,032.5 |
|