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 |
5,353.0 |
5,352.0 |
-1.0 |
0.0% |
5,200.0 |
High |
5,353.0 |
5,384.0 |
31.0 |
0.6% |
5,254.0 |
Low |
5,322.0 |
5,350.0 |
28.0 |
0.5% |
5,101.0 |
Close |
5,349.0 |
5,383.0 |
34.0 |
0.6% |
5,189.0 |
Range |
31.0 |
34.0 |
3.0 |
9.7% |
153.0 |
ATR |
69.2 |
66.8 |
-2.4 |
-3.5% |
0.0 |
Volume |
20,366 |
24,938 |
4,572 |
22.4% |
124,849 |
|
Daily Pivots for day following 14-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,474.3 |
5,462.7 |
5,401.7 |
|
R3 |
5,440.3 |
5,428.7 |
5,392.4 |
|
R2 |
5,406.3 |
5,406.3 |
5,389.2 |
|
R1 |
5,394.7 |
5,394.7 |
5,386.1 |
5,400.5 |
PP |
5,372.3 |
5,372.3 |
5,372.3 |
5,375.3 |
S1 |
5,360.7 |
5,360.7 |
5,379.9 |
5,366.5 |
S2 |
5,338.3 |
5,338.3 |
5,376.8 |
|
S3 |
5,304.3 |
5,326.7 |
5,373.7 |
|
S4 |
5,270.3 |
5,292.7 |
5,364.3 |
|
|
Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,640.3 |
5,567.7 |
5,273.2 |
|
R3 |
5,487.3 |
5,414.7 |
5,231.1 |
|
R2 |
5,334.3 |
5,334.3 |
5,217.1 |
|
R1 |
5,261.7 |
5,261.7 |
5,203.0 |
5,221.5 |
PP |
5,181.3 |
5,181.3 |
5,181.3 |
5,161.3 |
S1 |
5,108.7 |
5,108.7 |
5,175.0 |
5,068.5 |
S2 |
5,028.3 |
5,028.3 |
5,161.0 |
|
S3 |
4,875.3 |
4,955.7 |
5,146.9 |
|
S4 |
4,722.3 |
4,802.7 |
5,104.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,384.0 |
5,164.0 |
220.0 |
4.1% |
39.6 |
0.7% |
100% |
True |
False |
23,792 |
10 |
5,384.0 |
5,101.0 |
283.0 |
5.3% |
51.0 |
0.9% |
100% |
True |
False |
25,229 |
20 |
5,384.0 |
4,993.0 |
391.0 |
7.3% |
62.5 |
1.2% |
100% |
True |
False |
29,001 |
40 |
5,384.0 |
4,993.0 |
391.0 |
7.3% |
50.2 |
0.9% |
100% |
True |
False |
22,568 |
60 |
5,384.0 |
4,993.0 |
391.0 |
7.3% |
40.4 |
0.7% |
100% |
True |
False |
15,077 |
80 |
5,384.0 |
4,836.0 |
548.0 |
10.2% |
35.2 |
0.7% |
100% |
True |
False |
11,329 |
100 |
5,384.0 |
4,775.0 |
609.0 |
11.3% |
29.0 |
0.5% |
100% |
True |
False |
9,065 |
120 |
5,384.0 |
4,600.0 |
784.0 |
14.6% |
25.8 |
0.5% |
100% |
True |
False |
7,556 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,528.5 |
2.618 |
5,473.0 |
1.618 |
5,439.0 |
1.000 |
5,418.0 |
0.618 |
5,405.0 |
HIGH |
5,384.0 |
0.618 |
5,371.0 |
0.500 |
5,367.0 |
0.382 |
5,363.0 |
LOW |
5,350.0 |
0.618 |
5,329.0 |
1.000 |
5,316.0 |
1.618 |
5,295.0 |
2.618 |
5,261.0 |
4.250 |
5,205.5 |
|
|
Fisher Pivots for day following 14-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
5,377.7 |
5,370.3 |
PP |
5,372.3 |
5,357.7 |
S1 |
5,367.0 |
5,345.0 |
|