Trading Metrics calculated at close of trading on 18-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2016 |
18-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
5,381.0 |
5,400.0 |
19.0 |
0.4% |
5,260.0 |
High |
5,411.0 |
5,423.0 |
12.0 |
0.2% |
5,411.0 |
Low |
5,374.0 |
5,388.0 |
14.0 |
0.3% |
5,250.0 |
Close |
5,389.0 |
5,417.0 |
28.0 |
0.5% |
5,389.0 |
Range |
37.0 |
35.0 |
-2.0 |
-5.4% |
161.0 |
ATR |
64.6 |
62.5 |
-2.1 |
-3.3% |
0.0 |
Volume |
21,087 |
23,013 |
1,926 |
9.1% |
123,025 |
|
Daily Pivots for day following 18-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,514.3 |
5,500.7 |
5,436.3 |
|
R3 |
5,479.3 |
5,465.7 |
5,426.6 |
|
R2 |
5,444.3 |
5,444.3 |
5,423.4 |
|
R1 |
5,430.7 |
5,430.7 |
5,420.2 |
5,437.5 |
PP |
5,409.3 |
5,409.3 |
5,409.3 |
5,412.8 |
S1 |
5,395.7 |
5,395.7 |
5,413.8 |
5,402.5 |
S2 |
5,374.3 |
5,374.3 |
5,410.6 |
|
S3 |
5,339.3 |
5,360.7 |
5,407.4 |
|
S4 |
5,304.3 |
5,325.7 |
5,397.8 |
|
|
Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,833.0 |
5,772.0 |
5,477.6 |
|
R3 |
5,672.0 |
5,611.0 |
5,433.3 |
|
R2 |
5,511.0 |
5,511.0 |
5,418.5 |
|
R1 |
5,450.0 |
5,450.0 |
5,403.8 |
5,480.5 |
PP |
5,350.0 |
5,350.0 |
5,350.0 |
5,365.3 |
S1 |
5,289.0 |
5,289.0 |
5,374.2 |
5,319.5 |
S2 |
5,189.0 |
5,189.0 |
5,359.5 |
|
S3 |
5,028.0 |
5,128.0 |
5,344.7 |
|
S4 |
4,867.0 |
4,967.0 |
5,300.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,423.0 |
5,306.0 |
117.0 |
2.2% |
36.6 |
0.7% |
95% |
True |
False |
23,971 |
10 |
5,423.0 |
5,101.0 |
322.0 |
5.9% |
44.8 |
0.8% |
98% |
True |
False |
24,860 |
20 |
5,423.0 |
4,993.0 |
430.0 |
7.9% |
61.7 |
1.1% |
99% |
True |
False |
28,663 |
40 |
5,423.0 |
4,993.0 |
430.0 |
7.9% |
50.7 |
0.9% |
99% |
True |
False |
23,668 |
60 |
5,423.0 |
4,993.0 |
430.0 |
7.9% |
41.2 |
0.8% |
99% |
True |
False |
15,809 |
80 |
5,423.0 |
4,836.0 |
587.0 |
10.8% |
36.1 |
0.7% |
99% |
True |
False |
11,879 |
100 |
5,423.0 |
4,775.0 |
648.0 |
12.0% |
29.7 |
0.5% |
99% |
True |
False |
9,506 |
120 |
5,423.0 |
4,600.0 |
823.0 |
15.2% |
26.4 |
0.5% |
99% |
True |
False |
7,923 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,571.8 |
2.618 |
5,514.6 |
1.618 |
5,479.6 |
1.000 |
5,458.0 |
0.618 |
5,444.6 |
HIGH |
5,423.0 |
0.618 |
5,409.6 |
0.500 |
5,405.5 |
0.382 |
5,401.4 |
LOW |
5,388.0 |
0.618 |
5,366.4 |
1.000 |
5,353.0 |
1.618 |
5,331.4 |
2.618 |
5,296.4 |
4.250 |
5,239.3 |
|
|
Fisher Pivots for day following 18-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
5,413.2 |
5,406.8 |
PP |
5,409.3 |
5,396.7 |
S1 |
5,405.5 |
5,386.5 |
|