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 |
5,400.0 |
5,414.0 |
14.0 |
0.3% |
5,260.0 |
High |
5,423.0 |
5,425.0 |
2.0 |
0.0% |
5,411.0 |
Low |
5,388.0 |
5,388.0 |
0.0 |
0.0% |
5,250.0 |
Close |
5,417.0 |
5,410.0 |
-7.0 |
-0.1% |
5,389.0 |
Range |
35.0 |
37.0 |
2.0 |
5.7% |
161.0 |
ATR |
62.5 |
60.7 |
-1.8 |
-2.9% |
0.0 |
Volume |
23,013 |
20,396 |
-2,617 |
-11.4% |
123,025 |
|
Daily Pivots for day following 19-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,518.7 |
5,501.3 |
5,430.4 |
|
R3 |
5,481.7 |
5,464.3 |
5,420.2 |
|
R2 |
5,444.7 |
5,444.7 |
5,416.8 |
|
R1 |
5,427.3 |
5,427.3 |
5,413.4 |
5,417.5 |
PP |
5,407.7 |
5,407.7 |
5,407.7 |
5,402.8 |
S1 |
5,390.3 |
5,390.3 |
5,406.6 |
5,380.5 |
S2 |
5,370.7 |
5,370.7 |
5,403.2 |
|
S3 |
5,333.7 |
5,353.3 |
5,399.8 |
|
S4 |
5,296.7 |
5,316.3 |
5,389.7 |
|
|
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 |
5,425.0 |
5,322.0 |
103.0 |
1.9% |
34.8 |
0.6% |
85% |
True |
False |
21,960 |
10 |
5,425.0 |
5,101.0 |
324.0 |
6.0% |
40.9 |
0.8% |
95% |
True |
False |
24,229 |
20 |
5,425.0 |
4,993.0 |
432.0 |
8.0% |
61.3 |
1.1% |
97% |
True |
False |
28,453 |
40 |
5,425.0 |
4,993.0 |
432.0 |
8.0% |
50.8 |
0.9% |
97% |
True |
False |
24,178 |
60 |
5,425.0 |
4,993.0 |
432.0 |
8.0% |
41.7 |
0.8% |
97% |
True |
False |
16,149 |
80 |
5,425.0 |
4,836.0 |
589.0 |
10.9% |
36.1 |
0.7% |
97% |
True |
False |
12,134 |
100 |
5,425.0 |
4,775.0 |
650.0 |
12.0% |
30.1 |
0.6% |
98% |
True |
False |
9,710 |
120 |
5,425.0 |
4,600.0 |
825.0 |
15.2% |
26.7 |
0.5% |
98% |
True |
False |
8,093 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,582.3 |
2.618 |
5,521.9 |
1.618 |
5,484.9 |
1.000 |
5,462.0 |
0.618 |
5,447.9 |
HIGH |
5,425.0 |
0.618 |
5,410.9 |
0.500 |
5,406.5 |
0.382 |
5,402.1 |
LOW |
5,388.0 |
0.618 |
5,365.1 |
1.000 |
5,351.0 |
1.618 |
5,328.1 |
2.618 |
5,291.1 |
4.250 |
5,230.8 |
|
|
Fisher Pivots for day following 19-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
5,408.8 |
5,406.5 |
PP |
5,407.7 |
5,403.0 |
S1 |
5,406.5 |
5,399.5 |
|