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 |
5,414.0 |
5,417.0 |
3.0 |
0.1% |
5,260.0 |
High |
5,425.0 |
5,450.0 |
25.0 |
0.5% |
5,411.0 |
Low |
5,388.0 |
5,404.0 |
16.0 |
0.3% |
5,250.0 |
Close |
5,410.0 |
5,449.0 |
39.0 |
0.7% |
5,389.0 |
Range |
37.0 |
46.0 |
9.0 |
24.3% |
161.0 |
ATR |
60.7 |
59.7 |
-1.1 |
-1.7% |
0.0 |
Volume |
20,396 |
29,260 |
8,864 |
43.5% |
123,025 |
|
Daily Pivots for day following 20-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,572.3 |
5,556.7 |
5,474.3 |
|
R3 |
5,526.3 |
5,510.7 |
5,461.7 |
|
R2 |
5,480.3 |
5,480.3 |
5,457.4 |
|
R1 |
5,464.7 |
5,464.7 |
5,453.2 |
5,472.5 |
PP |
5,434.3 |
5,434.3 |
5,434.3 |
5,438.3 |
S1 |
5,418.7 |
5,418.7 |
5,444.8 |
5,426.5 |
S2 |
5,388.3 |
5,388.3 |
5,440.6 |
|
S3 |
5,342.3 |
5,372.7 |
5,436.4 |
|
S4 |
5,296.3 |
5,326.7 |
5,423.7 |
|
|
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 |
5,450.0 |
5,350.0 |
100.0 |
1.8% |
37.8 |
0.7% |
99% |
True |
False |
23,738 |
10 |
5,450.0 |
5,163.0 |
287.0 |
5.3% |
39.1 |
0.7% |
100% |
True |
False |
23,568 |
20 |
5,450.0 |
4,993.0 |
457.0 |
8.4% |
61.6 |
1.1% |
100% |
True |
False |
28,883 |
40 |
5,450.0 |
4,993.0 |
457.0 |
8.4% |
50.6 |
0.9% |
100% |
True |
False |
24,909 |
60 |
5,450.0 |
4,993.0 |
457.0 |
8.4% |
42.5 |
0.8% |
100% |
True |
False |
16,635 |
80 |
5,450.0 |
4,836.0 |
614.0 |
11.3% |
36.6 |
0.7% |
100% |
True |
False |
12,500 |
100 |
5,450.0 |
4,778.0 |
672.0 |
12.3% |
30.6 |
0.6% |
100% |
True |
False |
10,002 |
120 |
5,450.0 |
4,600.0 |
850.0 |
15.6% |
27.1 |
0.5% |
100% |
True |
False |
8,337 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,645.5 |
2.618 |
5,570.4 |
1.618 |
5,524.4 |
1.000 |
5,496.0 |
0.618 |
5,478.4 |
HIGH |
5,450.0 |
0.618 |
5,432.4 |
0.500 |
5,427.0 |
0.382 |
5,421.6 |
LOW |
5,404.0 |
0.618 |
5,375.6 |
1.000 |
5,358.0 |
1.618 |
5,329.6 |
2.618 |
5,283.6 |
4.250 |
5,208.5 |
|
|
Fisher Pivots for day following 20-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
5,441.7 |
5,439.0 |
PP |
5,434.3 |
5,429.0 |
S1 |
5,427.0 |
5,419.0 |
|