Trading Metrics calculated at close of trading on 21-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2016 |
21-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
5,417.0 |
5,469.0 |
52.0 |
1.0% |
5,260.0 |
High |
5,450.0 |
5,498.0 |
48.0 |
0.9% |
5,411.0 |
Low |
5,404.0 |
5,459.0 |
55.0 |
1.0% |
5,250.0 |
Close |
5,449.0 |
5,483.0 |
34.0 |
0.6% |
5,389.0 |
Range |
46.0 |
39.0 |
-7.0 |
-15.2% |
161.0 |
ATR |
59.7 |
58.9 |
-0.8 |
-1.3% |
0.0 |
Volume |
29,260 |
28,631 |
-629 |
-2.1% |
123,025 |
|
Daily Pivots for day following 21-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,597.0 |
5,579.0 |
5,504.5 |
|
R3 |
5,558.0 |
5,540.0 |
5,493.7 |
|
R2 |
5,519.0 |
5,519.0 |
5,490.2 |
|
R1 |
5,501.0 |
5,501.0 |
5,486.6 |
5,510.0 |
PP |
5,480.0 |
5,480.0 |
5,480.0 |
5,484.5 |
S1 |
5,462.0 |
5,462.0 |
5,479.4 |
5,471.0 |
S2 |
5,441.0 |
5,441.0 |
5,475.9 |
|
S3 |
5,402.0 |
5,423.0 |
5,472.3 |
|
S4 |
5,363.0 |
5,384.0 |
5,461.6 |
|
|
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 |
5,498.0 |
5,374.0 |
124.0 |
2.3% |
38.8 |
0.7% |
88% |
True |
False |
24,477 |
10 |
5,498.0 |
5,164.0 |
334.0 |
6.1% |
39.2 |
0.7% |
96% |
True |
False |
24,134 |
20 |
5,498.0 |
4,993.0 |
505.0 |
9.2% |
61.9 |
1.1% |
97% |
True |
False |
29,312 |
40 |
5,498.0 |
4,993.0 |
505.0 |
9.2% |
50.1 |
0.9% |
97% |
True |
False |
25,623 |
60 |
5,498.0 |
4,993.0 |
505.0 |
9.2% |
41.8 |
0.8% |
97% |
True |
False |
17,107 |
80 |
5,498.0 |
4,836.0 |
662.0 |
12.1% |
37.1 |
0.7% |
98% |
True |
False |
12,857 |
100 |
5,498.0 |
4,810.0 |
688.0 |
12.5% |
30.8 |
0.6% |
98% |
True |
False |
10,288 |
120 |
5,498.0 |
4,600.0 |
898.0 |
16.4% |
27.4 |
0.5% |
98% |
True |
False |
8,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,663.8 |
2.618 |
5,600.1 |
1.618 |
5,561.1 |
1.000 |
5,537.0 |
0.618 |
5,522.1 |
HIGH |
5,498.0 |
0.618 |
5,483.1 |
0.500 |
5,478.5 |
0.382 |
5,473.9 |
LOW |
5,459.0 |
0.618 |
5,434.9 |
1.000 |
5,420.0 |
1.618 |
5,395.9 |
2.618 |
5,356.9 |
4.250 |
5,293.3 |
|
|
Fisher Pivots for day following 21-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
5,481.5 |
5,469.7 |
PP |
5,480.0 |
5,456.3 |
S1 |
5,478.5 |
5,443.0 |
|