Trading Metrics calculated at close of trading on 22-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2016 |
22-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
5,469.0 |
5,470.0 |
1.0 |
0.0% |
5,400.0 |
High |
5,498.0 |
5,470.0 |
-28.0 |
-0.5% |
5,498.0 |
Low |
5,459.0 |
5,433.0 |
-26.0 |
-0.5% |
5,388.0 |
Close |
5,483.0 |
5,467.0 |
-16.0 |
-0.3% |
5,467.0 |
Range |
39.0 |
37.0 |
-2.0 |
-5.1% |
110.0 |
ATR |
58.9 |
58.3 |
-0.6 |
-1.1% |
0.0 |
Volume |
28,631 |
16,822 |
-11,809 |
-41.2% |
118,122 |
|
Daily Pivots for day following 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,567.7 |
5,554.3 |
5,487.4 |
|
R3 |
5,530.7 |
5,517.3 |
5,477.2 |
|
R2 |
5,493.7 |
5,493.7 |
5,473.8 |
|
R1 |
5,480.3 |
5,480.3 |
5,470.4 |
5,468.5 |
PP |
5,456.7 |
5,456.7 |
5,456.7 |
5,450.8 |
S1 |
5,443.3 |
5,443.3 |
5,463.6 |
5,431.5 |
S2 |
5,419.7 |
5,419.7 |
5,460.2 |
|
S3 |
5,382.7 |
5,406.3 |
5,456.8 |
|
S4 |
5,345.7 |
5,369.3 |
5,446.7 |
|
|
Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,781.0 |
5,734.0 |
5,527.5 |
|
R3 |
5,671.0 |
5,624.0 |
5,497.3 |
|
R2 |
5,561.0 |
5,561.0 |
5,487.2 |
|
R1 |
5,514.0 |
5,514.0 |
5,477.1 |
5,537.5 |
PP |
5,451.0 |
5,451.0 |
5,451.0 |
5,462.8 |
S1 |
5,404.0 |
5,404.0 |
5,456.9 |
5,427.5 |
S2 |
5,341.0 |
5,341.0 |
5,446.8 |
|
S3 |
5,231.0 |
5,294.0 |
5,436.8 |
|
S4 |
5,121.0 |
5,184.0 |
5,406.5 |
|
|
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 |
5,388.0 |
110.0 |
2.0% |
38.8 |
0.7% |
72% |
False |
False |
23,624 |
10 |
5,498.0 |
5,250.0 |
248.0 |
4.5% |
39.6 |
0.7% |
88% |
False |
False |
24,114 |
20 |
5,498.0 |
4,993.0 |
505.0 |
9.2% |
51.1 |
0.9% |
94% |
False |
False |
26,883 |
40 |
5,498.0 |
4,993.0 |
505.0 |
9.2% |
50.5 |
0.9% |
94% |
False |
False |
26,040 |
60 |
5,498.0 |
4,993.0 |
505.0 |
9.2% |
42.1 |
0.8% |
94% |
False |
False |
17,387 |
80 |
5,498.0 |
4,836.0 |
662.0 |
12.1% |
37.6 |
0.7% |
95% |
False |
False |
13,067 |
100 |
5,498.0 |
4,826.0 |
672.0 |
12.3% |
31.2 |
0.6% |
95% |
False |
False |
10,457 |
120 |
5,498.0 |
4,600.0 |
898.0 |
16.4% |
27.7 |
0.5% |
97% |
False |
False |
8,715 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,627.3 |
2.618 |
5,566.9 |
1.618 |
5,529.9 |
1.000 |
5,507.0 |
0.618 |
5,492.9 |
HIGH |
5,470.0 |
0.618 |
5,455.9 |
0.500 |
5,451.5 |
0.382 |
5,447.1 |
LOW |
5,433.0 |
0.618 |
5,410.1 |
1.000 |
5,396.0 |
1.618 |
5,373.1 |
2.618 |
5,336.1 |
4.250 |
5,275.8 |
|
|
Fisher Pivots for day following 22-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
5,461.8 |
5,461.7 |
PP |
5,456.7 |
5,456.3 |
S1 |
5,451.5 |
5,451.0 |
|