Trading Metrics calculated at close of trading on 13-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2016 |
13-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
1,363.5 |
1,341.3 |
-22.2 |
-1.6% |
1,352.1 |
High |
1,366.2 |
1,353.7 |
-12.5 |
-0.9% |
1,384.4 |
Low |
1,338.4 |
1,335.6 |
-2.8 |
-0.2% |
1,343.7 |
Close |
1,342.8 |
1,351.2 |
8.4 |
0.6% |
1,365.7 |
Range |
27.8 |
18.1 |
-9.7 |
-34.9% |
40.7 |
ATR |
23.9 |
23.5 |
-0.4 |
-1.7% |
0.0 |
Volume |
26,985 |
32,169 |
5,184 |
19.2% |
81,500 |
|
Daily Pivots for day following 13-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,401.1 |
1,394.3 |
1,361.2 |
|
R3 |
1,383.0 |
1,376.2 |
1,356.2 |
|
R2 |
1,364.9 |
1,364.9 |
1,354.5 |
|
R1 |
1,358.1 |
1,358.1 |
1,352.9 |
1,361.5 |
PP |
1,346.8 |
1,346.8 |
1,346.8 |
1,348.6 |
S1 |
1,340.0 |
1,340.0 |
1,349.5 |
1,343.4 |
S2 |
1,328.7 |
1,328.7 |
1,347.9 |
|
S3 |
1,310.6 |
1,321.9 |
1,346.2 |
|
S4 |
1,292.5 |
1,303.8 |
1,341.2 |
|
|
Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,486.7 |
1,466.9 |
1,388.1 |
|
R3 |
1,446.0 |
1,426.2 |
1,376.9 |
|
R2 |
1,405.3 |
1,405.3 |
1,373.2 |
|
R1 |
1,385.5 |
1,385.5 |
1,369.4 |
1,395.4 |
PP |
1,364.6 |
1,364.6 |
1,364.6 |
1,369.6 |
S1 |
1,344.8 |
1,344.8 |
1,362.0 |
1,354.7 |
S2 |
1,323.9 |
1,323.9 |
1,358.2 |
|
S3 |
1,283.2 |
1,304.1 |
1,354.5 |
|
S4 |
1,242.5 |
1,263.4 |
1,343.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,383.5 |
1,335.6 |
47.9 |
3.5% |
25.0 |
1.9% |
33% |
False |
True |
28,583 |
10 |
1,384.4 |
1,320.5 |
63.9 |
4.7% |
21.9 |
1.6% |
48% |
False |
False |
22,317 |
20 |
1,384.4 |
1,259.1 |
125.3 |
9.3% |
26.0 |
1.9% |
74% |
False |
False |
17,622 |
40 |
1,384.4 |
1,207.0 |
177.4 |
13.1% |
21.0 |
1.6% |
81% |
False |
False |
11,965 |
60 |
1,384.4 |
1,207.0 |
177.4 |
13.1% |
20.3 |
1.5% |
81% |
False |
False |
9,164 |
80 |
1,384.4 |
1,207.0 |
177.4 |
13.1% |
19.3 |
1.4% |
81% |
False |
False |
7,502 |
100 |
1,384.4 |
1,205.5 |
178.9 |
13.2% |
20.2 |
1.5% |
81% |
False |
False |
6,351 |
120 |
1,384.4 |
1,097.1 |
287.3 |
21.3% |
20.1 |
1.5% |
88% |
False |
False |
5,567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,430.6 |
2.618 |
1,401.1 |
1.618 |
1,383.0 |
1.000 |
1,371.8 |
0.618 |
1,364.9 |
HIGH |
1,353.7 |
0.618 |
1,346.8 |
0.500 |
1,344.7 |
0.382 |
1,342.5 |
LOW |
1,335.6 |
0.618 |
1,324.4 |
1.000 |
1,317.5 |
1.618 |
1,306.3 |
2.618 |
1,288.2 |
4.250 |
1,258.7 |
|
|
Fisher Pivots for day following 13-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
1,349.0 |
1,359.6 |
PP |
1,346.8 |
1,356.8 |
S1 |
1,344.7 |
1,354.0 |
|