Trading Metrics calculated at close of trading on 14-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2016 |
14-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
1,341.3 |
1,351.7 |
10.4 |
0.8% |
1,352.1 |
High |
1,353.7 |
1,355.4 |
1.7 |
0.1% |
1,384.4 |
Low |
1,335.6 |
1,327.9 |
-7.7 |
-0.6% |
1,343.7 |
Close |
1,351.2 |
1,339.7 |
-11.5 |
-0.9% |
1,365.7 |
Range |
18.1 |
27.5 |
9.4 |
51.9% |
40.7 |
ATR |
23.5 |
23.8 |
0.3 |
1.2% |
0.0 |
Volume |
32,169 |
30,223 |
-1,946 |
-6.0% |
81,500 |
|
Daily Pivots for day following 14-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,423.5 |
1,409.1 |
1,354.8 |
|
R3 |
1,396.0 |
1,381.6 |
1,347.3 |
|
R2 |
1,368.5 |
1,368.5 |
1,344.7 |
|
R1 |
1,354.1 |
1,354.1 |
1,342.2 |
1,347.6 |
PP |
1,341.0 |
1,341.0 |
1,341.0 |
1,337.7 |
S1 |
1,326.6 |
1,326.6 |
1,337.2 |
1,320.1 |
S2 |
1,313.5 |
1,313.5 |
1,334.7 |
|
S3 |
1,286.0 |
1,299.1 |
1,332.1 |
|
S4 |
1,258.5 |
1,271.6 |
1,324.6 |
|
|
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 |
1,327.9 |
55.6 |
4.2% |
26.5 |
2.0% |
21% |
False |
True |
31,824 |
10 |
1,384.4 |
1,322.3 |
62.1 |
4.6% |
22.9 |
1.7% |
28% |
False |
False |
24,509 |
20 |
1,384.4 |
1,259.1 |
125.3 |
9.4% |
26.4 |
2.0% |
64% |
False |
False |
18,793 |
40 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
21.4 |
1.6% |
75% |
False |
False |
12,576 |
60 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
20.3 |
1.5% |
75% |
False |
False |
9,640 |
80 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
19.5 |
1.5% |
75% |
False |
False |
7,793 |
100 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
20.2 |
1.5% |
75% |
False |
False |
6,650 |
120 |
1,384.4 |
1,105.1 |
279.3 |
20.8% |
20.2 |
1.5% |
84% |
False |
False |
5,813 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,472.3 |
2.618 |
1,427.4 |
1.618 |
1,399.9 |
1.000 |
1,382.9 |
0.618 |
1,372.4 |
HIGH |
1,355.4 |
0.618 |
1,344.9 |
0.500 |
1,341.7 |
0.382 |
1,338.4 |
LOW |
1,327.9 |
0.618 |
1,310.9 |
1.000 |
1,300.4 |
1.618 |
1,283.4 |
2.618 |
1,255.9 |
4.250 |
1,211.0 |
|
|
Fisher Pivots for day following 14-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
1,341.7 |
1,347.1 |
PP |
1,341.0 |
1,344.6 |
S1 |
1,340.4 |
1,342.2 |
|