Trading Metrics calculated at close of trading on 19-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2016 |
19-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
1,340.6 |
1,336.4 |
-4.2 |
-0.3% |
1,376.3 |
High |
1,343.4 |
1,343.0 |
-0.4 |
0.0% |
1,383.5 |
Low |
1,331.2 |
1,333.4 |
2.2 |
0.2% |
1,327.9 |
Close |
1,336.8 |
1,339.9 |
3.1 |
0.2% |
1,334.9 |
Range |
12.2 |
9.6 |
-2.6 |
-21.3% |
55.6 |
ATR |
22.5 |
21.6 |
-0.9 |
-4.1% |
0.0 |
Volume |
27,145 |
25,851 |
-1,294 |
-4.8% |
150,665 |
|
Daily Pivots for day following 19-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,367.6 |
1,363.3 |
1,345.2 |
|
R3 |
1,358.0 |
1,353.7 |
1,342.5 |
|
R2 |
1,348.4 |
1,348.4 |
1,341.7 |
|
R1 |
1,344.1 |
1,344.1 |
1,340.8 |
1,346.3 |
PP |
1,338.8 |
1,338.8 |
1,338.8 |
1,339.8 |
S1 |
1,334.5 |
1,334.5 |
1,339.0 |
1,336.7 |
S2 |
1,329.2 |
1,329.2 |
1,338.1 |
|
S3 |
1,319.6 |
1,324.9 |
1,337.3 |
|
S4 |
1,310.0 |
1,315.3 |
1,334.6 |
|
|
Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,515.6 |
1,480.8 |
1,365.5 |
|
R3 |
1,460.0 |
1,425.2 |
1,350.2 |
|
R2 |
1,404.4 |
1,404.4 |
1,345.1 |
|
R1 |
1,369.6 |
1,369.6 |
1,340.0 |
1,359.2 |
PP |
1,348.8 |
1,348.8 |
1,348.8 |
1,343.6 |
S1 |
1,314.0 |
1,314.0 |
1,329.8 |
1,303.6 |
S2 |
1,293.2 |
1,293.2 |
1,324.7 |
|
S3 |
1,237.6 |
1,258.4 |
1,319.6 |
|
S4 |
1,182.0 |
1,202.8 |
1,304.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,355.4 |
1,327.9 |
27.5 |
2.1% |
16.8 |
1.3% |
44% |
False |
False |
27,066 |
10 |
1,384.4 |
1,327.9 |
56.5 |
4.2% |
21.2 |
1.6% |
21% |
False |
False |
26,055 |
20 |
1,384.4 |
1,259.1 |
125.3 |
9.4% |
24.6 |
1.8% |
64% |
False |
False |
20,508 |
40 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
21.0 |
1.6% |
75% |
False |
False |
13,653 |
60 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
19.8 |
1.5% |
75% |
False |
False |
10,744 |
80 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
19.2 |
1.4% |
75% |
False |
False |
8,593 |
100 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
19.9 |
1.5% |
75% |
False |
False |
7,341 |
120 |
1,384.4 |
1,114.1 |
270.3 |
20.2% |
20.3 |
1.5% |
84% |
False |
False |
6,395 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,383.8 |
2.618 |
1,368.1 |
1.618 |
1,358.5 |
1.000 |
1,352.6 |
0.618 |
1,348.9 |
HIGH |
1,343.0 |
0.618 |
1,339.3 |
0.500 |
1,338.2 |
0.382 |
1,337.1 |
LOW |
1,333.4 |
0.618 |
1,327.5 |
1.000 |
1,323.8 |
1.618 |
1,317.9 |
2.618 |
1,308.3 |
4.250 |
1,292.6 |
|
|
Fisher Pivots for day following 19-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
1,339.3 |
1,339.4 |
PP |
1,338.8 |
1,338.9 |
S1 |
1,338.2 |
1,338.5 |
|