Trading Metrics calculated at close of trading on 20-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2016 |
20-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
1,336.4 |
1,339.4 |
3.0 |
0.2% |
1,376.3 |
High |
1,343.0 |
1,346.2 |
3.2 |
0.2% |
1,383.5 |
Low |
1,333.4 |
1,320.2 |
-13.2 |
-1.0% |
1,327.9 |
Close |
1,339.9 |
1,326.9 |
-13.0 |
-1.0% |
1,334.9 |
Range |
9.6 |
26.0 |
16.4 |
170.8% |
55.6 |
ATR |
21.6 |
21.9 |
0.3 |
1.5% |
0.0 |
Volume |
25,851 |
28,912 |
3,061 |
11.8% |
150,665 |
|
Daily Pivots for day following 20-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,409.1 |
1,394.0 |
1,341.2 |
|
R3 |
1,383.1 |
1,368.0 |
1,334.1 |
|
R2 |
1,357.1 |
1,357.1 |
1,331.7 |
|
R1 |
1,342.0 |
1,342.0 |
1,329.3 |
1,336.6 |
PP |
1,331.1 |
1,331.1 |
1,331.1 |
1,328.4 |
S1 |
1,316.0 |
1,316.0 |
1,324.5 |
1,310.6 |
S2 |
1,305.1 |
1,305.1 |
1,322.1 |
|
S3 |
1,279.1 |
1,290.0 |
1,319.8 |
|
S4 |
1,253.1 |
1,264.0 |
1,312.6 |
|
|
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 |
1,320.2 |
35.2 |
2.7% |
18.4 |
1.4% |
19% |
False |
True |
26,415 |
10 |
1,383.5 |
1,320.2 |
63.3 |
4.8% |
21.7 |
1.6% |
11% |
False |
True |
27,499 |
20 |
1,384.4 |
1,259.1 |
125.3 |
9.4% |
24.4 |
1.8% |
54% |
False |
False |
21,479 |
40 |
1,384.4 |
1,207.0 |
177.4 |
13.4% |
21.4 |
1.6% |
68% |
False |
False |
14,266 |
60 |
1,384.4 |
1,207.0 |
177.4 |
13.4% |
20.1 |
1.5% |
68% |
False |
False |
11,207 |
80 |
1,384.4 |
1,207.0 |
177.4 |
13.4% |
19.3 |
1.5% |
68% |
False |
False |
8,942 |
100 |
1,384.4 |
1,207.0 |
177.4 |
13.4% |
19.9 |
1.5% |
68% |
False |
False |
7,618 |
120 |
1,384.4 |
1,114.1 |
270.3 |
20.4% |
20.4 |
1.5% |
79% |
False |
False |
6,630 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,456.7 |
2.618 |
1,414.3 |
1.618 |
1,388.3 |
1.000 |
1,372.2 |
0.618 |
1,362.3 |
HIGH |
1,346.2 |
0.618 |
1,336.3 |
0.500 |
1,333.2 |
0.382 |
1,330.1 |
LOW |
1,320.2 |
0.618 |
1,304.1 |
1.000 |
1,294.2 |
1.618 |
1,278.1 |
2.618 |
1,252.1 |
4.250 |
1,209.7 |
|
|
Fisher Pivots for day following 20-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
1,333.2 |
1,333.2 |
PP |
1,331.1 |
1,331.1 |
S1 |
1,329.0 |
1,329.0 |
|