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 |
1,324.2 |
1,338.9 |
14.7 |
1.1% |
1,340.6 |
High |
1,342.0 |
1,341.7 |
-0.3 |
0.0% |
1,346.2 |
Low |
1,318.5 |
1,327.5 |
9.0 |
0.7% |
1,318.5 |
Close |
1,338.9 |
1,331.5 |
-7.4 |
-0.6% |
1,331.5 |
Range |
23.5 |
14.2 |
-9.3 |
-39.6% |
27.7 |
ATR |
22.0 |
21.4 |
-0.6 |
-2.5% |
0.0 |
Volume |
60,681 |
64,304 |
3,623 |
6.0% |
206,893 |
|
Daily Pivots for day following 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,376.2 |
1,368.0 |
1,339.3 |
|
R3 |
1,362.0 |
1,353.8 |
1,335.4 |
|
R2 |
1,347.8 |
1,347.8 |
1,334.1 |
|
R1 |
1,339.6 |
1,339.6 |
1,332.8 |
1,336.6 |
PP |
1,333.6 |
1,333.6 |
1,333.6 |
1,332.1 |
S1 |
1,325.4 |
1,325.4 |
1,330.2 |
1,322.4 |
S2 |
1,319.4 |
1,319.4 |
1,328.9 |
|
S3 |
1,305.2 |
1,311.2 |
1,327.6 |
|
S4 |
1,291.0 |
1,297.0 |
1,323.7 |
|
|
Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,415.2 |
1,401.0 |
1,346.7 |
|
R3 |
1,387.5 |
1,373.3 |
1,339.1 |
|
R2 |
1,359.8 |
1,359.8 |
1,336.6 |
|
R1 |
1,345.6 |
1,345.6 |
1,334.0 |
1,338.9 |
PP |
1,332.1 |
1,332.1 |
1,332.1 |
1,328.7 |
S1 |
1,317.9 |
1,317.9 |
1,329.0 |
1,311.2 |
S2 |
1,304.4 |
1,304.4 |
1,326.4 |
|
S3 |
1,276.7 |
1,290.2 |
1,323.9 |
|
S4 |
1,249.0 |
1,262.5 |
1,316.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,346.2 |
1,318.5 |
27.7 |
2.1% |
17.1 |
1.3% |
47% |
False |
False |
41,378 |
10 |
1,383.5 |
1,318.5 |
65.0 |
4.9% |
20.0 |
1.5% |
20% |
False |
False |
35,755 |
20 |
1,384.4 |
1,259.1 |
125.3 |
9.4% |
24.9 |
1.9% |
58% |
False |
False |
27,251 |
40 |
1,384.4 |
1,207.0 |
177.4 |
13.3% |
21.4 |
1.6% |
70% |
False |
False |
16,943 |
60 |
1,384.4 |
1,207.0 |
177.4 |
13.3% |
20.4 |
1.5% |
70% |
False |
False |
13,223 |
80 |
1,384.4 |
1,207.0 |
177.4 |
13.3% |
19.2 |
1.4% |
70% |
False |
False |
10,478 |
100 |
1,384.4 |
1,207.0 |
177.4 |
13.3% |
19.8 |
1.5% |
70% |
False |
False |
8,807 |
120 |
1,384.4 |
1,126.1 |
258.3 |
19.4% |
20.5 |
1.5% |
80% |
False |
False |
7,661 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,402.1 |
2.618 |
1,378.9 |
1.618 |
1,364.7 |
1.000 |
1,355.9 |
0.618 |
1,350.5 |
HIGH |
1,341.7 |
0.618 |
1,336.3 |
0.500 |
1,334.6 |
0.382 |
1,332.9 |
LOW |
1,327.5 |
0.618 |
1,318.7 |
1.000 |
1,313.3 |
1.618 |
1,304.5 |
2.618 |
1,290.3 |
4.250 |
1,267.2 |
|
|
Fisher Pivots for day following 22-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
1,334.6 |
1,332.4 |
PP |
1,333.6 |
1,332.1 |
S1 |
1,332.5 |
1,331.8 |
|