Trading Metrics calculated at close of trading on 21-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2016 |
21-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
18,364 |
18,437 |
73 |
0.4% |
17,923 |
High |
18,450 |
18,437 |
-13 |
-0.1% |
18,384 |
Low |
18,364 |
18,310 |
-54 |
-0.3% |
17,923 |
Close |
18,439 |
18,343 |
-96 |
-0.5% |
18,326 |
Range |
86 |
127 |
41 |
47.7% |
461 |
ATR |
167 |
164 |
-3 |
-1.6% |
0 |
Volume |
57 |
107 |
50 |
87.7% |
618 |
|
Daily Pivots for day following 21-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,744 |
18,671 |
18,413 |
|
R3 |
18,617 |
18,544 |
18,378 |
|
R2 |
18,490 |
18,490 |
18,366 |
|
R1 |
18,417 |
18,417 |
18,355 |
18,390 |
PP |
18,363 |
18,363 |
18,363 |
18,350 |
S1 |
18,290 |
18,290 |
18,331 |
18,263 |
S2 |
18,236 |
18,236 |
18,320 |
|
S3 |
18,109 |
18,163 |
18,308 |
|
S4 |
17,982 |
18,036 |
18,273 |
|
|
Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,594 |
19,421 |
18,580 |
|
R3 |
19,133 |
18,960 |
18,453 |
|
R2 |
18,672 |
18,672 |
18,411 |
|
R1 |
18,499 |
18,499 |
18,368 |
18,586 |
PP |
18,211 |
18,211 |
18,211 |
18,254 |
S1 |
18,038 |
18,038 |
18,284 |
18,125 |
S2 |
17,750 |
17,750 |
18,242 |
|
S3 |
17,289 |
17,577 |
18,199 |
|
S4 |
16,828 |
17,116 |
18,073 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,450 |
18,274 |
176 |
1.0% |
99 |
0.5% |
39% |
False |
False |
81 |
10 |
18,450 |
17,708 |
742 |
4.0% |
134 |
0.7% |
86% |
False |
False |
95 |
20 |
18,450 |
16,876 |
1,574 |
8.6% |
210 |
1.1% |
93% |
False |
False |
100 |
40 |
18,450 |
16,876 |
1,574 |
8.6% |
155 |
0.8% |
93% |
False |
False |
60 |
60 |
18,450 |
16,876 |
1,574 |
8.6% |
122 |
0.7% |
93% |
False |
False |
43 |
80 |
18,450 |
16,876 |
1,574 |
8.6% |
104 |
0.6% |
93% |
False |
False |
33 |
100 |
18,450 |
16,620 |
1,830 |
10.0% |
84 |
0.5% |
94% |
False |
False |
26 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,977 |
2.618 |
18,770 |
1.618 |
18,643 |
1.000 |
18,564 |
0.618 |
18,516 |
HIGH |
18,437 |
0.618 |
18,389 |
0.500 |
18,374 |
0.382 |
18,359 |
LOW |
18,310 |
0.618 |
18,232 |
1.000 |
18,183 |
1.618 |
18,105 |
2.618 |
17,978 |
4.250 |
17,770 |
|
|
Fisher Pivots for day following 21-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
18,374 |
18,371 |
PP |
18,363 |
18,362 |
S1 |
18,353 |
18,352 |
|