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 |
18,437 |
18,338 |
-99 |
-0.5% |
18,336 |
High |
18,437 |
18,391 |
-46 |
-0.2% |
18,450 |
Low |
18,310 |
18,330 |
20 |
0.1% |
18,292 |
Close |
18,343 |
18,386 |
43 |
0.2% |
18,386 |
Range |
127 |
61 |
-66 |
-52.0% |
158 |
ATR |
164 |
157 |
-7 |
-4.5% |
0 |
Volume |
107 |
44 |
-63 |
-58.9% |
286 |
|
Daily Pivots for day following 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,552 |
18,530 |
18,420 |
|
R3 |
18,491 |
18,469 |
18,403 |
|
R2 |
18,430 |
18,430 |
18,397 |
|
R1 |
18,408 |
18,408 |
18,392 |
18,419 |
PP |
18,369 |
18,369 |
18,369 |
18,375 |
S1 |
18,347 |
18,347 |
18,381 |
18,358 |
S2 |
18,308 |
18,308 |
18,375 |
|
S3 |
18,247 |
18,286 |
18,369 |
|
S4 |
18,186 |
18,225 |
18,353 |
|
|
Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,850 |
18,776 |
18,473 |
|
R3 |
18,692 |
18,618 |
18,430 |
|
R2 |
18,534 |
18,534 |
18,415 |
|
R1 |
18,460 |
18,460 |
18,401 |
18,497 |
PP |
18,376 |
18,376 |
18,376 |
18,395 |
S1 |
18,302 |
18,302 |
18,372 |
18,339 |
S2 |
18,218 |
18,218 |
18,357 |
|
S3 |
18,060 |
18,144 |
18,343 |
|
S4 |
17,902 |
17,986 |
18,299 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,450 |
18,292 |
158 |
0.9% |
89 |
0.5% |
59% |
False |
False |
57 |
10 |
18,450 |
17,923 |
527 |
2.9% |
114 |
0.6% |
88% |
False |
False |
90 |
20 |
18,450 |
16,876 |
1,574 |
8.6% |
206 |
1.1% |
96% |
False |
False |
96 |
40 |
18,450 |
16,876 |
1,574 |
8.6% |
154 |
0.8% |
96% |
False |
False |
60 |
60 |
18,450 |
16,876 |
1,574 |
8.6% |
122 |
0.7% |
96% |
False |
False |
44 |
80 |
18,450 |
16,876 |
1,574 |
8.6% |
105 |
0.6% |
96% |
False |
False |
34 |
100 |
18,450 |
16,639 |
1,811 |
9.8% |
85 |
0.5% |
96% |
False |
False |
27 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,650 |
2.618 |
18,551 |
1.618 |
18,490 |
1.000 |
18,452 |
0.618 |
18,429 |
HIGH |
18,391 |
0.618 |
18,368 |
0.500 |
18,361 |
0.382 |
18,353 |
LOW |
18,330 |
0.618 |
18,292 |
1.000 |
18,269 |
1.618 |
18,231 |
2.618 |
18,170 |
4.250 |
18,071 |
|
|
Fisher Pivots for day following 22-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
18,378 |
18,384 |
PP |
18,369 |
18,382 |
S1 |
18,361 |
18,380 |
|