Trading Metrics calculated at close of trading on 26-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2016 |
26-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
18,408 |
18,298 |
-110 |
-0.6% |
18,336 |
High |
18,426 |
18,354 |
-72 |
-0.4% |
18,450 |
Low |
18,290 |
18,223 |
-67 |
-0.4% |
18,292 |
Close |
18,322 |
18,306 |
-16 |
-0.1% |
18,386 |
Range |
136 |
131 |
-5 |
-3.7% |
158 |
ATR |
155 |
154 |
-2 |
-1.1% |
0 |
Volume |
29 |
49 |
20 |
69.0% |
286 |
|
Daily Pivots for day following 26-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,687 |
18,628 |
18,378 |
|
R3 |
18,556 |
18,497 |
18,342 |
|
R2 |
18,425 |
18,425 |
18,330 |
|
R1 |
18,366 |
18,366 |
18,318 |
18,396 |
PP |
18,294 |
18,294 |
18,294 |
18,309 |
S1 |
18,235 |
18,235 |
18,294 |
18,265 |
S2 |
18,163 |
18,163 |
18,282 |
|
S3 |
18,032 |
18,104 |
18,270 |
|
S4 |
17,901 |
17,973 |
18,234 |
|
|
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 |
18,223 |
227 |
1.2% |
108 |
0.6% |
37% |
False |
True |
57 |
10 |
18,450 |
18,135 |
315 |
1.7% |
109 |
0.6% |
54% |
False |
False |
69 |
20 |
18,450 |
16,930 |
1,520 |
8.3% |
165 |
0.9% |
91% |
False |
False |
83 |
40 |
18,450 |
16,876 |
1,574 |
8.6% |
158 |
0.9% |
91% |
False |
False |
61 |
60 |
18,450 |
16,876 |
1,574 |
8.6% |
125 |
0.7% |
91% |
False |
False |
44 |
80 |
18,450 |
16,876 |
1,574 |
8.6% |
107 |
0.6% |
91% |
False |
False |
35 |
100 |
18,450 |
16,738 |
1,712 |
9.4% |
88 |
0.5% |
92% |
False |
False |
28 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,911 |
2.618 |
18,697 |
1.618 |
18,566 |
1.000 |
18,485 |
0.618 |
18,435 |
HIGH |
18,354 |
0.618 |
18,304 |
0.500 |
18,289 |
0.382 |
18,273 |
LOW |
18,223 |
0.618 |
18,142 |
1.000 |
18,092 |
1.618 |
18,011 |
2.618 |
17,880 |
4.250 |
17,666 |
|
|
Fisher Pivots for day following 26-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
18,300 |
18,325 |
PP |
18,294 |
18,318 |
S1 |
18,289 |
18,312 |
|