Trading Metrics calculated at close of trading on 27-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2016 |
27-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
18,298 |
18,340 |
42 |
0.2% |
18,336 |
High |
18,354 |
18,369 |
15 |
0.1% |
18,450 |
Low |
18,223 |
18,275 |
52 |
0.3% |
18,292 |
Close |
18,306 |
18,298 |
-8 |
0.0% |
18,386 |
Range |
131 |
94 |
-37 |
-28.2% |
158 |
ATR |
154 |
149 |
-4 |
-2.8% |
0 |
Volume |
49 |
46 |
-3 |
-6.1% |
286 |
|
Daily Pivots for day following 27-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,596 |
18,541 |
18,350 |
|
R3 |
18,502 |
18,447 |
18,324 |
|
R2 |
18,408 |
18,408 |
18,315 |
|
R1 |
18,353 |
18,353 |
18,307 |
18,334 |
PP |
18,314 |
18,314 |
18,314 |
18,304 |
S1 |
18,259 |
18,259 |
18,290 |
18,240 |
S2 |
18,220 |
18,220 |
18,281 |
|
S3 |
18,126 |
18,165 |
18,272 |
|
S4 |
18,032 |
18,071 |
18,246 |
|
|
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 |
18,437 |
18,223 |
214 |
1.2% |
110 |
0.6% |
35% |
False |
False |
55 |
10 |
18,450 |
18,183 |
267 |
1.5% |
111 |
0.6% |
43% |
False |
False |
67 |
20 |
18,450 |
17,168 |
1,282 |
7.0% |
156 |
0.9% |
88% |
False |
False |
80 |
40 |
18,450 |
16,876 |
1,574 |
8.6% |
158 |
0.9% |
90% |
False |
False |
62 |
60 |
18,450 |
16,876 |
1,574 |
8.6% |
125 |
0.7% |
90% |
False |
False |
44 |
80 |
18,450 |
16,876 |
1,574 |
8.6% |
107 |
0.6% |
90% |
False |
False |
35 |
100 |
18,450 |
16,745 |
1,705 |
9.3% |
88 |
0.5% |
91% |
False |
False |
28 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,769 |
2.618 |
18,615 |
1.618 |
18,521 |
1.000 |
18,463 |
0.618 |
18,427 |
HIGH |
18,369 |
0.618 |
18,333 |
0.500 |
18,322 |
0.382 |
18,311 |
LOW |
18,275 |
0.618 |
18,217 |
1.000 |
18,181 |
1.618 |
18,123 |
2.618 |
18,029 |
4.250 |
17,876 |
|
|
Fisher Pivots for day following 27-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
18,322 |
18,325 |
PP |
18,314 |
18,316 |
S1 |
18,306 |
18,307 |
|