Trading Metrics calculated at close of trading on 28-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2016 |
28-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
18,340 |
18,310 |
-30 |
-0.2% |
18,336 |
High |
18,369 |
18,351 |
-18 |
-0.1% |
18,450 |
Low |
18,275 |
18,208 |
-67 |
-0.4% |
18,292 |
Close |
18,298 |
18,285 |
-13 |
-0.1% |
18,386 |
Range |
94 |
143 |
49 |
52.1% |
158 |
ATR |
149 |
149 |
0 |
-0.3% |
0 |
Volume |
46 |
69 |
23 |
50.0% |
286 |
|
Daily Pivots for day following 28-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,710 |
18,641 |
18,364 |
|
R3 |
18,567 |
18,498 |
18,324 |
|
R2 |
18,424 |
18,424 |
18,311 |
|
R1 |
18,355 |
18,355 |
18,298 |
18,318 |
PP |
18,281 |
18,281 |
18,281 |
18,263 |
S1 |
18,212 |
18,212 |
18,272 |
18,175 |
S2 |
18,138 |
18,138 |
18,259 |
|
S3 |
17,995 |
18,069 |
18,246 |
|
S4 |
17,852 |
17,926 |
18,206 |
|
|
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 |
18,426 |
18,208 |
218 |
1.2% |
113 |
0.6% |
35% |
False |
True |
47 |
10 |
18,450 |
18,208 |
242 |
1.3% |
106 |
0.6% |
32% |
False |
True |
64 |
20 |
18,450 |
17,466 |
984 |
5.4% |
143 |
0.8% |
83% |
False |
False |
77 |
40 |
18,450 |
16,876 |
1,574 |
8.6% |
158 |
0.9% |
90% |
False |
False |
64 |
60 |
18,450 |
16,876 |
1,574 |
8.6% |
126 |
0.7% |
90% |
False |
False |
45 |
80 |
18,450 |
16,876 |
1,574 |
8.6% |
109 |
0.6% |
90% |
False |
False |
36 |
100 |
18,450 |
16,745 |
1,705 |
9.3% |
90 |
0.5% |
90% |
False |
False |
29 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,959 |
2.618 |
18,725 |
1.618 |
18,582 |
1.000 |
18,494 |
0.618 |
18,439 |
HIGH |
18,351 |
0.618 |
18,296 |
0.500 |
18,280 |
0.382 |
18,263 |
LOW |
18,208 |
0.618 |
18,120 |
1.000 |
18,065 |
1.618 |
17,977 |
2.618 |
17,834 |
4.250 |
17,600 |
|
|
Fisher Pivots for day following 28-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
18,283 |
18,289 |
PP |
18,281 |
18,287 |
S1 |
18,280 |
18,286 |
|