Trading Metrics calculated at close of trading on 20-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2016 |
20-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
16,660 |
16,730 |
70 |
0.4% |
15,420 |
High |
16,710 |
16,875 |
165 |
1.0% |
16,635 |
Low |
16,600 |
16,595 |
-5 |
0.0% |
15,420 |
Close |
16,625 |
16,875 |
250 |
1.5% |
16,505 |
Range |
110 |
280 |
170 |
154.5% |
1,215 |
ATR |
308 |
306 |
-2 |
-0.6% |
0 |
Volume |
5 |
56 |
51 |
1,020.0% |
99 |
|
Daily Pivots for day following 20-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,622 |
17,528 |
17,029 |
|
R3 |
17,342 |
17,248 |
16,952 |
|
R2 |
17,062 |
17,062 |
16,926 |
|
R1 |
16,968 |
16,968 |
16,901 |
17,015 |
PP |
16,782 |
16,782 |
16,782 |
16,805 |
S1 |
16,688 |
16,688 |
16,849 |
16,735 |
S2 |
16,502 |
16,502 |
16,824 |
|
S3 |
16,222 |
16,408 |
16,798 |
|
S4 |
15,942 |
16,128 |
16,721 |
|
|
Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,832 |
19,383 |
17,173 |
|
R3 |
18,617 |
18,168 |
16,839 |
|
R2 |
17,402 |
17,402 |
16,728 |
|
R1 |
16,953 |
16,953 |
16,617 |
17,178 |
PP |
16,187 |
16,187 |
16,187 |
16,299 |
S1 |
15,738 |
15,738 |
16,394 |
15,963 |
S2 |
14,972 |
14,972 |
16,282 |
|
S3 |
13,757 |
14,523 |
16,171 |
|
S4 |
12,542 |
13,308 |
15,837 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,875 |
16,270 |
605 |
3.6% |
215 |
1.3% |
100% |
True |
False |
13 |
10 |
16,875 |
15,200 |
1,675 |
9.9% |
289 |
1.7% |
100% |
True |
False |
16 |
20 |
16,875 |
15,060 |
1,815 |
10.8% |
297 |
1.8% |
100% |
True |
False |
21 |
40 |
17,050 |
15,060 |
1,990 |
11.8% |
186 |
1.1% |
91% |
False |
False |
15 |
60 |
17,520 |
15,060 |
2,460 |
14.6% |
124 |
0.7% |
74% |
False |
False |
10 |
80 |
17,740 |
15,060 |
2,680 |
15.9% |
93 |
0.6% |
68% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,065 |
2.618 |
17,608 |
1.618 |
17,328 |
1.000 |
17,155 |
0.618 |
17,048 |
HIGH |
16,875 |
0.618 |
16,768 |
0.500 |
16,735 |
0.382 |
16,702 |
LOW |
16,595 |
0.618 |
16,422 |
1.000 |
16,315 |
1.618 |
16,142 |
2.618 |
15,862 |
4.250 |
15,405 |
|
|
Fisher Pivots for day following 20-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
16,828 |
16,820 |
PP |
16,782 |
16,765 |
S1 |
16,735 |
16,710 |
|