Trading Metrics calculated at close of trading on 14-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2016 |
14-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
215.44 |
216.40 |
0.96 |
0.4% |
208.95 |
High |
215.45 |
216.67 |
1.22 |
0.6% |
212.94 |
Low |
214.35 |
215.66 |
1.31 |
0.6% |
207.06 |
Close |
214.92 |
216.12 |
1.20 |
0.6% |
212.65 |
Range |
1.10 |
1.01 |
-0.09 |
-8.2% |
5.88 |
ATR |
2.39 |
2.34 |
-0.05 |
-1.9% |
0.00 |
Volume |
87,324,096 |
91,230,800 |
3,906,704 |
4.5% |
425,389,696 |
|
Daily Pivots for day following 14-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
219.18 |
218.66 |
216.68 |
|
R3 |
218.17 |
217.65 |
216.40 |
|
R2 |
217.16 |
217.16 |
216.31 |
|
R1 |
216.64 |
216.64 |
216.21 |
216.40 |
PP |
216.15 |
216.15 |
216.15 |
216.03 |
S1 |
215.63 |
215.63 |
216.03 |
215.39 |
S2 |
215.14 |
215.14 |
215.93 |
|
S3 |
214.13 |
214.62 |
215.84 |
|
S4 |
213.12 |
213.61 |
215.56 |
|
|
Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
228.52 |
226.47 |
215.88 |
|
R3 |
222.64 |
220.59 |
214.27 |
|
R2 |
216.76 |
216.76 |
213.73 |
|
R1 |
214.71 |
214.71 |
213.19 |
215.74 |
PP |
210.88 |
210.88 |
210.88 |
211.40 |
S1 |
208.83 |
208.83 |
212.11 |
209.86 |
S2 |
205.00 |
205.00 |
211.57 |
|
S3 |
199.12 |
202.95 |
211.03 |
|
S4 |
193.24 |
197.07 |
209.42 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
216.67 |
210.78 |
5.89 |
2.7% |
1.45 |
0.7% |
91% |
True |
False |
97,487,059 |
10 |
216.67 |
206.56 |
10.11 |
4.7% |
1.76 |
0.8% |
95% |
True |
False |
104,993,139 |
20 |
216.67 |
198.65 |
18.02 |
8.3% |
2.18 |
1.0% |
97% |
True |
False |
127,460,290 |
40 |
216.67 |
198.65 |
18.02 |
8.3% |
1.83 |
0.8% |
97% |
True |
False |
108,006,352 |
60 |
216.67 |
198.65 |
18.02 |
8.3% |
1.82 |
0.8% |
97% |
True |
False |
101,252,256 |
80 |
216.67 |
198.65 |
18.02 |
8.3% |
1.81 |
0.8% |
97% |
True |
False |
98,248,601 |
100 |
216.67 |
189.32 |
27.35 |
12.7% |
1.90 |
0.9% |
98% |
True |
False |
102,127,754 |
120 |
216.67 |
181.09 |
35.58 |
16.5% |
2.07 |
1.0% |
98% |
True |
False |
110,968,097 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
220.96 |
2.618 |
219.31 |
1.618 |
218.30 |
1.000 |
217.68 |
0.618 |
217.29 |
HIGH |
216.67 |
0.618 |
216.28 |
0.500 |
216.17 |
0.382 |
216.05 |
LOW |
215.66 |
0.618 |
215.04 |
1.000 |
214.65 |
1.618 |
214.03 |
2.618 |
213.02 |
4.250 |
211.37 |
|
|
Fisher Pivots for day following 14-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
216.17 |
215.76 |
PP |
216.15 |
215.41 |
S1 |
216.14 |
215.05 |
|