Trading Metrics calculated at close of trading on 19-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2016 |
19-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
215.97 |
215.92 |
-0.05 |
0.0% |
213.19 |
High |
216.60 |
216.23 |
-0.37 |
-0.2% |
217.01 |
Low |
215.67 |
215.63 |
-0.04 |
0.0% |
212.95 |
Close |
216.41 |
216.19 |
-0.22 |
-0.1% |
215.83 |
Range |
0.93 |
0.60 |
-0.33 |
-35.5% |
4.06 |
ATR |
2.20 |
2.10 |
-0.10 |
-4.6% |
0.00 |
Volume |
58,725,900 |
54,345,700 |
-4,380,200 |
-7.5% |
460,619,400 |
|
Daily Pivots for day following 19-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
217.82 |
217.60 |
216.52 |
|
R3 |
217.22 |
217.00 |
216.36 |
|
R2 |
216.62 |
216.62 |
216.30 |
|
R1 |
216.40 |
216.40 |
216.25 |
216.51 |
PP |
216.02 |
216.02 |
216.02 |
216.07 |
S1 |
215.80 |
215.80 |
216.14 |
215.91 |
S2 |
215.42 |
215.42 |
216.08 |
|
S3 |
214.82 |
215.20 |
216.03 |
|
S4 |
214.22 |
214.60 |
215.86 |
|
|
Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
227.44 |
225.70 |
218.06 |
|
R3 |
223.38 |
221.64 |
216.95 |
|
R2 |
219.32 |
219.32 |
216.57 |
|
R1 |
217.58 |
217.58 |
216.20 |
218.45 |
PP |
215.26 |
215.26 |
215.26 |
215.70 |
S1 |
213.52 |
213.52 |
215.46 |
214.39 |
S2 |
211.20 |
211.20 |
215.09 |
|
S3 |
207.14 |
209.46 |
214.71 |
|
S4 |
203.08 |
205.40 |
213.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
217.01 |
214.35 |
2.66 |
1.2% |
1.07 |
0.5% |
69% |
False |
False |
79,756,299 |
10 |
217.01 |
207.06 |
9.95 |
4.6% |
1.53 |
0.7% |
92% |
False |
False |
88,927,709 |
20 |
217.01 |
198.65 |
18.36 |
8.5% |
2.03 |
0.9% |
96% |
False |
False |
121,002,730 |
40 |
217.01 |
198.65 |
18.36 |
8.5% |
1.77 |
0.8% |
96% |
False |
False |
104,914,165 |
60 |
217.01 |
198.65 |
18.36 |
8.5% |
1.80 |
0.8% |
96% |
False |
False |
100,488,586 |
80 |
217.01 |
198.65 |
18.36 |
8.5% |
1.80 |
0.8% |
96% |
False |
False |
97,715,370 |
100 |
217.01 |
193.33 |
23.68 |
11.0% |
1.84 |
0.9% |
97% |
False |
False |
100,600,064 |
120 |
217.01 |
181.09 |
35.92 |
16.6% |
2.02 |
0.9% |
98% |
False |
False |
108,994,236 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
218.78 |
2.618 |
217.80 |
1.618 |
217.20 |
1.000 |
216.83 |
0.618 |
216.60 |
HIGH |
216.23 |
0.618 |
216.00 |
0.500 |
215.93 |
0.382 |
215.86 |
LOW |
215.63 |
0.618 |
215.26 |
1.000 |
215.03 |
1.618 |
214.66 |
2.618 |
214.06 |
4.250 |
213.08 |
|
|
Fisher Pivots for day following 19-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
216.10 |
216.18 |
PP |
216.02 |
216.17 |
S1 |
215.93 |
216.16 |
|