Trading Metrics calculated at close of trading on 12-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2016 |
12-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
18,161.53 |
18,259.12 |
97.59 |
0.5% |
17,904.45 |
High |
18,283.90 |
18,371.95 |
88.05 |
0.5% |
18,166.77 |
Low |
18,161.53 |
18,259.12 |
97.59 |
0.5% |
17,713.45 |
Close |
18,226.93 |
18,347.67 |
120.74 |
0.7% |
18,146.74 |
Range |
122.37 |
112.83 |
-9.54 |
-7.8% |
453.32 |
ATR |
203.02 |
198.87 |
-4.14 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,664.74 |
18,619.03 |
18,409.73 |
|
R3 |
18,551.91 |
18,506.20 |
18,378.70 |
|
R2 |
18,439.08 |
18,439.08 |
18,368.36 |
|
R1 |
18,393.37 |
18,393.37 |
18,358.01 |
18,416.23 |
PP |
18,326.25 |
18,326.25 |
18,326.25 |
18,337.67 |
S1 |
18,280.54 |
18,280.54 |
18,337.33 |
18,303.40 |
S2 |
18,213.42 |
18,213.42 |
18,326.98 |
|
S3 |
18,100.59 |
18,167.71 |
18,316.64 |
|
S4 |
17,987.76 |
18,054.88 |
18,285.61 |
|
|
Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,368.95 |
19,211.16 |
18,396.07 |
|
R3 |
18,915.63 |
18,757.84 |
18,271.40 |
|
R2 |
18,462.31 |
18,462.31 |
18,229.85 |
|
R1 |
18,304.52 |
18,304.52 |
18,188.29 |
18,383.42 |
PP |
18,008.99 |
18,008.99 |
18,008.99 |
18,048.43 |
S1 |
17,851.20 |
17,851.20 |
18,105.19 |
17,930.10 |
S2 |
17,555.67 |
17,555.67 |
18,063.63 |
|
S3 |
17,102.35 |
17,397.88 |
18,022.08 |
|
S4 |
16,649.03 |
16,944.56 |
17,897.41 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,371.95 |
17,713.45 |
658.50 |
3.6% |
162.50 |
0.9% |
96% |
True |
False |
|
10 |
18,371.95 |
17,190.51 |
1,181.44 |
6.4% |
170.37 |
0.9% |
98% |
True |
False |
|
20 |
18,371.95 |
17,063.08 |
1,308.87 |
7.1% |
193.84 |
1.1% |
98% |
True |
False |
|
40 |
18,371.95 |
17,063.08 |
1,308.87 |
7.1% |
167.49 |
0.9% |
98% |
True |
False |
|
60 |
18,371.95 |
17,063.08 |
1,308.87 |
7.1% |
164.43 |
0.9% |
98% |
True |
False |
|
80 |
18,371.95 |
17,063.08 |
1,308.87 |
7.1% |
158.37 |
0.9% |
98% |
True |
False |
|
100 |
18,371.95 |
16,165.86 |
2,206.09 |
12.0% |
165.42 |
0.9% |
99% |
True |
False |
|
120 |
18,371.95 |
15,503.01 |
2,868.94 |
15.6% |
184.76 |
1.0% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,851.48 |
2.618 |
18,667.34 |
1.618 |
18,554.51 |
1.000 |
18,484.78 |
0.618 |
18,441.68 |
HIGH |
18,371.95 |
0.618 |
18,328.85 |
0.500 |
18,315.54 |
0.382 |
18,302.22 |
LOW |
18,259.12 |
0.618 |
18,189.39 |
1.000 |
18,146.29 |
1.618 |
18,076.56 |
2.618 |
17,963.73 |
4.250 |
17,779.59 |
|
|
Fisher Pivots for day following 12-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
18,336.96 |
18,288.98 |
PP |
18,326.25 |
18,230.28 |
S1 |
18,315.54 |
18,171.59 |
|