Trading Metrics calculated at close of trading on 13-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2016 |
13-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
18,259.12 |
18,356.78 |
97.66 |
0.5% |
17,904.45 |
High |
18,371.95 |
18,390.16 |
18.21 |
0.1% |
18,166.77 |
Low |
18,259.12 |
18,315.76 |
56.64 |
0.3% |
17,713.45 |
Close |
18,347.67 |
18,372.12 |
24.45 |
0.1% |
18,146.74 |
Range |
112.83 |
74.40 |
-38.43 |
-34.1% |
453.32 |
ATR |
198.87 |
189.98 |
-8.89 |
-4.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,582.55 |
18,551.73 |
18,413.04 |
|
R3 |
18,508.15 |
18,477.33 |
18,392.58 |
|
R2 |
18,433.75 |
18,433.75 |
18,385.76 |
|
R1 |
18,402.93 |
18,402.93 |
18,378.94 |
18,418.34 |
PP |
18,359.35 |
18,359.35 |
18,359.35 |
18,367.05 |
S1 |
18,328.53 |
18,328.53 |
18,365.30 |
18,343.94 |
S2 |
18,284.95 |
18,284.95 |
18,358.48 |
|
S3 |
18,210.55 |
18,254.13 |
18,351.66 |
|
S4 |
18,136.15 |
18,179.73 |
18,331.20 |
|
|
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 |
18,390.16 |
17,816.65 |
573.51 |
3.1% |
134.69 |
0.7% |
97% |
True |
False |
|
10 |
18,390.16 |
17,456.02 |
934.14 |
5.1% |
155.89 |
0.8% |
98% |
True |
False |
|
20 |
18,390.16 |
17,063.08 |
1,327.08 |
7.2% |
190.65 |
1.0% |
99% |
True |
False |
|
40 |
18,390.16 |
17,063.08 |
1,327.08 |
7.2% |
163.75 |
0.9% |
99% |
True |
False |
|
60 |
18,390.16 |
17,063.08 |
1,327.08 |
7.2% |
162.98 |
0.9% |
99% |
True |
False |
|
80 |
18,390.16 |
17,063.08 |
1,327.08 |
7.2% |
157.56 |
0.9% |
99% |
True |
False |
|
100 |
18,390.16 |
16,165.86 |
2,224.30 |
12.1% |
164.83 |
0.9% |
99% |
True |
False |
|
120 |
18,390.16 |
15,503.01 |
2,887.15 |
15.7% |
182.60 |
1.0% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,706.36 |
2.618 |
18,584.94 |
1.618 |
18,510.54 |
1.000 |
18,464.56 |
0.618 |
18,436.14 |
HIGH |
18,390.16 |
0.618 |
18,361.74 |
0.500 |
18,352.96 |
0.382 |
18,344.18 |
LOW |
18,315.76 |
0.618 |
18,269.78 |
1.000 |
18,241.36 |
1.618 |
18,195.38 |
2.618 |
18,120.98 |
4.250 |
17,999.56 |
|
|
Fisher Pivots for day following 13-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
18,365.73 |
18,340.03 |
PP |
18,359.35 |
18,307.94 |
S1 |
18,352.96 |
18,275.85 |
|