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 |
18,356.78 |
18,414.30 |
57.52 |
0.3% |
17,904.45 |
High |
18,390.16 |
18,537.57 |
147.41 |
0.8% |
18,166.77 |
Low |
18,315.76 |
18,414.30 |
98.54 |
0.5% |
17,713.45 |
Close |
18,372.12 |
18,506.41 |
134.29 |
0.7% |
18,146.74 |
Range |
74.40 |
123.27 |
48.87 |
65.7% |
453.32 |
ATR |
189.98 |
188.23 |
-1.75 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,855.90 |
18,804.43 |
18,574.21 |
|
R3 |
18,732.63 |
18,681.16 |
18,540.31 |
|
R2 |
18,609.36 |
18,609.36 |
18,529.01 |
|
R1 |
18,557.89 |
18,557.89 |
18,517.71 |
18,583.63 |
PP |
18,486.09 |
18,486.09 |
18,486.09 |
18,498.96 |
S1 |
18,434.62 |
18,434.62 |
18,495.11 |
18,460.36 |
S2 |
18,362.82 |
18,362.82 |
18,483.81 |
|
S3 |
18,239.55 |
18,311.35 |
18,472.51 |
|
S4 |
18,116.28 |
18,188.08 |
18,438.61 |
|
|
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 |
18,537.57 |
17,971.22 |
566.35 |
3.1% |
125.68 |
0.7% |
94% |
True |
False |
|
10 |
18,537.57 |
17,711.80 |
825.77 |
4.5% |
143.36 |
0.8% |
96% |
True |
False |
|
20 |
18,537.57 |
17,063.08 |
1,474.49 |
8.0% |
190.12 |
1.0% |
98% |
True |
False |
|
40 |
18,537.57 |
17,063.08 |
1,474.49 |
8.0% |
161.04 |
0.9% |
98% |
True |
False |
|
60 |
18,537.57 |
17,063.08 |
1,474.49 |
8.0% |
163.06 |
0.9% |
98% |
True |
False |
|
80 |
18,537.57 |
17,063.08 |
1,474.49 |
8.0% |
157.93 |
0.9% |
98% |
True |
False |
|
100 |
18,537.57 |
16,165.86 |
2,371.71 |
12.8% |
163.59 |
0.9% |
99% |
True |
False |
|
120 |
18,537.57 |
15,503.01 |
3,034.56 |
16.4% |
181.83 |
1.0% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,061.47 |
2.618 |
18,860.29 |
1.618 |
18,737.02 |
1.000 |
18,660.84 |
0.618 |
18,613.75 |
HIGH |
18,537.57 |
0.618 |
18,490.48 |
0.500 |
18,475.94 |
0.382 |
18,461.39 |
LOW |
18,414.30 |
0.618 |
18,338.12 |
1.000 |
18,291.03 |
1.618 |
18,214.85 |
2.618 |
18,091.58 |
4.250 |
17,890.40 |
|
|
Fisher Pivots for day following 14-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
18,496.25 |
18,470.39 |
PP |
18,486.09 |
18,434.37 |
S1 |
18,475.94 |
18,398.35 |
|