Trading Metrics calculated at close of trading on 15-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2016 |
15-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
18,414.30 |
18,508.88 |
94.58 |
0.5% |
18,161.53 |
High |
18,537.57 |
18,557.43 |
19.86 |
0.1% |
18,557.43 |
Low |
18,414.30 |
18,471.62 |
57.32 |
0.3% |
18,161.53 |
Close |
18,506.41 |
18,516.55 |
10.14 |
0.1% |
18,516.55 |
Range |
123.27 |
85.81 |
-37.46 |
-30.4% |
395.90 |
ATR |
188.23 |
180.92 |
-7.32 |
-3.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,772.63 |
18,730.40 |
18,563.75 |
|
R3 |
18,686.82 |
18,644.59 |
18,540.15 |
|
R2 |
18,601.01 |
18,601.01 |
18,532.28 |
|
R1 |
18,558.78 |
18,558.78 |
18,524.42 |
18,579.90 |
PP |
18,515.20 |
18,515.20 |
18,515.20 |
18,525.76 |
S1 |
18,472.97 |
18,472.97 |
18,508.68 |
18,494.09 |
S2 |
18,429.39 |
18,429.39 |
18,500.82 |
|
S3 |
18,343.58 |
18,387.16 |
18,492.95 |
|
S4 |
18,257.77 |
18,301.35 |
18,469.35 |
|
|
Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,599.54 |
19,453.94 |
18,734.30 |
|
R3 |
19,203.64 |
19,058.04 |
18,625.42 |
|
R2 |
18,807.74 |
18,807.74 |
18,589.13 |
|
R1 |
18,662.14 |
18,662.14 |
18,552.84 |
18,734.94 |
PP |
18,411.84 |
18,411.84 |
18,411.84 |
18,448.24 |
S1 |
18,266.24 |
18,266.24 |
18,480.26 |
18,339.04 |
S2 |
18,015.94 |
18,015.94 |
18,443.97 |
|
S3 |
17,620.04 |
17,870.34 |
18,407.68 |
|
S4 |
17,224.14 |
17,474.44 |
18,298.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,557.43 |
18,161.53 |
395.90 |
2.1% |
103.74 |
0.6% |
90% |
True |
False |
|
10 |
18,557.43 |
17,713.45 |
843.98 |
4.6% |
130.06 |
0.7% |
95% |
True |
False |
|
20 |
18,557.43 |
17,063.08 |
1,494.35 |
8.1% |
180.23 |
1.0% |
97% |
True |
False |
|
40 |
18,557.43 |
17,063.08 |
1,494.35 |
8.1% |
157.74 |
0.9% |
97% |
True |
False |
|
60 |
18,557.43 |
17,063.08 |
1,494.35 |
8.1% |
162.21 |
0.9% |
97% |
True |
False |
|
80 |
18,557.43 |
17,063.08 |
1,494.35 |
8.1% |
157.64 |
0.9% |
97% |
True |
False |
|
100 |
18,557.43 |
16,165.86 |
2,391.57 |
12.9% |
162.38 |
0.9% |
98% |
True |
False |
|
120 |
18,557.43 |
15,503.01 |
3,054.42 |
16.5% |
180.83 |
1.0% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,922.12 |
2.618 |
18,782.08 |
1.618 |
18,696.27 |
1.000 |
18,643.24 |
0.618 |
18,610.46 |
HIGH |
18,557.43 |
0.618 |
18,524.65 |
0.500 |
18,514.53 |
0.382 |
18,504.40 |
LOW |
18,471.62 |
0.618 |
18,418.59 |
1.000 |
18,385.81 |
1.618 |
18,332.78 |
2.618 |
18,246.97 |
4.250 |
18,106.93 |
|
|
Fisher Pivots for day following 15-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
18,515.88 |
18,489.90 |
PP |
18,515.20 |
18,463.25 |
S1 |
18,514.53 |
18,436.60 |
|