Trading Metrics calculated at close of trading on 18-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2016 |
18-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
18,508.88 |
18,521.55 |
12.67 |
0.1% |
18,161.53 |
High |
18,557.43 |
18,556.13 |
-1.30 |
0.0% |
18,557.43 |
Low |
18,471.62 |
18,489.84 |
18.22 |
0.1% |
18,161.53 |
Close |
18,516.55 |
18,533.05 |
16.50 |
0.1% |
18,516.55 |
Range |
85.81 |
66.29 |
-19.52 |
-22.7% |
395.90 |
ATR |
180.92 |
172.73 |
-8.19 |
-4.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,725.21 |
18,695.42 |
18,569.51 |
|
R3 |
18,658.92 |
18,629.13 |
18,551.28 |
|
R2 |
18,592.63 |
18,592.63 |
18,545.20 |
|
R1 |
18,562.84 |
18,562.84 |
18,539.13 |
18,577.74 |
PP |
18,526.34 |
18,526.34 |
18,526.34 |
18,533.79 |
S1 |
18,496.55 |
18,496.55 |
18,526.97 |
18,511.45 |
S2 |
18,460.05 |
18,460.05 |
18,520.90 |
|
S3 |
18,393.76 |
18,430.26 |
18,514.82 |
|
S4 |
18,327.47 |
18,363.97 |
18,496.59 |
|
|
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 |
18,259.12 |
298.31 |
1.6% |
92.52 |
0.5% |
92% |
False |
False |
|
10 |
18,557.43 |
17,713.45 |
843.98 |
4.6% |
128.15 |
0.7% |
97% |
False |
False |
|
20 |
18,557.43 |
17,063.08 |
1,494.35 |
8.1% |
177.01 |
1.0% |
98% |
False |
False |
|
40 |
18,557.43 |
17,063.08 |
1,494.35 |
8.1% |
154.82 |
0.8% |
98% |
False |
False |
|
60 |
18,557.43 |
17,063.08 |
1,494.35 |
8.1% |
160.93 |
0.9% |
98% |
False |
False |
|
80 |
18,557.43 |
17,063.08 |
1,494.35 |
8.1% |
157.19 |
0.8% |
98% |
False |
False |
|
100 |
18,557.43 |
16,458.42 |
2,099.01 |
11.3% |
159.63 |
0.9% |
99% |
False |
False |
|
120 |
18,557.43 |
15,503.01 |
3,054.42 |
16.5% |
178.94 |
1.0% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,837.86 |
2.618 |
18,729.68 |
1.618 |
18,663.39 |
1.000 |
18,622.42 |
0.618 |
18,597.10 |
HIGH |
18,556.13 |
0.618 |
18,530.81 |
0.500 |
18,522.99 |
0.382 |
18,515.16 |
LOW |
18,489.84 |
0.618 |
18,448.87 |
1.000 |
18,423.55 |
1.618 |
18,382.58 |
2.618 |
18,316.29 |
4.250 |
18,208.11 |
|
|
Fisher Pivots for day following 18-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
18,529.70 |
18,517.32 |
PP |
18,526.34 |
18,501.59 |
S1 |
18,522.99 |
18,485.87 |
|