Trading Metrics calculated at close of trading on 19-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2016 |
19-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
18,521.55 |
18,503.12 |
-18.43 |
-0.1% |
18,161.53 |
High |
18,556.13 |
18,562.53 |
6.40 |
0.0% |
18,557.43 |
Low |
18,489.84 |
18,495.11 |
5.27 |
0.0% |
18,161.53 |
Close |
18,533.05 |
18,559.01 |
25.96 |
0.1% |
18,516.55 |
Range |
66.29 |
67.42 |
1.13 |
1.7% |
395.90 |
ATR |
172.73 |
165.21 |
-7.52 |
-4.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,741.14 |
18,717.50 |
18,596.09 |
|
R3 |
18,673.72 |
18,650.08 |
18,577.55 |
|
R2 |
18,606.30 |
18,606.30 |
18,571.37 |
|
R1 |
18,582.66 |
18,582.66 |
18,565.19 |
18,594.48 |
PP |
18,538.88 |
18,538.88 |
18,538.88 |
18,544.80 |
S1 |
18,515.24 |
18,515.24 |
18,552.83 |
18,527.06 |
S2 |
18,471.46 |
18,471.46 |
18,546.65 |
|
S3 |
18,404.04 |
18,447.82 |
18,540.47 |
|
S4 |
18,336.62 |
18,380.40 |
18,521.93 |
|
|
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 |
18,562.53 |
18,315.76 |
246.77 |
1.3% |
83.44 |
0.4% |
99% |
True |
False |
|
10 |
18,562.53 |
17,713.45 |
849.08 |
4.6% |
122.97 |
0.7% |
100% |
True |
False |
|
20 |
18,562.53 |
17,063.08 |
1,499.45 |
8.1% |
169.90 |
0.9% |
100% |
True |
False |
|
40 |
18,562.53 |
17,063.08 |
1,499.45 |
8.1% |
153.14 |
0.8% |
100% |
True |
False |
|
60 |
18,562.53 |
17,063.08 |
1,499.45 |
8.1% |
160.10 |
0.9% |
100% |
True |
False |
|
80 |
18,562.53 |
17,063.08 |
1,499.45 |
8.1% |
156.56 |
0.8% |
100% |
True |
False |
|
100 |
18,562.53 |
16,510.40 |
2,052.13 |
11.1% |
157.91 |
0.9% |
100% |
True |
False |
|
120 |
18,562.53 |
15,503.01 |
3,059.52 |
16.5% |
176.53 |
1.0% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,849.07 |
2.618 |
18,739.04 |
1.618 |
18,671.62 |
1.000 |
18,629.95 |
0.618 |
18,604.20 |
HIGH |
18,562.53 |
0.618 |
18,536.78 |
0.500 |
18,528.82 |
0.382 |
18,520.86 |
LOW |
18,495.11 |
0.618 |
18,453.44 |
1.000 |
18,427.69 |
1.618 |
18,386.02 |
2.618 |
18,318.60 |
4.250 |
18,208.58 |
|
|
Fisher Pivots for day following 19-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
18,548.95 |
18,545.03 |
PP |
18,538.88 |
18,531.05 |
S1 |
18,528.82 |
18,517.08 |
|