Trading Metrics calculated at close of trading on 20-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2016 |
20-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
18,503.12 |
18,582.70 |
79.58 |
0.4% |
18,161.53 |
High |
18,562.53 |
18,622.01 |
59.48 |
0.3% |
18,557.43 |
Low |
18,495.11 |
18,555.65 |
60.54 |
0.3% |
18,161.53 |
Close |
18,559.01 |
18,595.03 |
36.02 |
0.2% |
18,516.55 |
Range |
67.42 |
66.36 |
-1.06 |
-1.6% |
395.90 |
ATR |
165.21 |
158.15 |
-7.06 |
-4.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,789.98 |
18,758.86 |
18,631.53 |
|
R3 |
18,723.62 |
18,692.50 |
18,613.28 |
|
R2 |
18,657.26 |
18,657.26 |
18,607.20 |
|
R1 |
18,626.14 |
18,626.14 |
18,601.11 |
18,641.70 |
PP |
18,590.90 |
18,590.90 |
18,590.90 |
18,598.68 |
S1 |
18,559.78 |
18,559.78 |
18,588.95 |
18,575.34 |
S2 |
18,524.54 |
18,524.54 |
18,582.86 |
|
S3 |
18,458.18 |
18,493.42 |
18,576.78 |
|
S4 |
18,391.82 |
18,427.06 |
18,558.53 |
|
|
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 |
18,622.01 |
18,414.30 |
207.71 |
1.1% |
81.83 |
0.4% |
87% |
True |
False |
|
10 |
18,622.01 |
17,816.65 |
805.36 |
4.3% |
108.26 |
0.6% |
97% |
True |
False |
|
20 |
18,622.01 |
17,063.08 |
1,558.93 |
8.4% |
169.32 |
0.9% |
98% |
True |
False |
|
40 |
18,622.01 |
17,063.08 |
1,558.93 |
8.4% |
153.04 |
0.8% |
98% |
True |
False |
|
60 |
18,622.01 |
17,063.08 |
1,558.93 |
8.4% |
158.95 |
0.9% |
98% |
True |
False |
|
80 |
18,622.01 |
17,063.08 |
1,558.93 |
8.4% |
156.25 |
0.8% |
98% |
True |
False |
|
100 |
18,622.01 |
16,510.40 |
2,111.61 |
11.4% |
156.85 |
0.8% |
99% |
True |
False |
|
120 |
18,622.01 |
15,503.01 |
3,119.00 |
16.8% |
175.10 |
0.9% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,904.04 |
2.618 |
18,795.74 |
1.618 |
18,729.38 |
1.000 |
18,688.37 |
0.618 |
18,663.02 |
HIGH |
18,622.01 |
0.618 |
18,596.66 |
0.500 |
18,588.83 |
0.382 |
18,581.00 |
LOW |
18,555.65 |
0.618 |
18,514.64 |
1.000 |
18,489.29 |
1.618 |
18,448.28 |
2.618 |
18,381.92 |
4.250 |
18,273.62 |
|
|
Fisher Pivots for day following 20-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
18,592.96 |
18,582.00 |
PP |
18,590.90 |
18,568.96 |
S1 |
18,588.83 |
18,555.93 |
|