Trading Metrics calculated at close of trading on 21-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2016 |
21-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
18,582.70 |
18,589.96 |
7.26 |
0.0% |
18,161.53 |
High |
18,622.01 |
18,590.44 |
-31.57 |
-0.2% |
18,557.43 |
Low |
18,555.65 |
18,469.67 |
-85.98 |
-0.5% |
18,161.53 |
Close |
18,595.03 |
18,517.23 |
-77.80 |
-0.4% |
18,516.55 |
Range |
66.36 |
120.77 |
54.41 |
82.0% |
395.90 |
ATR |
158.15 |
155.80 |
-2.34 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,888.09 |
18,823.43 |
18,583.65 |
|
R3 |
18,767.32 |
18,702.66 |
18,550.44 |
|
R2 |
18,646.55 |
18,646.55 |
18,539.37 |
|
R1 |
18,581.89 |
18,581.89 |
18,528.30 |
18,553.84 |
PP |
18,525.78 |
18,525.78 |
18,525.78 |
18,511.75 |
S1 |
18,461.12 |
18,461.12 |
18,506.16 |
18,433.07 |
S2 |
18,405.01 |
18,405.01 |
18,495.09 |
|
S3 |
18,284.24 |
18,340.35 |
18,484.02 |
|
S4 |
18,163.47 |
18,219.58 |
18,450.81 |
|
|
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 |
18,469.67 |
152.34 |
0.8% |
81.33 |
0.4% |
31% |
False |
True |
|
10 |
18,622.01 |
17,971.22 |
650.79 |
3.5% |
103.51 |
0.6% |
84% |
False |
False |
|
20 |
18,622.01 |
17,063.08 |
1,558.93 |
8.4% |
167.87 |
0.9% |
93% |
False |
False |
|
40 |
18,622.01 |
17,063.08 |
1,558.93 |
8.4% |
150.62 |
0.8% |
93% |
False |
False |
|
60 |
18,622.01 |
17,063.08 |
1,558.93 |
8.4% |
159.14 |
0.9% |
93% |
False |
False |
|
80 |
18,622.01 |
17,063.08 |
1,558.93 |
8.4% |
155.15 |
0.8% |
93% |
False |
False |
|
100 |
18,622.01 |
16,545.67 |
2,076.34 |
11.2% |
155.90 |
0.8% |
95% |
False |
False |
|
120 |
18,622.01 |
15,503.01 |
3,119.00 |
16.8% |
172.97 |
0.9% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,103.71 |
2.618 |
18,906.62 |
1.618 |
18,785.85 |
1.000 |
18,711.21 |
0.618 |
18,665.08 |
HIGH |
18,590.44 |
0.618 |
18,544.31 |
0.500 |
18,530.06 |
0.382 |
18,515.80 |
LOW |
18,469.67 |
0.618 |
18,395.03 |
1.000 |
18,348.90 |
1.618 |
18,274.26 |
2.618 |
18,153.49 |
4.250 |
17,956.40 |
|
|
Fisher Pivots for day following 21-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
18,530.06 |
18,545.84 |
PP |
18,525.78 |
18,536.30 |
S1 |
18,521.51 |
18,526.77 |
|