Trading Metrics calculated at close of trading on 25-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2016 |
25-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
18,524.15 |
18,554.49 |
30.34 |
0.2% |
18,521.55 |
High |
18,571.30 |
18,555.69 |
-15.61 |
-0.1% |
18,622.01 |
Low |
18,491.59 |
18,452.62 |
-38.97 |
-0.2% |
18,469.67 |
Close |
18,570.85 |
18,493.06 |
-77.79 |
-0.4% |
18,570.85 |
Range |
79.71 |
103.07 |
23.36 |
29.3% |
152.34 |
ATR |
150.37 |
148.07 |
-2.30 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,809.67 |
18,754.43 |
18,549.75 |
|
R3 |
18,706.60 |
18,651.36 |
18,521.40 |
|
R2 |
18,603.53 |
18,603.53 |
18,511.96 |
|
R1 |
18,548.29 |
18,548.29 |
18,502.51 |
18,524.38 |
PP |
18,500.46 |
18,500.46 |
18,500.46 |
18,488.50 |
S1 |
18,445.22 |
18,445.22 |
18,483.61 |
18,421.31 |
S2 |
18,397.39 |
18,397.39 |
18,474.16 |
|
S3 |
18,294.32 |
18,342.15 |
18,464.72 |
|
S4 |
18,191.25 |
18,239.08 |
18,436.37 |
|
|
Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,011.20 |
18,943.36 |
18,654.64 |
|
R3 |
18,858.86 |
18,791.02 |
18,612.74 |
|
R2 |
18,706.52 |
18,706.52 |
18,598.78 |
|
R1 |
18,638.68 |
18,638.68 |
18,584.81 |
18,672.60 |
PP |
18,554.18 |
18,554.18 |
18,554.18 |
18,571.14 |
S1 |
18,486.34 |
18,486.34 |
18,556.89 |
18,520.26 |
S2 |
18,401.84 |
18,401.84 |
18,542.92 |
|
S3 |
18,249.50 |
18,334.00 |
18,528.96 |
|
S4 |
18,097.16 |
18,181.66 |
18,487.06 |
|
|
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 |
18,452.62 |
169.39 |
0.9% |
87.47 |
0.5% |
24% |
False |
True |
|
10 |
18,622.01 |
18,259.12 |
362.89 |
2.0% |
89.99 |
0.5% |
64% |
False |
False |
|
20 |
18,622.01 |
17,063.08 |
1,558.93 |
8.4% |
139.14 |
0.8% |
92% |
False |
False |
|
40 |
18,622.01 |
17,063.08 |
1,558.93 |
8.4% |
149.15 |
0.8% |
92% |
False |
False |
|
60 |
18,622.01 |
17,063.08 |
1,558.93 |
8.4% |
155.46 |
0.8% |
92% |
False |
False |
|
80 |
18,622.01 |
17,063.08 |
1,558.93 |
8.4% |
154.64 |
0.8% |
92% |
False |
False |
|
100 |
18,622.01 |
16,820.73 |
1,801.28 |
9.7% |
153.19 |
0.8% |
93% |
False |
False |
|
120 |
18,622.01 |
15,503.01 |
3,119.00 |
16.9% |
170.13 |
0.9% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,993.74 |
2.618 |
18,825.53 |
1.618 |
18,722.46 |
1.000 |
18,658.76 |
0.618 |
18,619.39 |
HIGH |
18,555.69 |
0.618 |
18,516.32 |
0.500 |
18,504.16 |
0.382 |
18,491.99 |
LOW |
18,452.62 |
0.618 |
18,388.92 |
1.000 |
18,349.55 |
1.618 |
18,285.85 |
2.618 |
18,182.78 |
4.250 |
18,014.57 |
|
|
Fisher Pivots for day following 25-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
18,504.16 |
18,521.53 |
PP |
18,500.46 |
18,512.04 |
S1 |
18,496.76 |
18,502.55 |
|