Trading Metrics calculated at close of trading on 27-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2016 |
27-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
18,497.37 |
18,473.27 |
-24.10 |
-0.1% |
18,521.55 |
High |
18,522.47 |
18,542.39 |
19.92 |
0.1% |
18,622.01 |
Low |
18,387.22 |
18,430.94 |
43.72 |
0.2% |
18,469.67 |
Close |
18,473.75 |
18,472.17 |
-1.58 |
0.0% |
18,570.85 |
Range |
135.25 |
111.45 |
-23.80 |
-17.6% |
152.34 |
ATR |
147.16 |
144.61 |
-2.55 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,816.18 |
18,755.63 |
18,533.47 |
|
R3 |
18,704.73 |
18,644.18 |
18,502.82 |
|
R2 |
18,593.28 |
18,593.28 |
18,492.60 |
|
R1 |
18,532.73 |
18,532.73 |
18,482.39 |
18,507.28 |
PP |
18,481.83 |
18,481.83 |
18,481.83 |
18,469.11 |
S1 |
18,421.28 |
18,421.28 |
18,461.95 |
18,395.83 |
S2 |
18,370.38 |
18,370.38 |
18,451.74 |
|
S3 |
18,258.93 |
18,309.83 |
18,441.52 |
|
S4 |
18,147.48 |
18,198.38 |
18,410.87 |
|
|
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 |
18,590.44 |
18,387.22 |
203.22 |
1.1% |
110.05 |
0.6% |
42% |
False |
False |
|
10 |
18,622.01 |
18,387.22 |
234.79 |
1.3% |
95.94 |
0.5% |
36% |
False |
False |
|
20 |
18,622.01 |
17,456.02 |
1,165.99 |
6.3% |
125.91 |
0.7% |
87% |
False |
False |
|
40 |
18,622.01 |
17,063.08 |
1,558.93 |
8.4% |
149.73 |
0.8% |
90% |
False |
False |
|
60 |
18,622.01 |
17,063.08 |
1,558.93 |
8.4% |
154.54 |
0.8% |
90% |
False |
False |
|
80 |
18,622.01 |
17,063.08 |
1,558.93 |
8.4% |
153.49 |
0.8% |
90% |
False |
False |
|
100 |
18,622.01 |
16,821.86 |
1,800.15 |
9.7% |
152.79 |
0.8% |
92% |
False |
False |
|
120 |
18,622.01 |
15,503.01 |
3,119.00 |
16.9% |
166.85 |
0.9% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,016.05 |
2.618 |
18,834.17 |
1.618 |
18,722.72 |
1.000 |
18,653.84 |
0.618 |
18,611.27 |
HIGH |
18,542.39 |
0.618 |
18,499.82 |
0.500 |
18,486.67 |
0.382 |
18,473.51 |
LOW |
18,430.94 |
0.618 |
18,362.06 |
1.000 |
18,319.49 |
1.618 |
18,250.61 |
2.618 |
18,139.16 |
4.250 |
17,957.28 |
|
|
Fisher Pivots for day following 27-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
18,486.67 |
18,471.93 |
PP |
18,481.83 |
18,471.69 |
S1 |
18,477.00 |
18,471.46 |
|