Trading Metrics calculated at close of trading on 28-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2016 |
28-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
18,473.27 |
18,461.01 |
-12.26 |
-0.1% |
18,521.55 |
High |
18,542.39 |
18,483.26 |
-59.13 |
-0.3% |
18,622.01 |
Low |
18,430.94 |
18,368.82 |
-62.12 |
-0.3% |
18,469.67 |
Close |
18,472.17 |
18,456.35 |
-15.82 |
-0.1% |
18,570.85 |
Range |
111.45 |
114.44 |
2.99 |
2.7% |
152.34 |
ATR |
144.61 |
142.45 |
-2.15 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,779.46 |
18,732.35 |
18,519.29 |
|
R3 |
18,665.02 |
18,617.91 |
18,487.82 |
|
R2 |
18,550.58 |
18,550.58 |
18,477.33 |
|
R1 |
18,503.47 |
18,503.47 |
18,466.84 |
18,469.81 |
PP |
18,436.14 |
18,436.14 |
18,436.14 |
18,419.31 |
S1 |
18,389.03 |
18,389.03 |
18,445.86 |
18,355.37 |
S2 |
18,321.70 |
18,321.70 |
18,435.37 |
|
S3 |
18,207.26 |
18,274.59 |
18,424.88 |
|
S4 |
18,092.82 |
18,160.15 |
18,393.41 |
|
|
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 |
18,571.30 |
18,368.82 |
202.48 |
1.1% |
108.78 |
0.6% |
43% |
False |
True |
|
10 |
18,622.01 |
18,368.82 |
253.19 |
1.4% |
95.06 |
0.5% |
35% |
False |
True |
|
20 |
18,622.01 |
17,711.80 |
910.21 |
4.9% |
119.21 |
0.6% |
82% |
False |
False |
|
40 |
18,622.01 |
17,063.08 |
1,558.93 |
8.4% |
148.98 |
0.8% |
89% |
False |
False |
|
60 |
18,622.01 |
17,063.08 |
1,558.93 |
8.4% |
153.12 |
0.8% |
89% |
False |
False |
|
80 |
18,622.01 |
17,063.08 |
1,558.93 |
8.4% |
153.19 |
0.8% |
89% |
False |
False |
|
100 |
18,622.01 |
16,821.86 |
1,800.15 |
9.8% |
152.34 |
0.8% |
91% |
False |
False |
|
120 |
18,622.01 |
15,503.01 |
3,119.00 |
16.9% |
165.35 |
0.9% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,969.63 |
2.618 |
18,782.86 |
1.618 |
18,668.42 |
1.000 |
18,597.70 |
0.618 |
18,553.98 |
HIGH |
18,483.26 |
0.618 |
18,439.54 |
0.500 |
18,426.04 |
0.382 |
18,412.54 |
LOW |
18,368.82 |
0.618 |
18,298.10 |
1.000 |
18,254.38 |
1.618 |
18,183.66 |
2.618 |
18,069.22 |
4.250 |
17,882.45 |
|
|
Fisher Pivots for day following 28-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
18,446.25 |
18,456.10 |
PP |
18,436.14 |
18,455.85 |
S1 |
18,426.04 |
18,455.61 |
|