Trading Metrics calculated at close of trading on 29-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2016 |
29-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
18,461.01 |
18,442.52 |
-18.49 |
-0.1% |
18,554.49 |
High |
18,483.26 |
18,466.55 |
-16.71 |
-0.1% |
18,555.69 |
Low |
18,368.82 |
18,371.12 |
2.30 |
0.0% |
18,368.82 |
Close |
18,456.35 |
18,432.24 |
-24.11 |
-0.1% |
18,432.24 |
Range |
114.44 |
95.43 |
-19.01 |
-16.6% |
186.87 |
ATR |
142.45 |
139.09 |
-3.36 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,709.59 |
18,666.35 |
18,484.73 |
|
R3 |
18,614.16 |
18,570.92 |
18,458.48 |
|
R2 |
18,518.73 |
18,518.73 |
18,449.74 |
|
R1 |
18,475.49 |
18,475.49 |
18,440.99 |
18,449.40 |
PP |
18,423.30 |
18,423.30 |
18,423.30 |
18,410.26 |
S1 |
18,380.06 |
18,380.06 |
18,423.49 |
18,353.97 |
S2 |
18,327.87 |
18,327.87 |
18,414.74 |
|
S3 |
18,232.44 |
18,284.63 |
18,406.00 |
|
S4 |
18,137.01 |
18,189.20 |
18,379.75 |
|
|
Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,012.86 |
18,909.42 |
18,535.02 |
|
R3 |
18,825.99 |
18,722.55 |
18,483.63 |
|
R2 |
18,639.12 |
18,639.12 |
18,466.50 |
|
R1 |
18,535.68 |
18,535.68 |
18,449.37 |
18,493.97 |
PP |
18,452.25 |
18,452.25 |
18,452.25 |
18,431.39 |
S1 |
18,348.81 |
18,348.81 |
18,415.11 |
18,307.10 |
S2 |
18,265.38 |
18,265.38 |
18,397.98 |
|
S3 |
18,078.51 |
18,161.94 |
18,380.85 |
|
S4 |
17,891.64 |
17,975.07 |
18,329.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,555.69 |
18,368.82 |
186.87 |
1.0% |
111.93 |
0.6% |
34% |
False |
False |
|
10 |
18,622.01 |
18,368.82 |
253.19 |
1.4% |
96.02 |
0.5% |
25% |
False |
False |
|
20 |
18,622.01 |
17,713.45 |
908.56 |
4.9% |
113.04 |
0.6% |
79% |
False |
False |
|
40 |
18,622.01 |
17,063.08 |
1,558.93 |
8.5% |
147.99 |
0.8% |
88% |
False |
False |
|
60 |
18,622.01 |
17,063.08 |
1,558.93 |
8.5% |
152.56 |
0.8% |
88% |
False |
False |
|
80 |
18,622.01 |
17,063.08 |
1,558.93 |
8.5% |
152.12 |
0.8% |
88% |
False |
False |
|
100 |
18,622.01 |
16,821.86 |
1,800.15 |
9.8% |
151.79 |
0.8% |
89% |
False |
False |
|
120 |
18,622.01 |
15,503.01 |
3,119.00 |
16.9% |
163.28 |
0.9% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,872.13 |
2.618 |
18,716.39 |
1.618 |
18,620.96 |
1.000 |
18,561.98 |
0.618 |
18,525.53 |
HIGH |
18,466.55 |
0.618 |
18,430.10 |
0.500 |
18,418.84 |
0.382 |
18,407.57 |
LOW |
18,371.12 |
0.618 |
18,312.14 |
1.000 |
18,275.69 |
1.618 |
18,216.71 |
2.618 |
18,121.28 |
4.250 |
17,965.54 |
|
|
Fisher Pivots for day following 29-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
18,427.77 |
18,455.61 |
PP |
18,423.30 |
18,447.82 |
S1 |
18,418.84 |
18,440.03 |
|