Trading Metrics calculated at close of trading on 22-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2016 |
22-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
18,589.96 |
18,524.15 |
-65.81 |
-0.4% |
18,521.55 |
High |
18,590.44 |
18,571.30 |
-19.14 |
-0.1% |
18,622.01 |
Low |
18,469.67 |
18,491.59 |
21.92 |
0.1% |
18,469.67 |
Close |
18,517.23 |
18,570.85 |
53.62 |
0.3% |
18,570.85 |
Range |
120.77 |
79.71 |
-41.06 |
-34.0% |
152.34 |
ATR |
155.80 |
150.37 |
-5.44 |
-3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,783.71 |
18,756.99 |
18,614.69 |
|
R3 |
18,704.00 |
18,677.28 |
18,592.77 |
|
R2 |
18,624.29 |
18,624.29 |
18,585.46 |
|
R1 |
18,597.57 |
18,597.57 |
18,578.16 |
18,610.93 |
PP |
18,544.58 |
18,544.58 |
18,544.58 |
18,551.26 |
S1 |
18,517.86 |
18,517.86 |
18,563.54 |
18,531.22 |
S2 |
18,464.87 |
18,464.87 |
18,556.24 |
|
S3 |
18,385.16 |
18,438.15 |
18,548.93 |
|
S4 |
18,305.45 |
18,358.44 |
18,527.01 |
|
|
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 |
18,469.67 |
152.34 |
0.8% |
80.11 |
0.4% |
66% |
False |
False |
|
10 |
18,622.01 |
18,161.53 |
460.48 |
2.5% |
91.92 |
0.5% |
89% |
False |
False |
|
20 |
18,622.01 |
17,063.08 |
1,558.93 |
8.4% |
163.51 |
0.9% |
97% |
False |
False |
|
40 |
18,622.01 |
17,063.08 |
1,558.93 |
8.4% |
148.70 |
0.8% |
97% |
False |
False |
|
60 |
18,622.01 |
17,063.08 |
1,558.93 |
8.4% |
157.73 |
0.8% |
97% |
False |
False |
|
80 |
18,622.01 |
17,063.08 |
1,558.93 |
8.4% |
154.43 |
0.8% |
97% |
False |
False |
|
100 |
18,622.01 |
16,766.32 |
1,855.69 |
10.0% |
153.50 |
0.8% |
97% |
False |
False |
|
120 |
18,622.01 |
15,503.01 |
3,119.00 |
16.8% |
171.87 |
0.9% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,910.07 |
2.618 |
18,779.98 |
1.618 |
18,700.27 |
1.000 |
18,651.01 |
0.618 |
18,620.56 |
HIGH |
18,571.30 |
0.618 |
18,540.85 |
0.500 |
18,531.45 |
0.382 |
18,522.04 |
LOW |
18,491.59 |
0.618 |
18,442.33 |
1.000 |
18,411.88 |
1.618 |
18,362.62 |
2.618 |
18,282.91 |
4.250 |
18,152.82 |
|
|
Fisher Pivots for day following 22-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
18,557.72 |
18,562.51 |
PP |
18,544.58 |
18,554.18 |
S1 |
18,531.45 |
18,545.84 |
|