Trading Metrics calculated at close of trading on 15-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2016 |
15-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
76.57 |
76.73 |
0.16 |
0.2% |
72.40 |
High |
76.77 |
76.94 |
0.17 |
0.2% |
76.94 |
Low |
76.55 |
76.69 |
0.14 |
0.2% |
72.35 |
Close |
76.69 |
76.92 |
0.23 |
0.3% |
76.92 |
Range |
0.22 |
0.25 |
0.03 |
13.6% |
4.59 |
ATR |
1.04 |
0.99 |
-0.06 |
-5.4% |
0.00 |
Volume |
12,208,000 |
13,212,900 |
1,004,900 |
8.2% |
29,465,500 |
|
Daily Pivots for day following 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.60 |
77.51 |
77.06 |
|
R3 |
77.35 |
77.26 |
76.99 |
|
R2 |
77.10 |
77.10 |
76.97 |
|
R1 |
77.01 |
77.01 |
76.94 |
77.06 |
PP |
76.85 |
76.85 |
76.85 |
76.87 |
S1 |
76.76 |
76.76 |
76.90 |
76.81 |
S2 |
76.60 |
76.60 |
76.87 |
|
S3 |
76.35 |
76.51 |
76.85 |
|
S4 |
76.10 |
76.26 |
76.78 |
|
|
Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.17 |
87.64 |
79.44 |
|
R3 |
84.58 |
83.05 |
78.18 |
|
R2 |
79.99 |
79.99 |
77.76 |
|
R1 |
78.46 |
78.46 |
77.34 |
79.23 |
PP |
75.40 |
75.40 |
75.40 |
75.79 |
S1 |
73.87 |
73.87 |
76.50 |
74.63 |
S2 |
70.81 |
70.81 |
76.08 |
|
S3 |
66.22 |
69.28 |
75.66 |
|
S4 |
61.63 |
64.69 |
74.40 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
76.94 |
72.35 |
4.59 |
6.0% |
0.47 |
0.6% |
100% |
True |
False |
5,893,100 |
10 |
76.94 |
71.28 |
5.66 |
7.4% |
0.66 |
0.9% |
100% |
True |
False |
3,773,200 |
20 |
76.94 |
71.28 |
5.66 |
7.4% |
0.75 |
1.0% |
100% |
True |
False |
2,664,695 |
40 |
76.94 |
70.48 |
6.46 |
8.4% |
0.80 |
1.0% |
100% |
True |
False |
2,161,630 |
60 |
76.94 |
63.90 |
13.04 |
17.0% |
1.01 |
1.3% |
100% |
True |
False |
2,371,093 |
80 |
76.94 |
63.90 |
13.04 |
17.0% |
0.82 |
1.1% |
100% |
True |
False |
2,124,208 |
100 |
76.94 |
63.90 |
13.04 |
17.0% |
0.75 |
1.0% |
100% |
True |
False |
2,052,418 |
120 |
76.94 |
63.90 |
13.04 |
17.0% |
0.78 |
1.0% |
100% |
True |
False |
1,967,320 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.00 |
2.618 |
77.59 |
1.618 |
77.34 |
1.000 |
77.19 |
0.618 |
77.09 |
HIGH |
76.94 |
0.618 |
76.84 |
0.500 |
76.82 |
0.382 |
76.79 |
LOW |
76.69 |
0.618 |
76.54 |
1.000 |
76.44 |
1.618 |
76.29 |
2.618 |
76.04 |
4.250 |
75.63 |
|
|
Fisher Pivots for day following 15-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
76.88 |
76.32 |
PP |
76.85 |
75.72 |
S1 |
76.82 |
75.12 |
|