Trading Metrics calculated at close of trading on 25-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2016 |
25-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
1,331.4 |
1,322.7 |
-8.7 |
-0.7% |
1,333.4 |
High |
1,334.0 |
1,323.4 |
-10.6 |
-0.8% |
1,338.8 |
Low |
1,319.4 |
1,311.1 |
-8.3 |
-0.6% |
1,310.7 |
Close |
1,323.4 |
1,319.5 |
-3.9 |
-0.3% |
1,323.4 |
Range |
14.6 |
12.3 |
-2.3 |
-15.8% |
28.1 |
ATR |
21.8 |
21.1 |
-0.7 |
-3.1% |
0.0 |
Volume |
232,263 |
263,660 |
31,397 |
13.5% |
1,024,544 |
|
Daily Pivots for day following 25-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,354.9 |
1,349.5 |
1,326.3 |
|
R3 |
1,342.6 |
1,337.2 |
1,322.9 |
|
R2 |
1,330.3 |
1,330.3 |
1,321.8 |
|
R1 |
1,324.9 |
1,324.9 |
1,320.6 |
1,321.5 |
PP |
1,318.0 |
1,318.0 |
1,318.0 |
1,316.3 |
S1 |
1,312.6 |
1,312.6 |
1,318.4 |
1,309.2 |
S2 |
1,305.7 |
1,305.7 |
1,317.2 |
|
S3 |
1,293.4 |
1,300.3 |
1,316.1 |
|
S4 |
1,281.1 |
1,288.0 |
1,312.7 |
|
|
Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,408.6 |
1,394.1 |
1,338.9 |
|
R3 |
1,380.5 |
1,366.0 |
1,331.1 |
|
R2 |
1,352.4 |
1,352.4 |
1,328.6 |
|
R1 |
1,337.9 |
1,337.9 |
1,326.0 |
1,331.1 |
PP |
1,324.3 |
1,324.3 |
1,324.3 |
1,320.9 |
S1 |
1,309.8 |
1,309.8 |
1,320.8 |
1,303.0 |
S2 |
1,296.2 |
1,296.2 |
1,318.2 |
|
S3 |
1,268.1 |
1,281.7 |
1,315.7 |
|
S4 |
1,240.0 |
1,253.6 |
1,307.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,338.8 |
1,310.7 |
28.1 |
2.1% |
17.2 |
1.3% |
31% |
False |
False |
224,998 |
10 |
1,358.9 |
1,310.7 |
48.2 |
3.7% |
18.9 |
1.4% |
18% |
False |
False |
220,629 |
20 |
1,377.5 |
1,308.2 |
69.3 |
5.3% |
20.3 |
1.5% |
16% |
False |
False |
229,764 |
40 |
1,377.5 |
1,201.5 |
176.0 |
13.3% |
21.7 |
1.6% |
67% |
False |
False |
218,629 |
60 |
1,377.5 |
1,201.5 |
176.0 |
13.3% |
20.6 |
1.6% |
67% |
False |
False |
161,640 |
80 |
1,377.5 |
1,201.5 |
176.0 |
13.3% |
19.8 |
1.5% |
67% |
False |
False |
122,460 |
100 |
1,377.5 |
1,201.5 |
176.0 |
13.3% |
20.2 |
1.5% |
67% |
False |
False |
98,764 |
120 |
1,377.5 |
1,127.9 |
249.6 |
18.9% |
20.8 |
1.6% |
77% |
False |
False |
82,707 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,375.7 |
2.618 |
1,355.6 |
1.618 |
1,343.3 |
1.000 |
1,335.7 |
0.618 |
1,331.0 |
HIGH |
1,323.4 |
0.618 |
1,318.7 |
0.500 |
1,317.3 |
0.382 |
1,315.8 |
LOW |
1,311.1 |
0.618 |
1,303.5 |
1.000 |
1,298.8 |
1.618 |
1,291.2 |
2.618 |
1,278.9 |
4.250 |
1,258.8 |
|
|
Fisher Pivots for day following 25-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
1,318.8 |
1,322.4 |
PP |
1,318.0 |
1,321.4 |
S1 |
1,317.3 |
1,320.5 |
|