Trading Metrics calculated at close of trading on 26-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2016 |
26-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
1,322.7 |
1,315.5 |
-7.2 |
-0.5% |
1,333.4 |
High |
1,323.4 |
1,324.4 |
1.0 |
0.1% |
1,338.8 |
Low |
1,311.1 |
1,313.6 |
2.5 |
0.2% |
1,310.7 |
Close |
1,319.5 |
1,320.8 |
1.3 |
0.1% |
1,323.4 |
Range |
12.3 |
10.8 |
-1.5 |
-12.2% |
28.1 |
ATR |
21.1 |
20.4 |
-0.7 |
-3.5% |
0.0 |
Volume |
263,660 |
203,410 |
-60,250 |
-22.9% |
1,024,544 |
|
Daily Pivots for day following 26-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,352.0 |
1,347.2 |
1,326.7 |
|
R3 |
1,341.2 |
1,336.4 |
1,323.8 |
|
R2 |
1,330.4 |
1,330.4 |
1,322.8 |
|
R1 |
1,325.6 |
1,325.6 |
1,321.8 |
1,328.0 |
PP |
1,319.6 |
1,319.6 |
1,319.6 |
1,320.8 |
S1 |
1,314.8 |
1,314.8 |
1,319.8 |
1,317.2 |
S2 |
1,308.8 |
1,308.8 |
1,318.8 |
|
S3 |
1,298.0 |
1,304.0 |
1,317.8 |
|
S4 |
1,287.2 |
1,293.2 |
1,314.9 |
|
|
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% |
17.5 |
1.3% |
36% |
False |
False |
235,556 |
10 |
1,348.0 |
1,310.7 |
37.3 |
2.8% |
17.2 |
1.3% |
27% |
False |
False |
215,237 |
20 |
1,377.5 |
1,308.2 |
69.3 |
5.2% |
19.9 |
1.5% |
18% |
False |
False |
227,019 |
40 |
1,377.5 |
1,201.5 |
176.0 |
13.3% |
21.6 |
1.6% |
68% |
False |
False |
218,714 |
60 |
1,377.5 |
1,201.5 |
176.0 |
13.3% |
20.2 |
1.5% |
68% |
False |
False |
164,708 |
80 |
1,377.5 |
1,201.5 |
176.0 |
13.3% |
19.6 |
1.5% |
68% |
False |
False |
124,904 |
100 |
1,377.5 |
1,201.5 |
176.0 |
13.3% |
20.0 |
1.5% |
68% |
False |
False |
100,746 |
120 |
1,377.5 |
1,142.5 |
235.0 |
17.8% |
20.8 |
1.6% |
76% |
False |
False |
84,396 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,370.3 |
2.618 |
1,352.7 |
1.618 |
1,341.9 |
1.000 |
1,335.2 |
0.618 |
1,331.1 |
HIGH |
1,324.4 |
0.618 |
1,320.3 |
0.500 |
1,319.0 |
0.382 |
1,317.7 |
LOW |
1,313.6 |
0.618 |
1,306.9 |
1.000 |
1,302.8 |
1.618 |
1,296.1 |
2.618 |
1,285.3 |
4.250 |
1,267.7 |
|
|
Fisher Pivots for day following 26-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
1,320.2 |
1,322.6 |
PP |
1,319.6 |
1,322.0 |
S1 |
1,319.0 |
1,321.4 |
|