Trading Metrics calculated at close of trading on 27-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2016 |
27-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
1,315.5 |
1,319.9 |
4.4 |
0.3% |
1,333.4 |
High |
1,324.4 |
1,342.3 |
17.9 |
1.4% |
1,338.8 |
Low |
1,313.6 |
1,315.6 |
2.0 |
0.2% |
1,310.7 |
Close |
1,320.8 |
1,326.7 |
5.9 |
0.4% |
1,323.4 |
Range |
10.8 |
26.7 |
15.9 |
147.2% |
28.1 |
ATR |
20.4 |
20.8 |
0.5 |
2.2% |
0.0 |
Volume |
203,410 |
215,388 |
11,978 |
5.9% |
1,024,544 |
|
Daily Pivots for day following 27-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,408.3 |
1,394.2 |
1,341.4 |
|
R3 |
1,381.6 |
1,367.5 |
1,334.0 |
|
R2 |
1,354.9 |
1,354.9 |
1,331.6 |
|
R1 |
1,340.8 |
1,340.8 |
1,329.1 |
1,347.9 |
PP |
1,328.2 |
1,328.2 |
1,328.2 |
1,331.7 |
S1 |
1,314.1 |
1,314.1 |
1,324.3 |
1,321.2 |
S2 |
1,301.5 |
1,301.5 |
1,321.8 |
|
S3 |
1,274.8 |
1,287.4 |
1,319.4 |
|
S4 |
1,248.1 |
1,260.7 |
1,312.0 |
|
|
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 |
1,342.3 |
1,310.7 |
31.6 |
2.4% |
17.5 |
1.3% |
51% |
True |
False |
233,637 |
10 |
1,348.0 |
1,310.7 |
37.3 |
2.8% |
18.1 |
1.4% |
43% |
False |
False |
216,316 |
20 |
1,377.5 |
1,310.7 |
66.8 |
5.0% |
20.2 |
1.5% |
24% |
False |
False |
227,989 |
40 |
1,377.5 |
1,208.2 |
169.3 |
12.8% |
21.8 |
1.6% |
70% |
False |
False |
218,195 |
60 |
1,377.5 |
1,201.5 |
176.0 |
13.3% |
20.4 |
1.5% |
71% |
False |
False |
167,961 |
80 |
1,377.5 |
1,201.5 |
176.0 |
13.3% |
19.9 |
1.5% |
71% |
False |
False |
127,570 |
100 |
1,377.5 |
1,201.5 |
176.0 |
13.3% |
20.0 |
1.5% |
71% |
False |
False |
102,876 |
120 |
1,377.5 |
1,148.8 |
228.7 |
17.2% |
20.9 |
1.6% |
78% |
False |
False |
86,168 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,455.8 |
2.618 |
1,412.2 |
1.618 |
1,385.5 |
1.000 |
1,369.0 |
0.618 |
1,358.8 |
HIGH |
1,342.3 |
0.618 |
1,332.1 |
0.500 |
1,329.0 |
0.382 |
1,325.8 |
LOW |
1,315.6 |
0.618 |
1,299.1 |
1.000 |
1,288.9 |
1.618 |
1,272.4 |
2.618 |
1,245.7 |
4.250 |
1,202.1 |
|
|
Fisher Pivots for day following 27-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
1,329.0 |
1,326.7 |
PP |
1,328.2 |
1,326.7 |
S1 |
1,327.5 |
1,326.7 |
|