Trading Metrics calculated at close of trading on 29-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2016 |
29-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
1,339.5 |
1,333.2 |
-6.3 |
-0.5% |
1,322.7 |
High |
1,344.3 |
1,353.3 |
9.0 |
0.7% |
1,353.3 |
Low |
1,330.1 |
1,325.8 |
-4.3 |
-0.3% |
1,311.1 |
Close |
1,332.3 |
1,349.0 |
16.7 |
1.3% |
1,349.0 |
Range |
14.2 |
27.5 |
13.3 |
93.7% |
42.2 |
ATR |
20.6 |
21.1 |
0.5 |
2.4% |
0.0 |
Volume |
56,908 |
6,076 |
-50,832 |
-89.3% |
745,442 |
|
Daily Pivots for day following 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,425.2 |
1,414.6 |
1,364.1 |
|
R3 |
1,397.7 |
1,387.1 |
1,356.6 |
|
R2 |
1,370.2 |
1,370.2 |
1,354.0 |
|
R1 |
1,359.6 |
1,359.6 |
1,351.5 |
1,364.9 |
PP |
1,342.7 |
1,342.7 |
1,342.7 |
1,345.4 |
S1 |
1,332.1 |
1,332.1 |
1,346.5 |
1,337.4 |
S2 |
1,315.2 |
1,315.2 |
1,344.0 |
|
S3 |
1,287.7 |
1,304.6 |
1,341.4 |
|
S4 |
1,260.2 |
1,277.1 |
1,333.9 |
|
|
Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,464.4 |
1,448.9 |
1,372.2 |
|
R3 |
1,422.2 |
1,406.7 |
1,360.6 |
|
R2 |
1,380.0 |
1,380.0 |
1,356.7 |
|
R1 |
1,364.5 |
1,364.5 |
1,352.9 |
1,372.3 |
PP |
1,337.8 |
1,337.8 |
1,337.8 |
1,341.7 |
S1 |
1,322.3 |
1,322.3 |
1,345.1 |
1,330.1 |
S2 |
1,295.6 |
1,295.6 |
1,341.3 |
|
S3 |
1,253.4 |
1,280.1 |
1,337.4 |
|
S4 |
1,211.2 |
1,237.9 |
1,325.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,353.3 |
1,311.1 |
42.2 |
3.1% |
18.3 |
1.4% |
90% |
True |
False |
149,088 |
10 |
1,353.3 |
1,310.7 |
42.6 |
3.2% |
17.8 |
1.3% |
90% |
True |
False |
176,998 |
20 |
1,377.5 |
1,310.7 |
66.8 |
5.0% |
20.8 |
1.5% |
57% |
False |
False |
212,650 |
40 |
1,377.5 |
1,209.1 |
168.4 |
12.5% |
22.3 |
1.7% |
83% |
False |
False |
212,964 |
60 |
1,377.5 |
1,201.5 |
176.0 |
13.0% |
20.5 |
1.5% |
84% |
False |
False |
168,296 |
80 |
1,377.5 |
1,201.5 |
176.0 |
13.0% |
19.9 |
1.5% |
84% |
False |
False |
128,294 |
100 |
1,377.5 |
1,201.5 |
176.0 |
13.0% |
20.2 |
1.5% |
84% |
False |
False |
103,428 |
120 |
1,377.5 |
1,183.1 |
194.4 |
14.4% |
20.7 |
1.5% |
85% |
False |
False |
86,631 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,470.2 |
2.618 |
1,425.3 |
1.618 |
1,397.8 |
1.000 |
1,380.8 |
0.618 |
1,370.3 |
HIGH |
1,353.3 |
0.618 |
1,342.8 |
0.500 |
1,339.6 |
0.382 |
1,336.3 |
LOW |
1,325.8 |
0.618 |
1,308.8 |
1.000 |
1,298.3 |
1.618 |
1,281.3 |
2.618 |
1,253.8 |
4.250 |
1,208.9 |
|
|
Fisher Pivots for day following 29-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
1,345.9 |
1,344.2 |
PP |
1,342.7 |
1,339.3 |
S1 |
1,339.6 |
1,334.5 |
|