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 |
18,410 |
18,378 |
-32 |
-0.2% |
18,488 |
High |
18,454 |
18,404 |
-50 |
-0.3% |
18,527 |
Low |
18,293 |
18,296 |
3 |
0.0% |
18,293 |
Close |
18,376 |
18,362 |
-14 |
-0.1% |
18,362 |
Range |
161 |
108 |
-53 |
-32.9% |
234 |
ATR |
170 |
165 |
-4 |
-2.6% |
0 |
Volume |
131,774 |
138,941 |
7,167 |
5.4% |
658,124 |
|
Daily Pivots for day following 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,678 |
18,628 |
18,422 |
|
R3 |
18,570 |
18,520 |
18,392 |
|
R2 |
18,462 |
18,462 |
18,382 |
|
R1 |
18,412 |
18,412 |
18,372 |
18,383 |
PP |
18,354 |
18,354 |
18,354 |
18,340 |
S1 |
18,304 |
18,304 |
18,352 |
18,275 |
S2 |
18,246 |
18,246 |
18,342 |
|
S3 |
18,138 |
18,196 |
18,332 |
|
S4 |
18,030 |
18,088 |
18,303 |
|
|
Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,096 |
18,963 |
18,491 |
|
R3 |
18,862 |
18,729 |
18,426 |
|
R2 |
18,628 |
18,628 |
18,405 |
|
R1 |
18,495 |
18,495 |
18,384 |
18,445 |
PP |
18,394 |
18,394 |
18,394 |
18,369 |
S1 |
18,261 |
18,261 |
18,341 |
18,211 |
S2 |
18,160 |
18,160 |
18,319 |
|
S3 |
17,926 |
18,027 |
18,298 |
|
S4 |
17,692 |
17,793 |
18,233 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,527 |
18,293 |
234 |
1.3% |
135 |
0.7% |
29% |
False |
False |
131,624 |
10 |
18,565 |
18,293 |
272 |
1.5% |
119 |
0.6% |
25% |
False |
False |
118,354 |
20 |
18,565 |
17,618 |
947 |
5.2% |
150 |
0.8% |
79% |
False |
False |
129,918 |
40 |
18,565 |
16,961 |
1,604 |
8.7% |
191 |
1.0% |
87% |
False |
False |
140,432 |
60 |
18,565 |
16,961 |
1,604 |
8.7% |
185 |
1.0% |
87% |
False |
False |
93,776 |
80 |
18,565 |
16,961 |
1,604 |
8.7% |
179 |
1.0% |
87% |
False |
False |
70,358 |
100 |
18,565 |
16,670 |
1,895 |
10.3% |
169 |
0.9% |
89% |
False |
False |
56,300 |
120 |
18,565 |
15,450 |
3,115 |
17.0% |
160 |
0.9% |
93% |
False |
False |
46,919 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,863 |
2.618 |
18,687 |
1.618 |
18,579 |
1.000 |
18,512 |
0.618 |
18,471 |
HIGH |
18,404 |
0.618 |
18,363 |
0.500 |
18,350 |
0.382 |
18,337 |
LOW |
18,296 |
0.618 |
18,229 |
1.000 |
18,188 |
1.618 |
18,121 |
2.618 |
18,013 |
4.250 |
17,837 |
|
|
Fisher Pivots for day following 29-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
18,358 |
18,382 |
PP |
18,354 |
18,375 |
S1 |
18,350 |
18,369 |
|