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 |
4,638.50 |
4,659.25 |
20.75 |
0.4% |
4,580.00 |
High |
4,664.50 |
4,669.50 |
5.00 |
0.1% |
4,664.50 |
Low |
4,628.50 |
4,643.50 |
15.00 |
0.3% |
4,577.00 |
Close |
4,657.25 |
4,653.75 |
-3.50 |
-0.1% |
4,657.25 |
Range |
36.00 |
26.00 |
-10.00 |
-27.8% |
87.50 |
ATR |
56.68 |
54.49 |
-2.19 |
-3.9% |
0.00 |
Volume |
152,974 |
146,154 |
-6,820 |
-4.5% |
865,681 |
|
Daily Pivots for day following 25-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,733.50 |
4,719.75 |
4,668.00 |
|
R3 |
4,707.50 |
4,693.75 |
4,661.00 |
|
R2 |
4,681.50 |
4,681.50 |
4,658.50 |
|
R1 |
4,667.75 |
4,667.75 |
4,656.25 |
4,661.50 |
PP |
4,655.50 |
4,655.50 |
4,655.50 |
4,652.50 |
S1 |
4,641.75 |
4,641.75 |
4,651.25 |
4,635.50 |
S2 |
4,629.50 |
4,629.50 |
4,649.00 |
|
S3 |
4,603.50 |
4,615.75 |
4,646.50 |
|
S4 |
4,577.50 |
4,589.75 |
4,639.50 |
|
|
Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,895.50 |
4,863.75 |
4,705.50 |
|
R3 |
4,808.00 |
4,776.25 |
4,681.25 |
|
R2 |
4,720.50 |
4,720.50 |
4,673.25 |
|
R1 |
4,688.75 |
4,688.75 |
4,665.25 |
4,704.50 |
PP |
4,633.00 |
4,633.00 |
4,633.00 |
4,640.75 |
S1 |
4,601.25 |
4,601.25 |
4,649.25 |
4,617.00 |
S2 |
4,545.50 |
4,545.50 |
4,641.25 |
|
S3 |
4,458.00 |
4,513.75 |
4,633.25 |
|
S4 |
4,370.50 |
4,426.25 |
4,609.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,669.50 |
4,588.25 |
81.25 |
1.7% |
36.25 |
0.8% |
81% |
True |
False |
165,714 |
10 |
4,669.50 |
4,542.00 |
127.50 |
2.7% |
40.50 |
0.9% |
88% |
True |
False |
175,554 |
20 |
4,669.50 |
4,167.75 |
501.75 |
10.8% |
58.50 |
1.3% |
97% |
True |
False |
208,153 |
40 |
4,669.50 |
4,167.75 |
501.75 |
10.8% |
57.00 |
1.2% |
97% |
True |
False |
180,788 |
60 |
4,669.50 |
4,167.75 |
501.75 |
10.8% |
58.25 |
1.3% |
97% |
True |
False |
120,607 |
80 |
4,669.50 |
4,167.75 |
501.75 |
10.8% |
58.50 |
1.3% |
97% |
True |
False |
90,478 |
100 |
4,669.50 |
4,167.75 |
501.75 |
10.8% |
54.75 |
1.2% |
97% |
True |
False |
72,393 |
120 |
4,669.50 |
3,902.00 |
767.50 |
16.5% |
51.25 |
1.1% |
98% |
True |
False |
60,328 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,780.00 |
2.618 |
4,737.50 |
1.618 |
4,711.50 |
1.000 |
4,695.50 |
0.618 |
4,685.50 |
HIGH |
4,669.50 |
0.618 |
4,659.50 |
0.500 |
4,656.50 |
0.382 |
4,653.50 |
LOW |
4,643.50 |
0.618 |
4,627.50 |
1.000 |
4,617.50 |
1.618 |
4,601.50 |
2.618 |
4,575.50 |
4.250 |
4,533.00 |
|
|
Fisher Pivots for day following 25-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
4,656.50 |
4,652.00 |
PP |
4,655.50 |
4,650.00 |
S1 |
4,654.75 |
4,648.00 |
|