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 |
4,659.25 |
4,658.50 |
-0.75 |
0.0% |
4,580.00 |
High |
4,669.50 |
4,688.25 |
18.75 |
0.4% |
4,664.50 |
Low |
4,643.50 |
4,641.00 |
-2.50 |
-0.1% |
4,577.00 |
Close |
4,653.75 |
4,663.75 |
10.00 |
0.2% |
4,657.25 |
Range |
26.00 |
47.25 |
21.25 |
81.7% |
87.50 |
ATR |
54.49 |
53.97 |
-0.52 |
-0.9% |
0.00 |
Volume |
146,154 |
209,762 |
63,608 |
43.5% |
865,681 |
|
Daily Pivots for day following 26-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,806.00 |
4,782.25 |
4,689.75 |
|
R3 |
4,758.75 |
4,735.00 |
4,676.75 |
|
R2 |
4,711.50 |
4,711.50 |
4,672.50 |
|
R1 |
4,687.75 |
4,687.75 |
4,668.00 |
4,699.50 |
PP |
4,664.25 |
4,664.25 |
4,664.25 |
4,670.25 |
S1 |
4,640.50 |
4,640.50 |
4,659.50 |
4,652.50 |
S2 |
4,617.00 |
4,617.00 |
4,655.00 |
|
S3 |
4,569.75 |
4,593.25 |
4,650.75 |
|
S4 |
4,522.50 |
4,546.00 |
4,637.75 |
|
|
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 |
4,688.25 |
4,597.75 |
90.50 |
1.9% |
41.25 |
0.9% |
73% |
True |
False |
174,632 |
10 |
4,688.25 |
4,542.00 |
146.25 |
3.1% |
41.50 |
0.9% |
83% |
True |
False |
177,521 |
20 |
4,688.25 |
4,176.00 |
512.25 |
11.0% |
55.75 |
1.2% |
95% |
True |
False |
197,978 |
40 |
4,688.25 |
4,167.75 |
520.50 |
11.2% |
57.75 |
1.2% |
95% |
True |
False |
186,024 |
60 |
4,688.25 |
4,167.75 |
520.50 |
11.2% |
57.50 |
1.2% |
95% |
True |
False |
124,101 |
80 |
4,688.25 |
4,167.75 |
520.50 |
11.2% |
58.25 |
1.2% |
95% |
True |
False |
93,096 |
100 |
4,688.25 |
4,167.75 |
520.50 |
11.2% |
55.00 |
1.2% |
95% |
True |
False |
74,490 |
120 |
4,688.25 |
3,902.00 |
786.25 |
16.9% |
51.25 |
1.1% |
97% |
True |
False |
62,076 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,889.00 |
2.618 |
4,812.00 |
1.618 |
4,764.75 |
1.000 |
4,735.50 |
0.618 |
4,717.50 |
HIGH |
4,688.25 |
0.618 |
4,670.25 |
0.500 |
4,664.50 |
0.382 |
4,659.00 |
LOW |
4,641.00 |
0.618 |
4,611.75 |
1.000 |
4,593.75 |
1.618 |
4,564.50 |
2.618 |
4,517.25 |
4.250 |
4,440.25 |
|
|
Fisher Pivots for day following 26-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
4,664.50 |
4,662.00 |
PP |
4,664.25 |
4,660.25 |
S1 |
4,664.00 |
4,658.50 |
|