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 |
4,658.50 |
4,691.25 |
32.75 |
0.7% |
4,580.00 |
High |
4,688.25 |
4,714.00 |
25.75 |
0.5% |
4,664.50 |
Low |
4,641.00 |
4,676.75 |
35.75 |
0.8% |
4,577.00 |
Close |
4,663.75 |
4,707.75 |
44.00 |
0.9% |
4,657.25 |
Range |
47.25 |
37.25 |
-10.00 |
-21.2% |
87.50 |
ATR |
53.97 |
53.71 |
-0.27 |
-0.5% |
0.00 |
Volume |
209,762 |
230,410 |
20,648 |
9.8% |
865,681 |
|
Daily Pivots for day following 27-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,811.25 |
4,796.75 |
4,728.25 |
|
R3 |
4,774.00 |
4,759.50 |
4,718.00 |
|
R2 |
4,736.75 |
4,736.75 |
4,714.50 |
|
R1 |
4,722.25 |
4,722.25 |
4,711.25 |
4,729.50 |
PP |
4,699.50 |
4,699.50 |
4,699.50 |
4,703.00 |
S1 |
4,685.00 |
4,685.00 |
4,704.25 |
4,692.25 |
S2 |
4,662.25 |
4,662.25 |
4,701.00 |
|
S3 |
4,625.00 |
4,647.75 |
4,697.50 |
|
S4 |
4,587.75 |
4,610.50 |
4,687.25 |
|
|
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 |
4,714.00 |
4,626.75 |
87.25 |
1.9% |
36.50 |
0.8% |
93% |
True |
False |
184,252 |
10 |
4,714.00 |
4,542.00 |
172.00 |
3.7% |
42.75 |
0.9% |
96% |
True |
False |
181,559 |
20 |
4,714.00 |
4,268.25 |
445.75 |
9.5% |
52.25 |
1.1% |
99% |
True |
False |
196,586 |
40 |
4,714.00 |
4,167.75 |
546.25 |
11.6% |
57.75 |
1.2% |
99% |
True |
False |
191,754 |
60 |
4,714.00 |
4,167.75 |
546.25 |
11.6% |
57.25 |
1.2% |
99% |
True |
False |
127,940 |
80 |
4,714.00 |
4,167.75 |
546.25 |
11.6% |
58.00 |
1.2% |
99% |
True |
False |
95,975 |
100 |
4,714.00 |
4,167.75 |
546.25 |
11.6% |
55.25 |
1.2% |
99% |
True |
False |
76,794 |
120 |
4,714.00 |
3,902.00 |
812.00 |
17.2% |
51.25 |
1.1% |
99% |
True |
False |
63,996 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,872.25 |
2.618 |
4,811.50 |
1.618 |
4,774.25 |
1.000 |
4,751.25 |
0.618 |
4,737.00 |
HIGH |
4,714.00 |
0.618 |
4,699.75 |
0.500 |
4,695.50 |
0.382 |
4,691.00 |
LOW |
4,676.75 |
0.618 |
4,653.75 |
1.000 |
4,639.50 |
1.618 |
4,616.50 |
2.618 |
4,579.25 |
4.250 |
4,518.50 |
|
|
Fisher Pivots for day following 27-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
4,703.50 |
4,697.75 |
PP |
4,699.50 |
4,687.50 |
S1 |
4,695.50 |
4,677.50 |
|