Trading Metrics calculated at close of trading on 28-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2016 |
28-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
4,691.25 |
4,710.25 |
19.00 |
0.4% |
4,580.00 |
High |
4,714.00 |
4,732.00 |
18.00 |
0.4% |
4,664.50 |
Low |
4,676.75 |
4,689.50 |
12.75 |
0.3% |
4,577.00 |
Close |
4,707.75 |
4,719.75 |
12.00 |
0.3% |
4,657.25 |
Range |
37.25 |
42.50 |
5.25 |
14.1% |
87.50 |
ATR |
53.71 |
52.91 |
-0.80 |
-1.5% |
0.00 |
Volume |
230,410 |
220,001 |
-10,409 |
-4.5% |
865,681 |
|
Daily Pivots for day following 28-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,841.25 |
4,823.00 |
4,743.00 |
|
R3 |
4,798.75 |
4,780.50 |
4,731.50 |
|
R2 |
4,756.25 |
4,756.25 |
4,727.50 |
|
R1 |
4,738.00 |
4,738.00 |
4,723.75 |
4,747.00 |
PP |
4,713.75 |
4,713.75 |
4,713.75 |
4,718.25 |
S1 |
4,695.50 |
4,695.50 |
4,715.75 |
4,704.50 |
S2 |
4,671.25 |
4,671.25 |
4,712.00 |
|
S3 |
4,628.75 |
4,653.00 |
4,708.00 |
|
S4 |
4,586.25 |
4,610.50 |
4,696.50 |
|
|
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 |
4,732.00 |
4,628.50 |
103.50 |
2.2% |
37.75 |
0.8% |
88% |
True |
False |
191,860 |
10 |
4,732.00 |
4,542.00 |
190.00 |
4.0% |
41.50 |
0.9% |
94% |
True |
False |
184,372 |
20 |
4,732.00 |
4,338.50 |
393.50 |
8.3% |
48.75 |
1.0% |
97% |
True |
False |
194,585 |
40 |
4,732.00 |
4,167.75 |
564.25 |
12.0% |
58.00 |
1.2% |
98% |
True |
False |
197,210 |
60 |
4,732.00 |
4,167.75 |
564.25 |
12.0% |
57.00 |
1.2% |
98% |
True |
False |
131,604 |
80 |
4,732.00 |
4,167.75 |
564.25 |
12.0% |
58.00 |
1.2% |
98% |
True |
False |
98,725 |
100 |
4,732.00 |
4,167.75 |
564.25 |
12.0% |
55.50 |
1.2% |
98% |
True |
False |
78,994 |
120 |
4,732.00 |
3,902.00 |
830.00 |
17.6% |
51.50 |
1.1% |
99% |
True |
False |
65,829 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,912.50 |
2.618 |
4,843.25 |
1.618 |
4,800.75 |
1.000 |
4,774.50 |
0.618 |
4,758.25 |
HIGH |
4,732.00 |
0.618 |
4,715.75 |
0.500 |
4,710.75 |
0.382 |
4,705.75 |
LOW |
4,689.50 |
0.618 |
4,663.25 |
1.000 |
4,647.00 |
1.618 |
4,620.75 |
2.618 |
4,578.25 |
4.250 |
4,509.00 |
|
|
Fisher Pivots for day following 28-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
4,716.75 |
4,708.75 |
PP |
4,713.75 |
4,697.50 |
S1 |
4,710.75 |
4,686.50 |
|