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 |
4,710.25 |
4,731.75 |
21.50 |
0.5% |
4,659.25 |
High |
4,732.00 |
4,736.50 |
4.50 |
0.1% |
4,736.50 |
Low |
4,689.50 |
4,709.00 |
19.50 |
0.4% |
4,641.00 |
Close |
4,719.75 |
4,726.75 |
7.00 |
0.1% |
4,726.75 |
Range |
42.50 |
27.50 |
-15.00 |
-35.3% |
95.50 |
ATR |
52.91 |
51.09 |
-1.81 |
-3.4% |
0.00 |
Volume |
220,001 |
207,360 |
-12,641 |
-5.7% |
1,013,687 |
|
Daily Pivots for day following 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,806.50 |
4,794.25 |
4,742.00 |
|
R3 |
4,779.00 |
4,766.75 |
4,734.25 |
|
R2 |
4,751.50 |
4,751.50 |
4,731.75 |
|
R1 |
4,739.25 |
4,739.25 |
4,729.25 |
4,731.50 |
PP |
4,724.00 |
4,724.00 |
4,724.00 |
4,720.25 |
S1 |
4,711.75 |
4,711.75 |
4,724.25 |
4,704.00 |
S2 |
4,696.50 |
4,696.50 |
4,721.75 |
|
S3 |
4,669.00 |
4,684.25 |
4,719.25 |
|
S4 |
4,641.50 |
4,656.75 |
4,711.50 |
|
|
Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,988.00 |
4,952.75 |
4,779.25 |
|
R3 |
4,892.50 |
4,857.25 |
4,753.00 |
|
R2 |
4,797.00 |
4,797.00 |
4,744.25 |
|
R1 |
4,761.75 |
4,761.75 |
4,735.50 |
4,779.50 |
PP |
4,701.50 |
4,701.50 |
4,701.50 |
4,710.25 |
S1 |
4,666.25 |
4,666.25 |
4,718.00 |
4,684.00 |
S2 |
4,606.00 |
4,606.00 |
4,709.25 |
|
S3 |
4,510.50 |
4,570.75 |
4,700.50 |
|
S4 |
4,415.00 |
4,475.25 |
4,674.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,736.50 |
4,641.00 |
95.50 |
2.0% |
36.00 |
0.8% |
90% |
True |
False |
202,737 |
10 |
4,736.50 |
4,577.00 |
159.50 |
3.4% |
38.00 |
0.8% |
94% |
True |
False |
187,936 |
20 |
4,736.50 |
4,365.75 |
370.75 |
7.8% |
46.50 |
1.0% |
97% |
True |
False |
192,805 |
40 |
4,736.50 |
4,167.75 |
568.75 |
12.0% |
57.50 |
1.2% |
98% |
True |
False |
202,354 |
60 |
4,736.50 |
4,167.75 |
568.75 |
12.0% |
56.75 |
1.2% |
98% |
True |
False |
135,059 |
80 |
4,736.50 |
4,167.75 |
568.75 |
12.0% |
57.50 |
1.2% |
98% |
True |
False |
101,316 |
100 |
4,736.50 |
4,167.75 |
568.75 |
12.0% |
55.50 |
1.2% |
98% |
True |
False |
81,067 |
120 |
4,736.50 |
3,902.00 |
834.50 |
17.7% |
51.50 |
1.1% |
99% |
True |
False |
67,557 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,853.50 |
2.618 |
4,808.50 |
1.618 |
4,781.00 |
1.000 |
4,764.00 |
0.618 |
4,753.50 |
HIGH |
4,736.50 |
0.618 |
4,726.00 |
0.500 |
4,722.75 |
0.382 |
4,719.50 |
LOW |
4,709.00 |
0.618 |
4,692.00 |
1.000 |
4,681.50 |
1.618 |
4,664.50 |
2.618 |
4,637.00 |
4.250 |
4,592.00 |
|
|
Fisher Pivots for day following 29-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
4,725.50 |
4,720.00 |
PP |
4,724.00 |
4,713.25 |
S1 |
4,722.75 |
4,706.50 |
|