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 |
10,282.0 |
10,305.5 |
23.5 |
0.2% |
10,085.0 |
High |
10,346.0 |
10,381.0 |
35.0 |
0.3% |
10,189.0 |
Low |
10,274.5 |
10,259.0 |
-15.5 |
-0.2% |
9,910.5 |
Close |
10,307.5 |
10,295.5 |
-12.0 |
-0.1% |
10,136.5 |
Range |
71.5 |
122.0 |
50.5 |
70.6% |
278.5 |
ATR |
182.0 |
177.7 |
-4.3 |
-2.4% |
0.0 |
Volume |
88,056 |
72,925 |
-15,131 |
-17.2% |
382,395 |
|
Daily Pivots for day following 28-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,677.8 |
10,608.7 |
10,362.6 |
|
R3 |
10,555.8 |
10,486.7 |
10,329.1 |
|
R2 |
10,433.8 |
10,433.8 |
10,317.9 |
|
R1 |
10,364.7 |
10,364.7 |
10,306.7 |
10,338.3 |
PP |
10,311.8 |
10,311.8 |
10,311.8 |
10,298.6 |
S1 |
10,242.7 |
10,242.7 |
10,284.3 |
10,216.3 |
S2 |
10,189.8 |
10,189.8 |
10,273.1 |
|
S3 |
10,067.8 |
10,120.7 |
10,262.0 |
|
S4 |
9,945.8 |
9,998.7 |
10,228.4 |
|
|
Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,914.2 |
10,803.8 |
10,289.7 |
|
R3 |
10,635.7 |
10,525.3 |
10,213.1 |
|
R2 |
10,357.2 |
10,357.2 |
10,187.6 |
|
R1 |
10,246.8 |
10,246.8 |
10,162.0 |
10,302.0 |
PP |
10,078.7 |
10,078.7 |
10,078.7 |
10,106.3 |
S1 |
9,968.3 |
9,968.3 |
10,111.0 |
10,023.5 |
S2 |
9,800.2 |
9,800.2 |
10,085.4 |
|
S3 |
9,521.7 |
9,689.8 |
10,059.9 |
|
S4 |
9,243.2 |
9,411.3 |
9,983.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,381.0 |
10,059.5 |
321.5 |
3.1% |
118.1 |
1.1% |
73% |
True |
False |
76,775 |
10 |
10,381.0 |
9,910.5 |
470.5 |
4.6% |
127.7 |
1.2% |
82% |
True |
False |
76,431 |
20 |
10,381.0 |
9,290.0 |
1,091.0 |
10.6% |
163.0 |
1.6% |
92% |
True |
False |
79,823 |
40 |
10,381.0 |
9,152.5 |
1,228.5 |
11.9% |
176.4 |
1.7% |
93% |
True |
False |
75,474 |
60 |
10,381.0 |
9,152.5 |
1,228.5 |
11.9% |
164.5 |
1.6% |
93% |
True |
False |
50,373 |
80 |
10,508.0 |
9,152.5 |
1,355.5 |
13.2% |
161.2 |
1.6% |
84% |
False |
False |
37,827 |
100 |
10,508.0 |
9,152.5 |
1,355.5 |
13.2% |
154.9 |
1.5% |
84% |
False |
False |
30,288 |
120 |
10,508.0 |
8,732.0 |
1,776.0 |
17.3% |
150.4 |
1.5% |
88% |
False |
False |
25,246 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,899.5 |
2.618 |
10,700.4 |
1.618 |
10,578.4 |
1.000 |
10,503.0 |
0.618 |
10,456.4 |
HIGH |
10,381.0 |
0.618 |
10,334.4 |
0.500 |
10,320.0 |
0.382 |
10,305.6 |
LOW |
10,259.0 |
0.618 |
10,183.6 |
1.000 |
10,137.0 |
1.618 |
10,061.6 |
2.618 |
9,939.6 |
4.250 |
9,740.5 |
|
|
Fisher Pivots for day following 28-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
10,320.0 |
10,283.6 |
PP |
10,311.8 |
10,271.7 |
S1 |
10,303.7 |
10,259.8 |
|