Trading Metrics calculated at close of trading on 25-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2016 |
25-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
5,470.0 |
5,474.0 |
4.0 |
0.1% |
5,400.0 |
High |
5,470.0 |
5,507.0 |
37.0 |
0.7% |
5,498.0 |
Low |
5,433.0 |
5,470.0 |
37.0 |
0.7% |
5,388.0 |
Close |
5,467.0 |
5,483.0 |
16.0 |
0.3% |
5,467.0 |
Range |
37.0 |
37.0 |
0.0 |
0.0% |
110.0 |
ATR |
58.3 |
57.0 |
-1.3 |
-2.2% |
0.0 |
Volume |
16,822 |
18,503 |
1,681 |
10.0% |
118,122 |
|
Daily Pivots for day following 25-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,597.7 |
5,577.3 |
5,503.4 |
|
R3 |
5,560.7 |
5,540.3 |
5,493.2 |
|
R2 |
5,523.7 |
5,523.7 |
5,489.8 |
|
R1 |
5,503.3 |
5,503.3 |
5,486.4 |
5,513.5 |
PP |
5,486.7 |
5,486.7 |
5,486.7 |
5,491.8 |
S1 |
5,466.3 |
5,466.3 |
5,479.6 |
5,476.5 |
S2 |
5,449.7 |
5,449.7 |
5,476.2 |
|
S3 |
5,412.7 |
5,429.3 |
5,472.8 |
|
S4 |
5,375.7 |
5,392.3 |
5,462.7 |
|
|
Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,781.0 |
5,734.0 |
5,527.5 |
|
R3 |
5,671.0 |
5,624.0 |
5,497.3 |
|
R2 |
5,561.0 |
5,561.0 |
5,487.2 |
|
R1 |
5,514.0 |
5,514.0 |
5,477.1 |
5,537.5 |
PP |
5,451.0 |
5,451.0 |
5,451.0 |
5,462.8 |
S1 |
5,404.0 |
5,404.0 |
5,456.9 |
5,427.5 |
S2 |
5,341.0 |
5,341.0 |
5,446.8 |
|
S3 |
5,231.0 |
5,294.0 |
5,436.8 |
|
S4 |
5,121.0 |
5,184.0 |
5,406.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,507.0 |
5,388.0 |
119.0 |
2.2% |
39.2 |
0.7% |
80% |
True |
False |
22,722 |
10 |
5,507.0 |
5,306.0 |
201.0 |
3.7% |
37.9 |
0.7% |
88% |
True |
False |
23,346 |
20 |
5,507.0 |
4,993.0 |
514.0 |
9.4% |
48.5 |
0.9% |
95% |
True |
False |
26,152 |
40 |
5,507.0 |
4,993.0 |
514.0 |
9.4% |
51.1 |
0.9% |
95% |
True |
False |
26,500 |
60 |
5,507.0 |
4,993.0 |
514.0 |
9.4% |
42.8 |
0.8% |
95% |
True |
False |
17,696 |
80 |
5,507.0 |
4,836.0 |
671.0 |
12.2% |
38.1 |
0.7% |
96% |
True |
False |
13,298 |
100 |
5,507.0 |
4,836.0 |
671.0 |
12.2% |
31.6 |
0.6% |
96% |
True |
False |
10,642 |
120 |
5,507.0 |
4,600.0 |
907.0 |
16.5% |
28.0 |
0.5% |
97% |
True |
False |
8,869 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,664.3 |
2.618 |
5,603.9 |
1.618 |
5,566.9 |
1.000 |
5,544.0 |
0.618 |
5,529.9 |
HIGH |
5,507.0 |
0.618 |
5,492.9 |
0.500 |
5,488.5 |
0.382 |
5,484.1 |
LOW |
5,470.0 |
0.618 |
5,447.1 |
1.000 |
5,433.0 |
1.618 |
5,410.1 |
2.618 |
5,373.1 |
4.250 |
5,312.8 |
|
|
Fisher Pivots for day following 25-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
5,488.5 |
5,478.7 |
PP |
5,486.7 |
5,474.3 |
S1 |
5,484.8 |
5,470.0 |
|