Trading Metrics calculated at close of trading on 26-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2016 |
26-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
5,474.0 |
5,479.0 |
5.0 |
0.1% |
5,400.0 |
High |
5,507.0 |
5,496.0 |
-11.0 |
-0.2% |
5,498.0 |
Low |
5,470.0 |
5,453.0 |
-17.0 |
-0.3% |
5,388.0 |
Close |
5,483.0 |
5,491.0 |
8.0 |
0.1% |
5,467.0 |
Range |
37.0 |
43.0 |
6.0 |
16.2% |
110.0 |
ATR |
57.0 |
56.0 |
-1.0 |
-1.8% |
0.0 |
Volume |
18,503 |
18,510 |
7 |
0.0% |
118,122 |
|
Daily Pivots for day following 26-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,609.0 |
5,593.0 |
5,514.7 |
|
R3 |
5,566.0 |
5,550.0 |
5,502.8 |
|
R2 |
5,523.0 |
5,523.0 |
5,498.9 |
|
R1 |
5,507.0 |
5,507.0 |
5,494.9 |
5,515.0 |
PP |
5,480.0 |
5,480.0 |
5,480.0 |
5,484.0 |
S1 |
5,464.0 |
5,464.0 |
5,487.1 |
5,472.0 |
S2 |
5,437.0 |
5,437.0 |
5,483.1 |
|
S3 |
5,394.0 |
5,421.0 |
5,479.2 |
|
S4 |
5,351.0 |
5,378.0 |
5,467.4 |
|
|
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 |
5,404.0 |
103.0 |
1.9% |
40.4 |
0.7% |
84% |
False |
False |
22,345 |
10 |
5,507.0 |
5,322.0 |
185.0 |
3.4% |
37.6 |
0.7% |
91% |
False |
False |
22,152 |
20 |
5,507.0 |
5,072.0 |
435.0 |
7.9% |
47.1 |
0.9% |
96% |
False |
False |
24,995 |
40 |
5,507.0 |
4,993.0 |
514.0 |
9.4% |
51.8 |
0.9% |
97% |
False |
False |
26,956 |
60 |
5,507.0 |
4,993.0 |
514.0 |
9.4% |
42.8 |
0.8% |
97% |
False |
False |
18,002 |
80 |
5,507.0 |
4,836.0 |
671.0 |
12.2% |
37.5 |
0.7% |
98% |
False |
False |
13,529 |
100 |
5,507.0 |
4,836.0 |
671.0 |
12.2% |
32.0 |
0.6% |
98% |
False |
False |
10,827 |
120 |
5,507.0 |
4,600.0 |
907.0 |
16.5% |
28.4 |
0.5% |
98% |
False |
False |
9,024 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,678.8 |
2.618 |
5,608.6 |
1.618 |
5,565.6 |
1.000 |
5,539.0 |
0.618 |
5,522.6 |
HIGH |
5,496.0 |
0.618 |
5,479.6 |
0.500 |
5,474.5 |
0.382 |
5,469.4 |
LOW |
5,453.0 |
0.618 |
5,426.4 |
1.000 |
5,410.0 |
1.618 |
5,383.4 |
2.618 |
5,340.4 |
4.250 |
5,270.3 |
|
|
Fisher Pivots for day following 26-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
5,485.5 |
5,484.0 |
PP |
5,480.0 |
5,477.0 |
S1 |
5,474.5 |
5,470.0 |
|