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 |
5,513.0 |
5,508.0 |
-5.0 |
-0.1% |
5,400.0 |
High |
5,526.0 |
5,521.0 |
-5.0 |
-0.1% |
5,498.0 |
Low |
5,485.0 |
5,500.0 |
15.0 |
0.3% |
5,388.0 |
Close |
5,500.0 |
5,517.0 |
17.0 |
0.3% |
5,467.0 |
Range |
41.0 |
21.0 |
-20.0 |
-48.8% |
110.0 |
ATR |
54.9 |
52.5 |
-2.4 |
-4.4% |
0.0 |
Volume |
20,513 |
19,290 |
-1,223 |
-6.0% |
118,122 |
|
Daily Pivots for day following 28-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,575.7 |
5,567.3 |
5,528.6 |
|
R3 |
5,554.7 |
5,546.3 |
5,522.8 |
|
R2 |
5,533.7 |
5,533.7 |
5,520.9 |
|
R1 |
5,525.3 |
5,525.3 |
5,518.9 |
5,529.5 |
PP |
5,512.7 |
5,512.7 |
5,512.7 |
5,514.8 |
S1 |
5,504.3 |
5,504.3 |
5,515.1 |
5,508.5 |
S2 |
5,491.7 |
5,491.7 |
5,513.2 |
|
S3 |
5,470.7 |
5,483.3 |
5,511.2 |
|
S4 |
5,449.7 |
5,462.3 |
5,505.5 |
|
|
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 |
5,526.0 |
5,433.0 |
93.0 |
1.7% |
35.8 |
0.6% |
90% |
False |
False |
18,727 |
10 |
5,526.0 |
5,374.0 |
152.0 |
2.8% |
37.3 |
0.7% |
94% |
False |
False |
21,602 |
20 |
5,526.0 |
5,101.0 |
425.0 |
7.7% |
44.2 |
0.8% |
98% |
False |
False |
23,415 |
40 |
5,526.0 |
4,993.0 |
533.0 |
9.7% |
51.8 |
0.9% |
98% |
False |
False |
27,950 |
60 |
5,526.0 |
4,993.0 |
533.0 |
9.7% |
43.1 |
0.8% |
98% |
False |
False |
18,665 |
80 |
5,526.0 |
4,836.0 |
690.0 |
12.5% |
37.1 |
0.7% |
99% |
False |
False |
14,027 |
100 |
5,526.0 |
4,836.0 |
690.0 |
12.5% |
32.6 |
0.6% |
99% |
False |
False |
11,225 |
120 |
5,526.0 |
4,600.0 |
926.0 |
16.8% |
27.9 |
0.5% |
99% |
False |
False |
9,355 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,610.3 |
2.618 |
5,576.0 |
1.618 |
5,555.0 |
1.000 |
5,542.0 |
0.618 |
5,534.0 |
HIGH |
5,521.0 |
0.618 |
5,513.0 |
0.500 |
5,510.5 |
0.382 |
5,508.0 |
LOW |
5,500.0 |
0.618 |
5,487.0 |
1.000 |
5,479.0 |
1.618 |
5,466.0 |
2.618 |
5,445.0 |
4.250 |
5,410.8 |
|
|
Fisher Pivots for day following 28-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
5,514.8 |
5,507.8 |
PP |
5,512.7 |
5,498.7 |
S1 |
5,510.5 |
5,489.5 |
|