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 |
5,508.0 |
5,519.0 |
11.0 |
0.2% |
5,474.0 |
High |
5,521.0 |
5,527.0 |
6.0 |
0.1% |
5,527.0 |
Low |
5,500.0 |
5,491.0 |
-9.0 |
-0.2% |
5,453.0 |
Close |
5,517.0 |
5,519.0 |
2.0 |
0.0% |
5,519.0 |
Range |
21.0 |
36.0 |
15.0 |
71.4% |
74.0 |
ATR |
52.5 |
51.3 |
-1.2 |
-2.2% |
0.0 |
Volume |
19,290 |
37,258 |
17,968 |
93.1% |
114,074 |
|
Daily Pivots for day following 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,620.3 |
5,605.7 |
5,538.8 |
|
R3 |
5,584.3 |
5,569.7 |
5,528.9 |
|
R2 |
5,548.3 |
5,548.3 |
5,525.6 |
|
R1 |
5,533.7 |
5,533.7 |
5,522.3 |
5,537.0 |
PP |
5,512.3 |
5,512.3 |
5,512.3 |
5,514.0 |
S1 |
5,497.7 |
5,497.7 |
5,515.7 |
5,501.0 |
S2 |
5,476.3 |
5,476.3 |
5,512.4 |
|
S3 |
5,440.3 |
5,461.7 |
5,509.1 |
|
S4 |
5,404.3 |
5,425.7 |
5,499.2 |
|
|
Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,721.7 |
5,694.3 |
5,559.7 |
|
R3 |
5,647.7 |
5,620.3 |
5,539.4 |
|
R2 |
5,573.7 |
5,573.7 |
5,532.6 |
|
R1 |
5,546.3 |
5,546.3 |
5,525.8 |
5,560.0 |
PP |
5,499.7 |
5,499.7 |
5,499.7 |
5,506.5 |
S1 |
5,472.3 |
5,472.3 |
5,512.2 |
5,486.0 |
S2 |
5,425.7 |
5,425.7 |
5,505.4 |
|
S3 |
5,351.7 |
5,398.3 |
5,498.7 |
|
S4 |
5,277.7 |
5,324.3 |
5,478.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,527.0 |
5,453.0 |
74.0 |
1.3% |
35.6 |
0.6% |
89% |
True |
False |
22,814 |
10 |
5,527.0 |
5,388.0 |
139.0 |
2.5% |
37.2 |
0.7% |
94% |
True |
False |
23,219 |
20 |
5,527.0 |
5,101.0 |
426.0 |
7.7% |
43.3 |
0.8% |
98% |
True |
False |
24,003 |
40 |
5,527.0 |
4,993.0 |
534.0 |
9.7% |
51.3 |
0.9% |
99% |
True |
False |
28,881 |
60 |
5,527.0 |
4,993.0 |
534.0 |
9.7% |
43.7 |
0.8% |
99% |
True |
False |
19,286 |
80 |
5,527.0 |
4,852.0 |
675.0 |
12.2% |
36.9 |
0.7% |
99% |
True |
False |
14,492 |
100 |
5,527.0 |
4,836.0 |
691.0 |
12.5% |
33.0 |
0.6% |
99% |
True |
False |
11,597 |
120 |
5,527.0 |
4,600.0 |
927.0 |
16.8% |
28.2 |
0.5% |
99% |
True |
False |
9,665 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,680.0 |
2.618 |
5,621.2 |
1.618 |
5,585.2 |
1.000 |
5,563.0 |
0.618 |
5,549.2 |
HIGH |
5,527.0 |
0.618 |
5,513.2 |
0.500 |
5,509.0 |
0.382 |
5,504.8 |
LOW |
5,491.0 |
0.618 |
5,468.8 |
1.000 |
5,455.0 |
1.618 |
5,432.8 |
2.618 |
5,396.8 |
4.250 |
5,338.0 |
|
|
Fisher Pivots for day following 29-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
5,515.7 |
5,514.7 |
PP |
5,512.3 |
5,510.3 |
S1 |
5,509.0 |
5,506.0 |
|