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 |
1,338.9 |
1,330.9 |
-8.0 |
-0.6% |
1,340.6 |
High |
1,341.7 |
1,331.4 |
-10.3 |
-0.8% |
1,346.2 |
Low |
1,327.5 |
1,319.3 |
-8.2 |
-0.6% |
1,318.5 |
Close |
1,331.5 |
1,327.2 |
-4.3 |
-0.3% |
1,331.5 |
Range |
14.2 |
12.1 |
-2.1 |
-14.8% |
27.7 |
ATR |
21.4 |
20.8 |
-0.7 |
-3.1% |
0.0 |
Volume |
64,304 |
128,433 |
64,129 |
99.7% |
206,893 |
|
Daily Pivots for day following 25-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,362.3 |
1,356.8 |
1,333.9 |
|
R3 |
1,350.2 |
1,344.7 |
1,330.5 |
|
R2 |
1,338.1 |
1,338.1 |
1,329.4 |
|
R1 |
1,332.6 |
1,332.6 |
1,328.3 |
1,329.3 |
PP |
1,326.0 |
1,326.0 |
1,326.0 |
1,324.3 |
S1 |
1,320.5 |
1,320.5 |
1,326.1 |
1,317.2 |
S2 |
1,313.9 |
1,313.9 |
1,325.0 |
|
S3 |
1,301.8 |
1,308.4 |
1,323.9 |
|
S4 |
1,289.7 |
1,296.3 |
1,320.5 |
|
|
Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,415.2 |
1,401.0 |
1,346.7 |
|
R3 |
1,387.5 |
1,373.3 |
1,339.1 |
|
R2 |
1,359.8 |
1,359.8 |
1,336.6 |
|
R1 |
1,345.6 |
1,345.6 |
1,334.0 |
1,338.9 |
PP |
1,332.1 |
1,332.1 |
1,332.1 |
1,328.7 |
S1 |
1,317.9 |
1,317.9 |
1,329.0 |
1,311.2 |
S2 |
1,304.4 |
1,304.4 |
1,326.4 |
|
S3 |
1,276.7 |
1,290.2 |
1,323.9 |
|
S4 |
1,249.0 |
1,262.5 |
1,316.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,346.2 |
1,318.5 |
27.7 |
2.1% |
17.1 |
1.3% |
31% |
False |
False |
61,636 |
10 |
1,366.2 |
1,318.5 |
47.7 |
3.6% |
18.8 |
1.4% |
18% |
False |
False |
44,464 |
20 |
1,384.4 |
1,314.8 |
69.6 |
5.2% |
20.0 |
1.5% |
18% |
False |
False |
31,877 |
40 |
1,384.4 |
1,207.0 |
177.4 |
13.4% |
21.4 |
1.6% |
68% |
False |
False |
20,042 |
60 |
1,384.4 |
1,207.0 |
177.4 |
13.4% |
20.0 |
1.5% |
68% |
False |
False |
15,329 |
80 |
1,384.4 |
1,207.0 |
177.4 |
13.4% |
19.2 |
1.4% |
68% |
False |
False |
12,075 |
100 |
1,384.4 |
1,207.0 |
177.4 |
13.4% |
19.8 |
1.5% |
68% |
False |
False |
10,069 |
120 |
1,384.4 |
1,127.5 |
256.9 |
19.4% |
20.6 |
1.6% |
78% |
False |
False |
8,729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,382.8 |
2.618 |
1,363.1 |
1.618 |
1,351.0 |
1.000 |
1,343.5 |
0.618 |
1,338.9 |
HIGH |
1,331.4 |
0.618 |
1,326.8 |
0.500 |
1,325.4 |
0.382 |
1,323.9 |
LOW |
1,319.3 |
0.618 |
1,311.8 |
1.000 |
1,307.2 |
1.618 |
1,299.7 |
2.618 |
1,287.6 |
4.250 |
1,267.9 |
|
|
Fisher Pivots for day following 25-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
1,326.6 |
1,330.3 |
PP |
1,326.0 |
1,329.2 |
S1 |
1,325.4 |
1,328.2 |
|