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 |
1,330.9 |
1,323.1 |
-7.8 |
-0.6% |
1,340.6 |
High |
1,331.4 |
1,332.0 |
0.6 |
0.0% |
1,346.2 |
Low |
1,319.3 |
1,321.3 |
2.0 |
0.2% |
1,318.5 |
Close |
1,327.2 |
1,328.3 |
1.1 |
0.1% |
1,331.5 |
Range |
12.1 |
10.7 |
-1.4 |
-11.6% |
27.7 |
ATR |
20.8 |
20.1 |
-0.7 |
-3.5% |
0.0 |
Volume |
128,433 |
89,884 |
-38,549 |
-30.0% |
206,893 |
|
Daily Pivots for day following 26-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,359.3 |
1,354.5 |
1,334.2 |
|
R3 |
1,348.6 |
1,343.8 |
1,331.2 |
|
R2 |
1,337.9 |
1,337.9 |
1,330.3 |
|
R1 |
1,333.1 |
1,333.1 |
1,329.3 |
1,335.5 |
PP |
1,327.2 |
1,327.2 |
1,327.2 |
1,328.4 |
S1 |
1,322.4 |
1,322.4 |
1,327.3 |
1,324.8 |
S2 |
1,316.5 |
1,316.5 |
1,326.3 |
|
S3 |
1,305.8 |
1,311.7 |
1,325.4 |
|
S4 |
1,295.1 |
1,301.0 |
1,322.4 |
|
|
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% |
17.3 |
1.3% |
35% |
False |
False |
74,442 |
10 |
1,355.4 |
1,318.5 |
36.9 |
2.8% |
17.1 |
1.3% |
27% |
False |
False |
50,754 |
20 |
1,384.4 |
1,314.8 |
69.6 |
5.2% |
19.6 |
1.5% |
19% |
False |
False |
35,828 |
40 |
1,384.4 |
1,207.0 |
177.4 |
13.4% |
21.2 |
1.6% |
68% |
False |
False |
22,175 |
60 |
1,384.4 |
1,207.0 |
177.4 |
13.4% |
19.7 |
1.5% |
68% |
False |
False |
16,773 |
80 |
1,384.4 |
1,207.0 |
177.4 |
13.4% |
19.0 |
1.4% |
68% |
False |
False |
13,153 |
100 |
1,384.4 |
1,207.0 |
177.4 |
13.4% |
19.6 |
1.5% |
68% |
False |
False |
10,938 |
120 |
1,384.4 |
1,142.3 |
242.1 |
18.2% |
20.5 |
1.5% |
77% |
False |
False |
9,467 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,377.5 |
2.618 |
1,360.0 |
1.618 |
1,349.3 |
1.000 |
1,342.7 |
0.618 |
1,338.6 |
HIGH |
1,332.0 |
0.618 |
1,327.9 |
0.500 |
1,326.7 |
0.382 |
1,325.4 |
LOW |
1,321.3 |
0.618 |
1,314.7 |
1.000 |
1,310.6 |
1.618 |
1,304.0 |
2.618 |
1,293.3 |
4.250 |
1,275.8 |
|
|
Fisher Pivots for day following 26-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
1,327.8 |
1,330.5 |
PP |
1,327.2 |
1,329.8 |
S1 |
1,326.7 |
1,329.0 |
|