Trading Metrics calculated at close of trading on 27-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2016 |
27-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
1,323.1 |
1,327.5 |
4.4 |
0.3% |
1,340.6 |
High |
1,332.0 |
1,350.0 |
18.0 |
1.4% |
1,346.2 |
Low |
1,321.3 |
1,323.0 |
1.7 |
0.1% |
1,318.5 |
Close |
1,328.3 |
1,334.5 |
6.2 |
0.5% |
1,331.5 |
Range |
10.7 |
27.0 |
16.3 |
152.3% |
27.7 |
ATR |
20.1 |
20.5 |
0.5 |
2.5% |
0.0 |
Volume |
89,884 |
170,657 |
80,773 |
89.9% |
206,893 |
|
Daily Pivots for day following 27-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,416.8 |
1,402.7 |
1,349.4 |
|
R3 |
1,389.8 |
1,375.7 |
1,341.9 |
|
R2 |
1,362.8 |
1,362.8 |
1,339.5 |
|
R1 |
1,348.7 |
1,348.7 |
1,337.0 |
1,355.8 |
PP |
1,335.8 |
1,335.8 |
1,335.8 |
1,339.4 |
S1 |
1,321.7 |
1,321.7 |
1,332.0 |
1,328.8 |
S2 |
1,308.8 |
1,308.8 |
1,329.6 |
|
S3 |
1,281.8 |
1,294.7 |
1,327.1 |
|
S4 |
1,254.8 |
1,267.7 |
1,319.7 |
|
|
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 |
1,350.0 |
1,318.5 |
31.5 |
2.4% |
17.5 |
1.3% |
51% |
True |
False |
102,791 |
10 |
1,355.4 |
1,318.5 |
36.9 |
2.8% |
18.0 |
1.3% |
43% |
False |
False |
64,603 |
20 |
1,384.4 |
1,318.5 |
65.9 |
4.9% |
19.9 |
1.5% |
24% |
False |
False |
43,460 |
40 |
1,384.4 |
1,214.0 |
170.4 |
12.8% |
21.4 |
1.6% |
71% |
False |
False |
26,267 |
60 |
1,384.4 |
1,207.0 |
177.4 |
13.3% |
19.9 |
1.5% |
72% |
False |
False |
19,497 |
80 |
1,384.4 |
1,207.0 |
177.4 |
13.3% |
19.3 |
1.4% |
72% |
False |
False |
15,273 |
100 |
1,384.4 |
1,207.0 |
177.4 |
13.3% |
19.6 |
1.5% |
72% |
False |
False |
12,607 |
120 |
1,384.4 |
1,150.0 |
234.4 |
17.6% |
20.6 |
1.5% |
79% |
False |
False |
10,863 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,464.8 |
2.618 |
1,420.7 |
1.618 |
1,393.7 |
1.000 |
1,377.0 |
0.618 |
1,366.7 |
HIGH |
1,350.0 |
0.618 |
1,339.7 |
0.500 |
1,336.5 |
0.382 |
1,333.3 |
LOW |
1,323.0 |
0.618 |
1,306.3 |
1.000 |
1,296.0 |
1.618 |
1,279.3 |
2.618 |
1,252.3 |
4.250 |
1,208.3 |
|
|
Fisher Pivots for day following 27-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
1,336.5 |
1,334.7 |
PP |
1,335.8 |
1,334.6 |
S1 |
1,335.2 |
1,334.6 |
|