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 |
1,347.5 |
1,342.7 |
-4.8 |
-0.4% |
1,330.9 |
High |
1,352.6 |
1,362.0 |
9.4 |
0.7% |
1,362.0 |
Low |
1,339.2 |
1,335.0 |
-4.2 |
-0.3% |
1,319.3 |
Close |
1,341.2 |
1,357.5 |
16.3 |
1.2% |
1,357.5 |
Range |
13.4 |
27.0 |
13.6 |
101.5% |
42.7 |
ATR |
20.4 |
20.8 |
0.5 |
2.3% |
0.0 |
Volume |
194,758 |
229,248 |
34,490 |
17.7% |
812,980 |
|
Daily Pivots for day following 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,432.5 |
1,422.0 |
1,372.4 |
|
R3 |
1,405.5 |
1,395.0 |
1,364.9 |
|
R2 |
1,378.5 |
1,378.5 |
1,362.5 |
|
R1 |
1,368.0 |
1,368.0 |
1,360.0 |
1,373.3 |
PP |
1,351.5 |
1,351.5 |
1,351.5 |
1,354.1 |
S1 |
1,341.0 |
1,341.0 |
1,355.0 |
1,346.3 |
S2 |
1,324.5 |
1,324.5 |
1,352.6 |
|
S3 |
1,297.5 |
1,314.0 |
1,350.1 |
|
S4 |
1,270.5 |
1,287.0 |
1,342.7 |
|
|
Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,474.4 |
1,458.6 |
1,381.0 |
|
R3 |
1,431.7 |
1,415.9 |
1,369.2 |
|
R2 |
1,389.0 |
1,389.0 |
1,365.3 |
|
R1 |
1,373.2 |
1,373.2 |
1,361.4 |
1,381.1 |
PP |
1,346.3 |
1,346.3 |
1,346.3 |
1,350.2 |
S1 |
1,330.5 |
1,330.5 |
1,353.6 |
1,338.4 |
S2 |
1,303.6 |
1,303.6 |
1,349.7 |
|
S3 |
1,260.9 |
1,287.8 |
1,345.8 |
|
S4 |
1,218.2 |
1,245.1 |
1,334.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,362.0 |
1,319.3 |
42.7 |
3.1% |
18.0 |
1.3% |
89% |
True |
False |
162,596 |
10 |
1,362.0 |
1,318.5 |
43.5 |
3.2% |
17.6 |
1.3% |
90% |
True |
False |
101,987 |
20 |
1,384.4 |
1,318.5 |
65.9 |
4.9% |
20.5 |
1.5% |
59% |
False |
False |
63,577 |
40 |
1,384.4 |
1,214.9 |
169.5 |
12.5% |
21.9 |
1.6% |
84% |
False |
False |
36,725 |
60 |
1,384.4 |
1,207.0 |
177.4 |
13.1% |
19.9 |
1.5% |
85% |
False |
False |
26,441 |
80 |
1,384.4 |
1,207.0 |
177.4 |
13.1% |
19.3 |
1.4% |
85% |
False |
False |
20,540 |
100 |
1,384.4 |
1,207.0 |
177.4 |
13.1% |
19.7 |
1.4% |
85% |
False |
False |
16,829 |
120 |
1,384.4 |
1,184.5 |
199.9 |
14.7% |
20.4 |
1.5% |
87% |
False |
False |
14,357 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,476.8 |
2.618 |
1,432.7 |
1.618 |
1,405.7 |
1.000 |
1,389.0 |
0.618 |
1,378.7 |
HIGH |
1,362.0 |
0.618 |
1,351.7 |
0.500 |
1,348.5 |
0.382 |
1,345.3 |
LOW |
1,335.0 |
0.618 |
1,318.3 |
1.000 |
1,308.0 |
1.618 |
1,291.3 |
2.618 |
1,264.3 |
4.250 |
1,220.3 |
|
|
Fisher Pivots for day following 29-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
1,354.5 |
1,352.5 |
PP |
1,351.5 |
1,347.5 |
S1 |
1,348.5 |
1,342.5 |
|