Trading Metrics calculated at close of trading on 28-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2016 |
28-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
1,330.6 |
1,350.7 |
20.1 |
1.5% |
1,344.2 |
High |
1,353.1 |
1,356.2 |
3.1 |
0.2% |
1,346.5 |
Low |
1,327.8 |
1,343.4 |
15.6 |
1.2% |
1,322.3 |
Close |
1,338.3 |
1,345.0 |
6.7 |
0.5% |
1,335.0 |
Range |
25.3 |
12.8 |
-12.5 |
-49.4% |
24.2 |
ATR |
18.0 |
18.0 |
0.0 |
0.0% |
0.0 |
Volume |
5,414 |
2,054 |
-3,360 |
-62.1% |
9,149 |
|
Daily Pivots for day following 28-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,386.6 |
1,378.6 |
1,352.0 |
|
R3 |
1,373.8 |
1,365.8 |
1,348.5 |
|
R2 |
1,361.0 |
1,361.0 |
1,347.3 |
|
R1 |
1,353.0 |
1,353.0 |
1,346.2 |
1,350.6 |
PP |
1,348.2 |
1,348.2 |
1,348.2 |
1,347.0 |
S1 |
1,340.2 |
1,340.2 |
1,343.8 |
1,337.8 |
S2 |
1,335.4 |
1,335.4 |
1,342.7 |
|
S3 |
1,322.6 |
1,327.4 |
1,341.5 |
|
S4 |
1,309.8 |
1,314.6 |
1,338.0 |
|
|
Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,407.2 |
1,395.3 |
1,348.3 |
|
R3 |
1,383.0 |
1,371.1 |
1,341.7 |
|
R2 |
1,358.8 |
1,358.8 |
1,339.4 |
|
R1 |
1,346.9 |
1,346.9 |
1,337.2 |
1,340.8 |
PP |
1,334.6 |
1,334.6 |
1,334.6 |
1,331.5 |
S1 |
1,322.7 |
1,322.7 |
1,332.8 |
1,316.6 |
S2 |
1,310.4 |
1,310.4 |
1,330.6 |
|
S3 |
1,286.2 |
1,298.5 |
1,328.3 |
|
S4 |
1,262.0 |
1,274.3 |
1,321.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,356.2 |
1,323.5 |
32.7 |
2.4% |
13.9 |
1.0% |
66% |
True |
False |
2,959 |
10 |
1,356.2 |
1,322.3 |
33.9 |
2.5% |
14.4 |
1.1% |
67% |
True |
False |
2,102 |
20 |
1,387.1 |
1,322.3 |
64.8 |
4.8% |
16.7 |
1.2% |
35% |
False |
False |
1,494 |
40 |
1,387.1 |
1,220.7 |
166.4 |
12.4% |
17.4 |
1.3% |
75% |
False |
False |
1,721 |
60 |
1,387.1 |
1,210.0 |
177.1 |
13.2% |
15.5 |
1.2% |
76% |
False |
False |
1,409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,410.6 |
2.618 |
1,389.7 |
1.618 |
1,376.9 |
1.000 |
1,369.0 |
0.618 |
1,364.1 |
HIGH |
1,356.2 |
0.618 |
1,351.3 |
0.500 |
1,349.8 |
0.382 |
1,348.3 |
LOW |
1,343.4 |
0.618 |
1,335.5 |
1.000 |
1,330.6 |
1.618 |
1,322.7 |
2.618 |
1,309.9 |
4.250 |
1,289.0 |
|
|
Fisher Pivots for day following 28-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
1,349.8 |
1,343.6 |
PP |
1,348.2 |
1,342.2 |
S1 |
1,346.6 |
1,340.9 |
|