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 |
217.19 |
216.29 |
-0.90 |
-0.4% |
215.97 |
High |
217.27 |
217.11 |
-0.16 |
-0.1% |
217.37 |
Low |
215.62 |
215.75 |
0.13 |
0.1% |
215.63 |
Close |
216.52 |
216.77 |
0.25 |
0.1% |
217.24 |
Range |
1.65 |
1.36 |
-0.29 |
-17.6% |
1.74 |
ATR |
1.84 |
1.81 |
-0.03 |
-1.9% |
0.00 |
Volume |
84,083,800 |
65,035,600 |
-19,048,200 |
-22.7% |
301,795,600 |
|
Daily Pivots for day following 28-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
220.62 |
220.06 |
217.52 |
|
R3 |
219.26 |
218.70 |
217.14 |
|
R2 |
217.90 |
217.90 |
217.02 |
|
R1 |
217.34 |
217.34 |
216.89 |
217.62 |
PP |
216.54 |
216.54 |
216.54 |
216.69 |
S1 |
215.98 |
215.98 |
216.65 |
216.26 |
S2 |
215.18 |
215.18 |
216.52 |
|
S3 |
213.82 |
214.62 |
216.40 |
|
S4 |
212.46 |
213.26 |
216.02 |
|
|
Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
221.97 |
221.34 |
218.20 |
|
R3 |
220.23 |
219.60 |
217.72 |
|
R2 |
218.49 |
218.49 |
217.56 |
|
R1 |
217.86 |
217.86 |
217.40 |
218.18 |
PP |
216.75 |
216.75 |
216.75 |
216.90 |
S1 |
216.12 |
216.12 |
217.08 |
216.44 |
S2 |
215.01 |
215.01 |
216.92 |
|
S3 |
213.27 |
214.38 |
216.76 |
|
S4 |
211.53 |
212.64 |
216.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
217.30 |
215.62 |
1.68 |
0.8% |
1.34 |
0.6% |
68% |
False |
False |
67,572,060 |
10 |
217.37 |
215.31 |
2.06 |
1.0% |
1.25 |
0.6% |
71% |
False |
False |
68,402,350 |
20 |
217.37 |
206.56 |
10.81 |
5.0% |
1.51 |
0.7% |
94% |
False |
False |
86,697,744 |
40 |
217.37 |
198.65 |
18.72 |
8.6% |
1.77 |
0.8% |
97% |
False |
False |
103,240,355 |
60 |
217.37 |
198.65 |
18.72 |
8.6% |
1.75 |
0.8% |
97% |
False |
False |
97,758,366 |
80 |
217.37 |
198.65 |
18.72 |
8.6% |
1.75 |
0.8% |
97% |
False |
False |
95,839,548 |
100 |
217.37 |
197.38 |
19.99 |
9.2% |
1.77 |
0.8% |
97% |
False |
False |
96,991,524 |
120 |
217.37 |
181.09 |
36.28 |
16.7% |
1.89 |
0.9% |
98% |
False |
False |
102,873,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
222.89 |
2.618 |
220.67 |
1.618 |
219.31 |
1.000 |
218.47 |
0.618 |
217.95 |
HIGH |
217.11 |
0.618 |
216.59 |
0.500 |
216.43 |
0.382 |
216.27 |
LOW |
215.75 |
0.618 |
214.91 |
1.000 |
214.39 |
1.618 |
213.55 |
2.618 |
212.19 |
4.250 |
209.97 |
|
|
Fisher Pivots for day following 28-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
216.66 |
216.66 |
PP |
216.54 |
216.55 |
S1 |
216.43 |
216.45 |
|