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 |
10.14 |
10.11 |
-0.03 |
-0.3% |
10.29 |
High |
10.26 |
10.34 |
0.08 |
0.8% |
10.34 |
Low |
10.08 |
10.11 |
0.03 |
0.3% |
10.08 |
Close |
10.20 |
10.18 |
-0.02 |
-0.2% |
10.18 |
Range |
0.18 |
0.23 |
0.05 |
27.8% |
0.26 |
ATR |
0.20 |
0.20 |
0.00 |
1.2% |
0.00 |
Volume |
1,722,500 |
86,303,400 |
84,580,900 |
4,910.4% |
97,406,200 |
|
Daily Pivots for day following 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.90 |
10.77 |
10.31 |
|
R3 |
10.67 |
10.54 |
10.24 |
|
R2 |
10.44 |
10.44 |
10.22 |
|
R1 |
10.31 |
10.31 |
10.20 |
10.38 |
PP |
10.21 |
10.21 |
10.21 |
10.24 |
S1 |
10.08 |
10.08 |
10.16 |
10.15 |
S2 |
9.98 |
9.98 |
10.14 |
|
S3 |
9.75 |
9.85 |
10.12 |
|
S4 |
9.52 |
9.62 |
10.05 |
|
|
Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.98 |
10.84 |
10.32 |
|
R3 |
10.72 |
10.58 |
10.25 |
|
R2 |
10.46 |
10.46 |
10.23 |
|
R1 |
10.32 |
10.32 |
10.20 |
10.26 |
PP |
10.20 |
10.20 |
10.20 |
10.17 |
S1 |
10.06 |
10.06 |
10.16 |
10.00 |
S2 |
9.94 |
9.94 |
10.13 |
|
S3 |
9.68 |
9.80 |
10.11 |
|
S4 |
9.42 |
9.54 |
10.04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10.34 |
10.08 |
0.26 |
2.6% |
0.16 |
1.6% |
38% |
True |
False |
19,481,240 |
10 |
10.39 |
10.08 |
0.31 |
3.0% |
0.15 |
1.5% |
32% |
False |
False |
11,283,480 |
20 |
10.39 |
9.29 |
1.10 |
10.8% |
0.17 |
1.6% |
81% |
False |
False |
6,871,770 |
40 |
11.05 |
9.16 |
1.89 |
18.6% |
0.20 |
1.9% |
54% |
False |
False |
4,893,022 |
60 |
11.08 |
9.16 |
1.92 |
18.9% |
0.20 |
2.0% |
53% |
False |
False |
4,352,275 |
80 |
11.08 |
9.16 |
1.92 |
18.9% |
0.20 |
2.0% |
53% |
False |
False |
3,860,915 |
100 |
11.08 |
9.16 |
1.92 |
18.9% |
0.20 |
1.9% |
53% |
False |
False |
3,497,377 |
120 |
11.08 |
8.64 |
2.44 |
24.0% |
0.21 |
2.0% |
63% |
False |
False |
3,442,893 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11.32 |
2.618 |
10.94 |
1.618 |
10.71 |
1.000 |
10.57 |
0.618 |
10.48 |
HIGH |
10.34 |
0.618 |
10.25 |
0.500 |
10.23 |
0.382 |
10.20 |
LOW |
10.11 |
0.618 |
9.97 |
1.000 |
9.88 |
1.618 |
9.74 |
2.618 |
9.51 |
4.250 |
9.13 |
|
|
Fisher Pivots for day following 29-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
10.23 |
10.21 |
PP |
10.21 |
10.20 |
S1 |
10.20 |
10.19 |
|