Trading Metrics calculated at close of trading on 31-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2015 |
31-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
210.16 |
211.42 |
1.26 |
0.6% |
206.94 |
High |
211.02 |
211.45 |
0.43 |
0.2% |
211.45 |
Low |
209.42 |
210.16 |
0.74 |
0.4% |
206.26 |
Close |
210.82 |
210.50 |
-0.32 |
-0.2% |
210.50 |
Range |
1.60 |
1.29 |
-0.31 |
-19.4% |
5.19 |
ATR |
1.93 |
1.88 |
-0.05 |
-2.4% |
0.00 |
Volume |
91,304,305 |
103,266,797 |
11,962,492 |
13.1% |
556,268,110 |
|
Daily Pivots for day following 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
214.57 |
213.83 |
211.21 |
|
R3 |
213.28 |
212.54 |
210.85 |
|
R2 |
211.99 |
211.99 |
210.74 |
|
R1 |
211.25 |
211.25 |
210.62 |
210.98 |
PP |
210.70 |
210.70 |
210.70 |
210.57 |
S1 |
209.96 |
209.96 |
210.38 |
209.69 |
S2 |
209.41 |
209.41 |
210.26 |
|
S3 |
208.12 |
208.67 |
210.15 |
|
S4 |
206.83 |
207.38 |
209.79 |
|
|
Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
224.97 |
222.93 |
213.35 |
|
R3 |
219.78 |
217.74 |
211.93 |
|
R2 |
214.59 |
214.59 |
211.45 |
|
R1 |
212.55 |
212.55 |
210.98 |
213.57 |
PP |
209.40 |
209.40 |
209.40 |
209.92 |
S1 |
207.36 |
207.36 |
210.02 |
208.38 |
S2 |
204.21 |
204.21 |
209.55 |
|
S3 |
199.02 |
202.17 |
209.07 |
|
S4 |
193.83 |
196.98 |
207.65 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
211.45 |
206.26 |
5.19 |
2.5% |
1.72 |
0.8% |
82% |
True |
False |
111,253,622 |
10 |
213.18 |
206.26 |
6.92 |
3.3% |
1.65 |
0.8% |
61% |
False |
False |
100,161,182 |
20 |
213.18 |
204.11 |
9.07 |
4.3% |
1.79 |
0.9% |
70% |
False |
False |
110,620,169 |
40 |
213.34 |
204.11 |
9.23 |
4.4% |
1.75 |
0.8% |
69% |
False |
False |
114,128,446 |
60 |
213.78 |
204.11 |
9.67 |
4.6% |
1.67 |
0.8% |
66% |
False |
False |
107,658,617 |
80 |
213.78 |
204.11 |
9.67 |
4.6% |
1.69 |
0.8% |
66% |
False |
False |
105,121,920 |
100 |
213.78 |
204.11 |
9.67 |
4.6% |
1.76 |
0.8% |
66% |
False |
False |
108,445,806 |
120 |
213.78 |
204.11 |
9.67 |
4.6% |
1.72 |
0.8% |
66% |
False |
False |
106,983,352 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
216.93 |
2.618 |
214.83 |
1.618 |
213.54 |
1.000 |
212.74 |
0.618 |
212.25 |
HIGH |
211.45 |
0.618 |
210.96 |
0.500 |
210.81 |
0.382 |
210.65 |
LOW |
210.16 |
0.618 |
209.36 |
1.000 |
208.87 |
1.618 |
208.07 |
2.618 |
206.78 |
4.250 |
204.68 |
|
|
Fisher Pivots for day following 31-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
210.81 |
210.46 |
PP |
210.70 |
210.42 |
S1 |
210.60 |
210.38 |
|