Trading Metrics calculated at close of trading on 24-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2015 |
24-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
1,093.4 |
1,089.5 |
-3.9 |
-0.4% |
1,132.4 |
High |
1,104.9 |
1,100.9 |
-4.0 |
-0.4% |
1,132.5 |
Low |
1,086.1 |
1,072.3 |
-13.8 |
-1.3% |
1,072.3 |
Close |
1,094.1 |
1,085.5 |
-8.6 |
-0.8% |
1,085.5 |
Range |
18.8 |
28.6 |
9.8 |
52.1% |
60.2 |
ATR |
16.1 |
17.0 |
0.9 |
5.5% |
0.0 |
Volume |
204,073 |
249,020 |
44,947 |
22.0% |
1,069,147 |
|
Daily Pivots for day following 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,172.0 |
1,157.4 |
1,101.2 |
|
R3 |
1,143.4 |
1,128.8 |
1,093.4 |
|
R2 |
1,114.8 |
1,114.8 |
1,090.7 |
|
R1 |
1,100.2 |
1,100.2 |
1,088.1 |
1,093.2 |
PP |
1,086.2 |
1,086.2 |
1,086.2 |
1,082.8 |
S1 |
1,071.6 |
1,071.6 |
1,082.9 |
1,064.6 |
S2 |
1,057.6 |
1,057.6 |
1,080.3 |
|
S3 |
1,029.0 |
1,043.0 |
1,077.6 |
|
S4 |
1,000.4 |
1,014.4 |
1,069.8 |
|
|
Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,277.4 |
1,241.6 |
1,118.6 |
|
R3 |
1,217.2 |
1,181.4 |
1,102.1 |
|
R2 |
1,157.0 |
1,157.0 |
1,096.5 |
|
R1 |
1,121.2 |
1,121.2 |
1,091.0 |
1,109.0 |
PP |
1,096.8 |
1,096.8 |
1,096.8 |
1,090.7 |
S1 |
1,061.0 |
1,061.0 |
1,080.0 |
1,048.8 |
S2 |
1,036.6 |
1,036.6 |
1,074.5 |
|
S3 |
976.4 |
1,000.8 |
1,068.9 |
|
S4 |
916.2 |
940.6 |
1,052.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,132.5 |
1,072.3 |
60.2 |
5.5% |
25.9 |
2.4% |
22% |
False |
True |
213,829 |
10 |
1,163.9 |
1,072.3 |
91.6 |
8.4% |
18.7 |
1.7% |
14% |
False |
True |
174,237 |
20 |
1,187.6 |
1,072.3 |
115.3 |
10.6% |
16.1 |
1.5% |
11% |
False |
True |
156,756 |
40 |
1,205.7 |
1,072.3 |
133.4 |
12.3% |
14.7 |
1.4% |
10% |
False |
True |
138,500 |
60 |
1,232.8 |
1,072.3 |
160.5 |
14.8% |
14.9 |
1.4% |
8% |
False |
True |
104,195 |
80 |
1,232.8 |
1,072.3 |
160.5 |
14.8% |
14.9 |
1.4% |
8% |
False |
True |
78,826 |
100 |
1,232.8 |
1,072.3 |
160.5 |
14.8% |
14.9 |
1.4% |
8% |
False |
True |
63,803 |
120 |
1,286.0 |
1,072.3 |
213.7 |
19.7% |
15.0 |
1.4% |
6% |
False |
True |
53,410 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,222.5 |
2.618 |
1,175.8 |
1.618 |
1,147.2 |
1.000 |
1,129.5 |
0.618 |
1,118.6 |
HIGH |
1,100.9 |
0.618 |
1,090.0 |
0.500 |
1,086.6 |
0.382 |
1,083.2 |
LOW |
1,072.3 |
0.618 |
1,054.6 |
1.000 |
1,043.7 |
1.618 |
1,026.0 |
2.618 |
997.4 |
4.250 |
950.8 |
|
|
Fisher Pivots for day following 24-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
1,086.6 |
1,088.6 |
PP |
1,086.2 |
1,087.6 |
S1 |
1,085.9 |
1,086.5 |
|