Trading Metrics calculated at close of trading on 27-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2015 |
27-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
1,089.5 |
1,098.6 |
9.1 |
0.8% |
1,132.4 |
High |
1,100.9 |
1,104.4 |
3.5 |
0.3% |
1,132.5 |
Low |
1,072.3 |
1,087.7 |
15.4 |
1.4% |
1,072.3 |
Close |
1,085.5 |
1,096.4 |
10.9 |
1.0% |
1,085.5 |
Range |
28.6 |
16.7 |
-11.9 |
-41.6% |
60.2 |
ATR |
17.0 |
17.1 |
0.1 |
0.8% |
0.0 |
Volume |
249,020 |
191,964 |
-57,056 |
-22.9% |
1,069,147 |
|
Daily Pivots for day following 27-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,146.3 |
1,138.0 |
1,105.6 |
|
R3 |
1,129.6 |
1,121.3 |
1,101.0 |
|
R2 |
1,112.9 |
1,112.9 |
1,099.5 |
|
R1 |
1,104.6 |
1,104.6 |
1,097.9 |
1,100.4 |
PP |
1,096.2 |
1,096.2 |
1,096.2 |
1,094.1 |
S1 |
1,087.9 |
1,087.9 |
1,094.9 |
1,083.7 |
S2 |
1,079.5 |
1,079.5 |
1,093.3 |
|
S3 |
1,062.8 |
1,071.2 |
1,091.8 |
|
S4 |
1,046.1 |
1,054.5 |
1,087.2 |
|
|
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 |
1,108.8 |
1,072.3 |
36.5 |
3.3% |
18.7 |
1.7% |
66% |
False |
False |
199,951 |
10 |
1,159.1 |
1,072.3 |
86.8 |
7.9% |
19.0 |
1.7% |
28% |
False |
False |
180,760 |
20 |
1,187.6 |
1,072.3 |
115.3 |
10.5% |
16.4 |
1.5% |
21% |
False |
False |
160,958 |
40 |
1,205.7 |
1,072.3 |
133.4 |
12.2% |
14.9 |
1.4% |
18% |
False |
False |
140,745 |
60 |
1,232.8 |
1,072.3 |
160.5 |
14.6% |
14.6 |
1.3% |
15% |
False |
False |
107,355 |
80 |
1,232.8 |
1,072.3 |
160.5 |
14.6% |
14.8 |
1.3% |
15% |
False |
False |
81,202 |
100 |
1,232.8 |
1,072.3 |
160.5 |
14.6% |
15.0 |
1.4% |
15% |
False |
False |
65,681 |
120 |
1,275.7 |
1,072.3 |
203.4 |
18.6% |
14.9 |
1.4% |
12% |
False |
False |
55,002 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,175.4 |
2.618 |
1,148.1 |
1.618 |
1,131.4 |
1.000 |
1,121.1 |
0.618 |
1,114.7 |
HIGH |
1,104.4 |
0.618 |
1,098.0 |
0.500 |
1,096.1 |
0.382 |
1,094.1 |
LOW |
1,087.7 |
0.618 |
1,077.4 |
1.000 |
1,071.0 |
1.618 |
1,060.7 |
2.618 |
1,044.0 |
4.250 |
1,016.7 |
|
|
Fisher Pivots for day following 27-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
1,096.3 |
1,093.8 |
PP |
1,096.2 |
1,091.2 |
S1 |
1,096.1 |
1,088.6 |
|