Trading Metrics calculated at close of trading on 28-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2015 |
28-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
1,098.6 |
1,094.1 |
-4.5 |
-0.4% |
1,132.4 |
High |
1,104.4 |
1,098.2 |
-6.2 |
-0.6% |
1,132.5 |
Low |
1,087.7 |
1,090.7 |
3.0 |
0.3% |
1,072.3 |
Close |
1,096.4 |
1,096.2 |
-0.2 |
0.0% |
1,085.5 |
Range |
16.7 |
7.5 |
-9.2 |
-55.1% |
60.2 |
ATR |
17.1 |
16.5 |
-0.7 |
-4.0% |
0.0 |
Volume |
191,964 |
176,077 |
-15,887 |
-8.3% |
1,069,147 |
|
Daily Pivots for day following 28-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,117.5 |
1,114.4 |
1,100.3 |
|
R3 |
1,110.0 |
1,106.9 |
1,098.3 |
|
R2 |
1,102.5 |
1,102.5 |
1,097.6 |
|
R1 |
1,099.4 |
1,099.4 |
1,096.9 |
1,101.0 |
PP |
1,095.0 |
1,095.0 |
1,095.0 |
1,095.8 |
S1 |
1,091.9 |
1,091.9 |
1,095.5 |
1,093.5 |
S2 |
1,087.5 |
1,087.5 |
1,094.8 |
|
S3 |
1,080.0 |
1,084.4 |
1,094.1 |
|
S4 |
1,072.5 |
1,076.9 |
1,092.1 |
|
|
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 |
1,104.9 |
1,072.3 |
32.6 |
3.0% |
17.7 |
1.6% |
73% |
False |
False |
200,663 |
10 |
1,155.8 |
1,072.3 |
83.5 |
7.6% |
19.0 |
1.7% |
29% |
False |
False |
187,454 |
20 |
1,180.0 |
1,072.3 |
107.7 |
9.8% |
16.0 |
1.5% |
22% |
False |
False |
162,476 |
40 |
1,205.7 |
1,072.3 |
133.4 |
12.2% |
14.6 |
1.3% |
18% |
False |
False |
140,866 |
60 |
1,232.8 |
1,072.3 |
160.5 |
14.6% |
14.5 |
1.3% |
15% |
False |
False |
110,222 |
80 |
1,232.8 |
1,072.3 |
160.5 |
14.6% |
14.7 |
1.3% |
15% |
False |
False |
83,385 |
100 |
1,232.8 |
1,072.3 |
160.5 |
14.6% |
15.0 |
1.4% |
15% |
False |
False |
67,426 |
120 |
1,275.7 |
1,072.3 |
203.4 |
18.6% |
14.8 |
1.4% |
12% |
False |
False |
56,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,130.1 |
2.618 |
1,117.8 |
1.618 |
1,110.3 |
1.000 |
1,105.7 |
0.618 |
1,102.8 |
HIGH |
1,098.2 |
0.618 |
1,095.3 |
0.500 |
1,094.5 |
0.382 |
1,093.6 |
LOW |
1,090.7 |
0.618 |
1,086.1 |
1.000 |
1,083.2 |
1.618 |
1,078.6 |
2.618 |
1,071.1 |
4.250 |
1,058.8 |
|
|
Fisher Pivots for day following 28-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
1,095.6 |
1,093.6 |
PP |
1,095.0 |
1,091.0 |
S1 |
1,094.5 |
1,088.4 |
|