Trading Metrics calculated at close of trading on 29-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2015 |
29-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
1,094.1 |
1,094.5 |
0.4 |
0.0% |
1,132.4 |
High |
1,098.2 |
1,100.9 |
2.7 |
0.2% |
1,132.5 |
Low |
1,090.7 |
1,088.9 |
-1.8 |
-0.2% |
1,072.3 |
Close |
1,096.2 |
1,092.6 |
-3.6 |
-0.3% |
1,085.5 |
Range |
7.5 |
12.0 |
4.5 |
60.0% |
60.2 |
ATR |
16.5 |
16.1 |
-0.3 |
-1.9% |
0.0 |
Volume |
176,077 |
159,142 |
-16,935 |
-9.6% |
1,069,147 |
|
Daily Pivots for day following 29-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,130.1 |
1,123.4 |
1,099.2 |
|
R3 |
1,118.1 |
1,111.4 |
1,095.9 |
|
R2 |
1,106.1 |
1,106.1 |
1,094.8 |
|
R1 |
1,099.4 |
1,099.4 |
1,093.7 |
1,096.8 |
PP |
1,094.1 |
1,094.1 |
1,094.1 |
1,092.8 |
S1 |
1,087.4 |
1,087.4 |
1,091.5 |
1,084.8 |
S2 |
1,082.1 |
1,082.1 |
1,090.4 |
|
S3 |
1,070.1 |
1,075.4 |
1,089.3 |
|
S4 |
1,058.1 |
1,063.4 |
1,086.0 |
|
|
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% |
16.7 |
1.5% |
62% |
False |
False |
196,055 |
10 |
1,148.2 |
1,072.3 |
75.9 |
6.9% |
18.8 |
1.7% |
27% |
False |
False |
188,303 |
20 |
1,174.4 |
1,072.3 |
102.1 |
9.3% |
15.9 |
1.5% |
20% |
False |
False |
163,024 |
40 |
1,205.7 |
1,072.3 |
133.4 |
12.2% |
14.6 |
1.3% |
15% |
False |
False |
142,058 |
60 |
1,232.8 |
1,072.3 |
160.5 |
14.7% |
14.5 |
1.3% |
13% |
False |
False |
112,731 |
80 |
1,232.8 |
1,072.3 |
160.5 |
14.7% |
14.7 |
1.3% |
13% |
False |
False |
85,364 |
100 |
1,232.8 |
1,072.3 |
160.5 |
14.7% |
14.7 |
1.3% |
13% |
False |
False |
69,007 |
120 |
1,268.6 |
1,072.3 |
196.3 |
18.0% |
14.8 |
1.4% |
10% |
False |
False |
57,774 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,151.9 |
2.618 |
1,132.3 |
1.618 |
1,120.3 |
1.000 |
1,112.9 |
0.618 |
1,108.3 |
HIGH |
1,100.9 |
0.618 |
1,096.3 |
0.500 |
1,094.9 |
0.382 |
1,093.5 |
LOW |
1,088.9 |
0.618 |
1,081.5 |
1.000 |
1,076.9 |
1.618 |
1,069.5 |
2.618 |
1,057.5 |
4.250 |
1,037.9 |
|
|
Fisher Pivots for day following 29-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
1,094.9 |
1,096.1 |
PP |
1,094.1 |
1,094.9 |
S1 |
1,093.4 |
1,093.8 |
|