Trading Metrics calculated at close of trading on 30-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2015 |
30-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
1,094.5 |
1,096.1 |
1.6 |
0.1% |
1,132.4 |
High |
1,100.9 |
1,097.5 |
-3.4 |
-0.3% |
1,132.5 |
Low |
1,088.9 |
1,081.0 |
-7.9 |
-0.7% |
1,072.3 |
Close |
1,092.6 |
1,088.4 |
-4.2 |
-0.4% |
1,085.5 |
Range |
12.0 |
16.5 |
4.5 |
37.5% |
60.2 |
ATR |
16.1 |
16.2 |
0.0 |
0.2% |
0.0 |
Volume |
159,142 |
49,298 |
-109,844 |
-69.0% |
1,069,147 |
|
Daily Pivots for day following 30-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,138.5 |
1,129.9 |
1,097.5 |
|
R3 |
1,122.0 |
1,113.4 |
1,092.9 |
|
R2 |
1,105.5 |
1,105.5 |
1,091.4 |
|
R1 |
1,096.9 |
1,096.9 |
1,089.9 |
1,093.0 |
PP |
1,089.0 |
1,089.0 |
1,089.0 |
1,087.0 |
S1 |
1,080.4 |
1,080.4 |
1,086.9 |
1,076.5 |
S2 |
1,072.5 |
1,072.5 |
1,085.4 |
|
S3 |
1,056.0 |
1,063.9 |
1,083.9 |
|
S4 |
1,039.5 |
1,047.4 |
1,079.3 |
|
|
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 |
1,104.4 |
1,072.3 |
32.1 |
2.9% |
16.3 |
1.5% |
50% |
False |
False |
165,100 |
10 |
1,144.5 |
1,072.3 |
72.2 |
6.6% |
19.7 |
1.8% |
22% |
False |
False |
180,663 |
20 |
1,174.4 |
1,072.3 |
102.1 |
9.4% |
16.3 |
1.5% |
16% |
False |
False |
160,730 |
40 |
1,205.7 |
1,072.3 |
133.4 |
12.3% |
14.6 |
1.3% |
12% |
False |
False |
140,186 |
60 |
1,232.8 |
1,072.3 |
160.5 |
14.7% |
14.5 |
1.3% |
10% |
False |
False |
113,415 |
80 |
1,232.8 |
1,072.3 |
160.5 |
14.7% |
14.8 |
1.4% |
10% |
False |
False |
85,964 |
100 |
1,232.8 |
1,072.3 |
160.5 |
14.7% |
14.8 |
1.4% |
10% |
False |
False |
69,461 |
120 |
1,244.2 |
1,072.3 |
171.9 |
15.8% |
14.6 |
1.3% |
9% |
False |
False |
58,181 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,167.6 |
2.618 |
1,140.7 |
1.618 |
1,124.2 |
1.000 |
1,114.0 |
0.618 |
1,107.7 |
HIGH |
1,097.5 |
0.618 |
1,091.2 |
0.500 |
1,089.3 |
0.382 |
1,087.3 |
LOW |
1,081.0 |
0.618 |
1,070.8 |
1.000 |
1,064.5 |
1.618 |
1,054.3 |
2.618 |
1,037.8 |
4.250 |
1,010.9 |
|
|
Fisher Pivots for day following 30-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
1,089.3 |
1,091.0 |
PP |
1,089.0 |
1,090.1 |
S1 |
1,088.7 |
1,089.3 |
|