Trading Metrics calculated at close of trading on 31-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2015 |
31-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
1,096.1 |
1,087.7 |
-8.4 |
-0.8% |
1,098.6 |
High |
1,097.5 |
1,102.8 |
5.3 |
0.5% |
1,104.4 |
Low |
1,081.0 |
1,079.1 |
-1.9 |
-0.2% |
1,079.1 |
Close |
1,088.4 |
1,094.9 |
6.5 |
0.6% |
1,094.9 |
Range |
16.5 |
23.7 |
7.2 |
43.6% |
25.3 |
ATR |
16.2 |
16.7 |
0.5 |
3.3% |
0.0 |
Volume |
49,298 |
5,700 |
-43,598 |
-88.4% |
582,181 |
|
Daily Pivots for day following 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,163.4 |
1,152.8 |
1,107.9 |
|
R3 |
1,139.7 |
1,129.1 |
1,101.4 |
|
R2 |
1,116.0 |
1,116.0 |
1,099.2 |
|
R1 |
1,105.4 |
1,105.4 |
1,097.1 |
1,110.7 |
PP |
1,092.3 |
1,092.3 |
1,092.3 |
1,094.9 |
S1 |
1,081.7 |
1,081.7 |
1,092.7 |
1,087.0 |
S2 |
1,068.6 |
1,068.6 |
1,090.6 |
|
S3 |
1,044.9 |
1,058.0 |
1,088.4 |
|
S4 |
1,021.2 |
1,034.3 |
1,081.9 |
|
|
Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,168.7 |
1,157.1 |
1,108.8 |
|
R3 |
1,143.4 |
1,131.8 |
1,101.9 |
|
R2 |
1,118.1 |
1,118.1 |
1,099.5 |
|
R1 |
1,106.5 |
1,106.5 |
1,097.2 |
1,099.7 |
PP |
1,092.8 |
1,092.8 |
1,092.8 |
1,089.4 |
S1 |
1,081.2 |
1,081.2 |
1,092.6 |
1,074.4 |
S2 |
1,067.5 |
1,067.5 |
1,090.3 |
|
S3 |
1,042.2 |
1,055.9 |
1,087.9 |
|
S4 |
1,016.9 |
1,030.6 |
1,081.0 |
|
|
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 |
1,079.1 |
25.3 |
2.3% |
15.3 |
1.4% |
62% |
False |
True |
116,436 |
10 |
1,132.5 |
1,072.3 |
60.2 |
5.5% |
20.6 |
1.9% |
38% |
False |
False |
165,132 |
20 |
1,174.4 |
1,072.3 |
102.1 |
9.3% |
16.9 |
1.5% |
22% |
False |
False |
153,778 |
40 |
1,205.7 |
1,072.3 |
133.4 |
12.2% |
14.9 |
1.4% |
17% |
False |
False |
136,441 |
60 |
1,232.8 |
1,072.3 |
160.5 |
14.7% |
14.8 |
1.3% |
14% |
False |
False |
113,411 |
80 |
1,232.8 |
1,072.3 |
160.5 |
14.7% |
15.0 |
1.4% |
14% |
False |
False |
86,014 |
100 |
1,232.8 |
1,072.3 |
160.5 |
14.7% |
14.9 |
1.4% |
14% |
False |
False |
69,490 |
120 |
1,240.4 |
1,072.3 |
168.1 |
15.4% |
14.8 |
1.3% |
13% |
False |
False |
58,219 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,203.5 |
2.618 |
1,164.8 |
1.618 |
1,141.1 |
1.000 |
1,126.5 |
0.618 |
1,117.4 |
HIGH |
1,102.8 |
0.618 |
1,093.7 |
0.500 |
1,091.0 |
0.382 |
1,088.2 |
LOW |
1,079.1 |
0.618 |
1,064.5 |
1.000 |
1,055.4 |
1.618 |
1,040.8 |
2.618 |
1,017.1 |
4.250 |
978.4 |
|
|
Fisher Pivots for day following 31-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
1,093.6 |
1,093.6 |
PP |
1,092.3 |
1,092.3 |
S1 |
1,091.0 |
1,091.0 |
|