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 |
4,562.25 |
4,521.25 |
-41.00 |
-0.9% |
4,649.00 |
High |
4,568.25 |
4,561.25 |
-7.00 |
-0.2% |
4,686.00 |
Low |
4,503.50 |
4,497.00 |
-6.50 |
-0.1% |
4,544.50 |
Close |
4,522.50 |
4,556.00 |
33.50 |
0.7% |
4,561.75 |
Range |
64.75 |
64.25 |
-0.50 |
-0.8% |
141.50 |
ATR |
65.50 |
65.41 |
-0.09 |
-0.1% |
0.00 |
Volume |
293,740 |
280,667 |
-13,073 |
-4.5% |
1,078,735 |
|
Daily Pivots for day following 28-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,730.75 |
4,707.75 |
4,591.25 |
|
R3 |
4,666.50 |
4,643.50 |
4,573.75 |
|
R2 |
4,602.25 |
4,602.25 |
4,567.75 |
|
R1 |
4,579.25 |
4,579.25 |
4,562.00 |
4,590.75 |
PP |
4,538.00 |
4,538.00 |
4,538.00 |
4,544.00 |
S1 |
4,515.00 |
4,515.00 |
4,550.00 |
4,526.50 |
S2 |
4,473.75 |
4,473.75 |
4,544.25 |
|
S3 |
4,409.50 |
4,450.75 |
4,538.25 |
|
S4 |
4,345.25 |
4,386.50 |
4,520.75 |
|
|
Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,022.00 |
4,933.25 |
4,639.50 |
|
R3 |
4,880.50 |
4,791.75 |
4,600.75 |
|
R2 |
4,739.00 |
4,739.00 |
4,587.75 |
|
R1 |
4,650.25 |
4,650.25 |
4,574.75 |
4,624.00 |
PP |
4,597.50 |
4,597.50 |
4,597.50 |
4,584.25 |
S1 |
4,508.75 |
4,508.75 |
4,548.75 |
4,482.50 |
S2 |
4,456.00 |
4,456.00 |
4,535.75 |
|
S3 |
4,314.50 |
4,367.25 |
4,522.75 |
|
S4 |
4,173.00 |
4,225.75 |
4,484.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,638.75 |
4,497.00 |
141.75 |
3.1% |
64.25 |
1.4% |
42% |
False |
True |
251,429 |
10 |
4,686.00 |
4,497.00 |
189.00 |
4.1% |
59.00 |
1.3% |
31% |
False |
True |
222,059 |
20 |
4,686.00 |
4,331.75 |
354.25 |
7.8% |
66.50 |
1.5% |
63% |
False |
False |
236,978 |
40 |
4,686.00 |
4,331.75 |
354.25 |
7.8% |
59.25 |
1.3% |
63% |
False |
False |
184,919 |
60 |
4,686.00 |
4,331.75 |
354.25 |
7.8% |
55.25 |
1.2% |
63% |
False |
False |
123,328 |
80 |
4,686.00 |
4,263.00 |
423.00 |
9.3% |
53.50 |
1.2% |
69% |
False |
False |
92,514 |
100 |
4,686.00 |
4,253.50 |
432.50 |
9.5% |
50.25 |
1.1% |
70% |
False |
False |
74,015 |
120 |
4,686.00 |
4,180.00 |
506.00 |
11.1% |
42.75 |
0.9% |
74% |
False |
False |
61,679 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,834.25 |
2.618 |
4,729.50 |
1.618 |
4,665.25 |
1.000 |
4,625.50 |
0.618 |
4,601.00 |
HIGH |
4,561.25 |
0.618 |
4,536.75 |
0.500 |
4,529.00 |
0.382 |
4,521.50 |
LOW |
4,497.00 |
0.618 |
4,457.25 |
1.000 |
4,432.75 |
1.618 |
4,393.00 |
2.618 |
4,328.75 |
4.250 |
4,224.00 |
|
|
Fisher Pivots for day following 28-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
4,547.00 |
4,568.00 |
PP |
4,538.00 |
4,564.00 |
S1 |
4,529.00 |
4,560.00 |
|