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 |
4,521.25 |
4,558.00 |
36.75 |
0.8% |
4,649.00 |
High |
4,561.25 |
4,579.50 |
18.25 |
0.4% |
4,686.00 |
Low |
4,497.00 |
4,544.00 |
47.00 |
1.0% |
4,544.50 |
Close |
4,556.00 |
4,565.00 |
9.00 |
0.2% |
4,561.75 |
Range |
64.25 |
35.50 |
-28.75 |
-44.7% |
141.50 |
ATR |
65.41 |
63.28 |
-2.14 |
-3.3% |
0.00 |
Volume |
280,667 |
222,563 |
-58,104 |
-20.7% |
1,078,735 |
|
Daily Pivots for day following 29-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,669.25 |
4,652.75 |
4,584.50 |
|
R3 |
4,633.75 |
4,617.25 |
4,574.75 |
|
R2 |
4,598.25 |
4,598.25 |
4,571.50 |
|
R1 |
4,581.75 |
4,581.75 |
4,568.25 |
4,590.00 |
PP |
4,562.75 |
4,562.75 |
4,562.75 |
4,567.00 |
S1 |
4,546.25 |
4,546.25 |
4,561.75 |
4,554.50 |
S2 |
4,527.25 |
4,527.25 |
4,558.50 |
|
S3 |
4,491.75 |
4,510.75 |
4,555.25 |
|
S4 |
4,456.25 |
4,475.25 |
4,545.50 |
|
|
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% |
61.75 |
1.4% |
48% |
False |
False |
248,873 |
10 |
4,686.00 |
4,497.00 |
189.00 |
4.1% |
59.50 |
1.3% |
36% |
False |
False |
225,585 |
20 |
4,686.00 |
4,331.75 |
354.25 |
7.8% |
66.25 |
1.4% |
66% |
False |
False |
232,881 |
40 |
4,686.00 |
4,331.75 |
354.25 |
7.8% |
59.00 |
1.3% |
66% |
False |
False |
190,447 |
60 |
4,686.00 |
4,331.75 |
354.25 |
7.8% |
55.25 |
1.2% |
66% |
False |
False |
127,036 |
80 |
4,686.00 |
4,321.75 |
364.25 |
8.0% |
53.00 |
1.2% |
67% |
False |
False |
95,296 |
100 |
4,686.00 |
4,253.50 |
432.50 |
9.5% |
50.50 |
1.1% |
72% |
False |
False |
76,240 |
120 |
4,686.00 |
4,201.00 |
485.00 |
10.6% |
43.00 |
0.9% |
75% |
False |
False |
63,534 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,730.50 |
2.618 |
4,672.50 |
1.618 |
4,637.00 |
1.000 |
4,615.00 |
0.618 |
4,601.50 |
HIGH |
4,579.50 |
0.618 |
4,566.00 |
0.500 |
4,561.75 |
0.382 |
4,557.50 |
LOW |
4,544.00 |
0.618 |
4,522.00 |
1.000 |
4,508.50 |
1.618 |
4,486.50 |
2.618 |
4,451.00 |
4.250 |
4,393.00 |
|
|
Fisher Pivots for day following 29-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
4,564.00 |
4,556.00 |
PP |
4,562.75 |
4,547.25 |
S1 |
4,561.75 |
4,538.25 |
|