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 |
4,558.00 |
4,562.75 |
4.75 |
0.1% |
4,649.00 |
High |
4,579.50 |
4,598.75 |
19.25 |
0.4% |
4,686.00 |
Low |
4,544.00 |
4,530.75 |
-13.25 |
-0.3% |
4,544.50 |
Close |
4,565.00 |
4,595.25 |
30.25 |
0.7% |
4,561.75 |
Range |
35.50 |
68.00 |
32.50 |
91.5% |
141.50 |
ATR |
63.28 |
63.61 |
0.34 |
0.5% |
0.00 |
Volume |
222,563 |
226,285 |
3,722 |
1.7% |
1,078,735 |
|
Daily Pivots for day following 30-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,779.00 |
4,755.00 |
4,632.75 |
|
R3 |
4,711.00 |
4,687.00 |
4,614.00 |
|
R2 |
4,643.00 |
4,643.00 |
4,607.75 |
|
R1 |
4,619.00 |
4,619.00 |
4,601.50 |
4,631.00 |
PP |
4,575.00 |
4,575.00 |
4,575.00 |
4,581.00 |
S1 |
4,551.00 |
4,551.00 |
4,589.00 |
4,563.00 |
S2 |
4,507.00 |
4,507.00 |
4,582.75 |
|
S3 |
4,439.00 |
4,483.00 |
4,576.50 |
|
S4 |
4,371.00 |
4,415.00 |
4,557.75 |
|
|
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% |
65.25 |
1.4% |
69% |
False |
False |
251,887 |
10 |
4,686.00 |
4,497.00 |
189.00 |
4.1% |
58.25 |
1.3% |
52% |
False |
False |
228,992 |
20 |
4,686.00 |
4,331.75 |
354.25 |
7.7% |
67.00 |
1.5% |
74% |
False |
False |
234,637 |
40 |
4,686.00 |
4,331.75 |
354.25 |
7.7% |
59.75 |
1.3% |
74% |
False |
False |
196,072 |
60 |
4,686.00 |
4,331.75 |
354.25 |
7.7% |
55.25 |
1.2% |
74% |
False |
False |
130,807 |
80 |
4,686.00 |
4,321.75 |
364.25 |
7.9% |
53.50 |
1.2% |
75% |
False |
False |
98,124 |
100 |
4,686.00 |
4,253.50 |
432.50 |
9.4% |
51.00 |
1.1% |
79% |
False |
False |
78,503 |
120 |
4,686.00 |
4,253.50 |
432.50 |
9.4% |
43.50 |
0.9% |
79% |
False |
False |
65,420 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,887.75 |
2.618 |
4,776.75 |
1.618 |
4,708.75 |
1.000 |
4,666.75 |
0.618 |
4,640.75 |
HIGH |
4,598.75 |
0.618 |
4,572.75 |
0.500 |
4,564.75 |
0.382 |
4,556.75 |
LOW |
4,530.75 |
0.618 |
4,488.75 |
1.000 |
4,462.75 |
1.618 |
4,420.75 |
2.618 |
4,352.75 |
4.250 |
4,241.75 |
|
|
Fisher Pivots for day following 30-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
4,585.00 |
4,579.50 |
PP |
4,575.00 |
4,563.75 |
S1 |
4,564.75 |
4,548.00 |
|