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 |
4,562.75 |
4,589.25 |
26.50 |
0.6% |
4,562.25 |
High |
4,598.75 |
4,608.75 |
10.00 |
0.2% |
4,608.75 |
Low |
4,530.75 |
4,576.25 |
45.50 |
1.0% |
4,497.00 |
Close |
4,595.25 |
4,585.00 |
-10.25 |
-0.2% |
4,585.00 |
Range |
68.00 |
32.50 |
-35.50 |
-52.2% |
111.75 |
ATR |
63.61 |
61.39 |
-2.22 |
-3.5% |
0.00 |
Volume |
226,285 |
214,679 |
-11,606 |
-5.1% |
1,237,934 |
|
Daily Pivots for day following 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,687.50 |
4,668.75 |
4,603.00 |
|
R3 |
4,655.00 |
4,636.25 |
4,594.00 |
|
R2 |
4,622.50 |
4,622.50 |
4,591.00 |
|
R1 |
4,603.75 |
4,603.75 |
4,588.00 |
4,597.00 |
PP |
4,590.00 |
4,590.00 |
4,590.00 |
4,586.50 |
S1 |
4,571.25 |
4,571.25 |
4,582.00 |
4,564.50 |
S2 |
4,557.50 |
4,557.50 |
4,579.00 |
|
S3 |
4,525.00 |
4,538.75 |
4,576.00 |
|
S4 |
4,492.50 |
4,506.25 |
4,567.00 |
|
|
Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,898.75 |
4,853.75 |
4,646.50 |
|
R3 |
4,787.00 |
4,742.00 |
4,615.75 |
|
R2 |
4,675.25 |
4,675.25 |
4,605.50 |
|
R1 |
4,630.25 |
4,630.25 |
4,595.25 |
4,652.75 |
PP |
4,563.50 |
4,563.50 |
4,563.50 |
4,575.00 |
S1 |
4,518.50 |
4,518.50 |
4,574.75 |
4,541.00 |
S2 |
4,451.75 |
4,451.75 |
4,564.50 |
|
S3 |
4,340.00 |
4,406.75 |
4,554.25 |
|
S4 |
4,228.25 |
4,295.00 |
4,523.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,608.75 |
4,497.00 |
111.75 |
2.4% |
53.00 |
1.2% |
79% |
True |
False |
247,586 |
10 |
4,686.00 |
4,497.00 |
189.00 |
4.1% |
56.75 |
1.2% |
47% |
False |
False |
231,666 |
20 |
4,686.00 |
4,331.75 |
354.25 |
7.7% |
67.00 |
1.5% |
71% |
False |
False |
237,609 |
40 |
4,686.00 |
4,331.75 |
354.25 |
7.7% |
59.25 |
1.3% |
71% |
False |
False |
201,379 |
60 |
4,686.00 |
4,331.75 |
354.25 |
7.7% |
54.75 |
1.2% |
71% |
False |
False |
134,383 |
80 |
4,686.00 |
4,321.75 |
364.25 |
7.9% |
53.25 |
1.2% |
72% |
False |
False |
100,807 |
100 |
4,686.00 |
4,253.50 |
432.50 |
9.4% |
51.25 |
1.1% |
77% |
False |
False |
80,650 |
120 |
4,686.00 |
4,253.50 |
432.50 |
9.4% |
43.75 |
1.0% |
77% |
False |
False |
67,209 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,747.00 |
2.618 |
4,693.75 |
1.618 |
4,661.25 |
1.000 |
4,641.25 |
0.618 |
4,628.75 |
HIGH |
4,608.75 |
0.618 |
4,596.25 |
0.500 |
4,592.50 |
0.382 |
4,588.75 |
LOW |
4,576.25 |
0.618 |
4,556.25 |
1.000 |
4,543.75 |
1.618 |
4,523.75 |
2.618 |
4,491.25 |
4.250 |
4,438.00 |
|
|
Fisher Pivots for day following 31-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
4,592.50 |
4,580.00 |
PP |
4,590.00 |
4,574.75 |
S1 |
4,587.50 |
4,569.75 |
|