Trading Metrics calculated at close of trading on 24-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2015 |
24-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
5,557.0 |
5,507.0 |
-50.0 |
-0.9% |
5,625.0 |
High |
5,563.0 |
5,551.0 |
-12.0 |
-0.2% |
5,668.0 |
Low |
5,526.0 |
5,486.0 |
-40.0 |
-0.7% |
5,486.0 |
Close |
5,533.0 |
5,516.0 |
-17.0 |
-0.3% |
5,516.0 |
Range |
37.0 |
65.0 |
28.0 |
75.7% |
182.0 |
ATR |
76.8 |
76.0 |
-0.8 |
-1.1% |
0.0 |
Volume |
18,126 |
18,500 |
374 |
2.1% |
93,922 |
|
Daily Pivots for day following 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,712.7 |
5,679.3 |
5,551.8 |
|
R3 |
5,647.7 |
5,614.3 |
5,533.9 |
|
R2 |
5,582.7 |
5,582.7 |
5,527.9 |
|
R1 |
5,549.3 |
5,549.3 |
5,522.0 |
5,566.0 |
PP |
5,517.7 |
5,517.7 |
5,517.7 |
5,526.0 |
S1 |
5,484.3 |
5,484.3 |
5,510.0 |
5,501.0 |
S2 |
5,452.7 |
5,452.7 |
5,504.1 |
|
S3 |
5,387.7 |
5,419.3 |
5,498.1 |
|
S4 |
5,322.7 |
5,354.3 |
5,480.3 |
|
|
Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,102.7 |
5,991.3 |
5,616.1 |
|
R3 |
5,920.7 |
5,809.3 |
5,566.1 |
|
R2 |
5,738.7 |
5,738.7 |
5,549.4 |
|
R1 |
5,627.3 |
5,627.3 |
5,532.7 |
5,592.0 |
PP |
5,556.7 |
5,556.7 |
5,556.7 |
5,539.0 |
S1 |
5,445.3 |
5,445.3 |
5,499.3 |
5,410.0 |
S2 |
5,374.7 |
5,374.7 |
5,482.6 |
|
S3 |
5,192.7 |
5,263.3 |
5,466.0 |
|
S4 |
5,010.7 |
5,081.3 |
5,415.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,668.0 |
5,486.0 |
182.0 |
3.3% |
53.0 |
1.0% |
16% |
False |
True |
18,784 |
10 |
5,668.0 |
5,393.0 |
275.0 |
5.0% |
57.7 |
1.0% |
45% |
False |
False |
22,127 |
20 |
5,668.0 |
5,324.0 |
344.0 |
6.2% |
76.3 |
1.4% |
56% |
False |
False |
26,318 |
40 |
5,756.0 |
5,324.0 |
432.0 |
7.8% |
66.4 |
1.2% |
44% |
False |
False |
25,041 |
60 |
5,756.0 |
5,324.0 |
432.0 |
7.8% |
51.0 |
0.9% |
44% |
False |
False |
16,712 |
80 |
5,923.0 |
5,324.0 |
599.0 |
10.9% |
38.9 |
0.7% |
32% |
False |
False |
12,544 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,827.3 |
2.618 |
5,721.2 |
1.618 |
5,656.2 |
1.000 |
5,616.0 |
0.618 |
5,591.2 |
HIGH |
5,551.0 |
0.618 |
5,526.2 |
0.500 |
5,518.5 |
0.382 |
5,510.8 |
LOW |
5,486.0 |
0.618 |
5,445.8 |
1.000 |
5,421.0 |
1.618 |
5,380.8 |
2.618 |
5,315.8 |
4.250 |
5,209.8 |
|
|
Fisher Pivots for day following 24-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
5,518.5 |
5,554.0 |
PP |
5,517.7 |
5,541.3 |
S1 |
5,516.8 |
5,528.7 |
|