Trading Metrics calculated at close of trading on 27-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2015 |
27-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
5,507.0 |
5,477.0 |
-30.0 |
-0.5% |
5,625.0 |
High |
5,551.0 |
5,538.0 |
-13.0 |
-0.2% |
5,668.0 |
Low |
5,486.0 |
5,464.0 |
-22.0 |
-0.4% |
5,486.0 |
Close |
5,516.0 |
5,537.0 |
21.0 |
0.4% |
5,516.0 |
Range |
65.0 |
74.0 |
9.0 |
13.8% |
182.0 |
ATR |
76.0 |
75.9 |
-0.1 |
-0.2% |
0.0 |
Volume |
18,500 |
18,045 |
-455 |
-2.5% |
93,922 |
|
Daily Pivots for day following 27-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,735.0 |
5,710.0 |
5,577.7 |
|
R3 |
5,661.0 |
5,636.0 |
5,557.4 |
|
R2 |
5,587.0 |
5,587.0 |
5,550.6 |
|
R1 |
5,562.0 |
5,562.0 |
5,543.8 |
5,574.5 |
PP |
5,513.0 |
5,513.0 |
5,513.0 |
5,519.3 |
S1 |
5,488.0 |
5,488.0 |
5,530.2 |
5,500.5 |
S2 |
5,439.0 |
5,439.0 |
5,523.4 |
|
S3 |
5,365.0 |
5,414.0 |
5,516.7 |
|
S4 |
5,291.0 |
5,340.0 |
5,496.3 |
|
|
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 |
5,464.0 |
204.0 |
3.7% |
58.0 |
1.0% |
36% |
False |
True |
19,288 |
10 |
5,668.0 |
5,464.0 |
204.0 |
3.7% |
55.3 |
1.0% |
36% |
False |
True |
20,953 |
20 |
5,668.0 |
5,324.0 |
344.0 |
6.2% |
75.3 |
1.4% |
62% |
False |
False |
25,292 |
40 |
5,718.0 |
5,324.0 |
394.0 |
7.1% |
67.6 |
1.2% |
54% |
False |
False |
25,490 |
60 |
5,756.0 |
5,324.0 |
432.0 |
7.8% |
52.0 |
0.9% |
49% |
False |
False |
17,013 |
80 |
5,923.0 |
5,324.0 |
599.0 |
10.8% |
39.9 |
0.7% |
36% |
False |
False |
12,770 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,852.5 |
2.618 |
5,731.7 |
1.618 |
5,657.7 |
1.000 |
5,612.0 |
0.618 |
5,583.7 |
HIGH |
5,538.0 |
0.618 |
5,509.7 |
0.500 |
5,501.0 |
0.382 |
5,492.3 |
LOW |
5,464.0 |
0.618 |
5,418.3 |
1.000 |
5,390.0 |
1.618 |
5,344.3 |
2.618 |
5,270.3 |
4.250 |
5,149.5 |
|
|
Fisher Pivots for day following 27-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
5,525.0 |
5,529.2 |
PP |
5,513.0 |
5,521.3 |
S1 |
5,501.0 |
5,513.5 |
|