Trading Metrics calculated at close of trading on 28-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2015 |
28-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
5,477.0 |
5,491.0 |
14.0 |
0.3% |
5,625.0 |
High |
5,538.0 |
5,552.0 |
14.0 |
0.3% |
5,668.0 |
Low |
5,464.0 |
5,467.0 |
3.0 |
0.1% |
5,486.0 |
Close |
5,537.0 |
5,542.0 |
5.0 |
0.1% |
5,516.0 |
Range |
74.0 |
85.0 |
11.0 |
14.9% |
182.0 |
ATR |
75.9 |
76.5 |
0.7 |
0.9% |
0.0 |
Volume |
18,045 |
31,717 |
13,672 |
75.8% |
93,922 |
|
Daily Pivots for day following 28-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,775.3 |
5,743.7 |
5,588.8 |
|
R3 |
5,690.3 |
5,658.7 |
5,565.4 |
|
R2 |
5,605.3 |
5,605.3 |
5,557.6 |
|
R1 |
5,573.7 |
5,573.7 |
5,549.8 |
5,589.5 |
PP |
5,520.3 |
5,520.3 |
5,520.3 |
5,528.3 |
S1 |
5,488.7 |
5,488.7 |
5,534.2 |
5,504.5 |
S2 |
5,435.3 |
5,435.3 |
5,526.4 |
|
S3 |
5,350.3 |
5,403.7 |
5,518.6 |
|
S4 |
5,265.3 |
5,318.7 |
5,495.3 |
|
|
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 |
5,622.0 |
5,464.0 |
158.0 |
2.9% |
67.8 |
1.2% |
49% |
False |
False |
21,611 |
10 |
5,668.0 |
5,464.0 |
204.0 |
3.7% |
58.7 |
1.1% |
38% |
False |
False |
20,909 |
20 |
5,668.0 |
5,324.0 |
344.0 |
6.2% |
74.8 |
1.3% |
63% |
False |
False |
24,785 |
40 |
5,718.0 |
5,324.0 |
394.0 |
7.1% |
69.1 |
1.2% |
55% |
False |
False |
26,283 |
60 |
5,756.0 |
5,324.0 |
432.0 |
7.8% |
53.4 |
1.0% |
50% |
False |
False |
17,540 |
80 |
5,923.0 |
5,324.0 |
599.0 |
10.8% |
40.9 |
0.7% |
36% |
False |
False |
13,166 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,913.3 |
2.618 |
5,774.5 |
1.618 |
5,689.5 |
1.000 |
5,637.0 |
0.618 |
5,604.5 |
HIGH |
5,552.0 |
0.618 |
5,519.5 |
0.500 |
5,509.5 |
0.382 |
5,499.5 |
LOW |
5,467.0 |
0.618 |
5,414.5 |
1.000 |
5,382.0 |
1.618 |
5,329.5 |
2.618 |
5,244.5 |
4.250 |
5,105.8 |
|
|
Fisher Pivots for day following 28-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
5,531.2 |
5,530.7 |
PP |
5,520.3 |
5,519.3 |
S1 |
5,509.5 |
5,508.0 |
|