Trading Metrics calculated at close of trading on 29-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2015 |
29-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
5,491.0 |
5,568.0 |
77.0 |
1.4% |
5,625.0 |
High |
5,552.0 |
5,594.0 |
42.0 |
0.8% |
5,668.0 |
Low |
5,467.0 |
5,559.0 |
92.0 |
1.7% |
5,486.0 |
Close |
5,542.0 |
5,573.0 |
31.0 |
0.6% |
5,516.0 |
Range |
85.0 |
35.0 |
-50.0 |
-58.8% |
182.0 |
ATR |
76.5 |
74.8 |
-1.8 |
-2.3% |
0.0 |
Volume |
31,717 |
20,638 |
-11,079 |
-34.9% |
93,922 |
|
Daily Pivots for day following 29-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,680.3 |
5,661.7 |
5,592.3 |
|
R3 |
5,645.3 |
5,626.7 |
5,582.6 |
|
R2 |
5,610.3 |
5,610.3 |
5,579.4 |
|
R1 |
5,591.7 |
5,591.7 |
5,576.2 |
5,601.0 |
PP |
5,575.3 |
5,575.3 |
5,575.3 |
5,580.0 |
S1 |
5,556.7 |
5,556.7 |
5,569.8 |
5,566.0 |
S2 |
5,540.3 |
5,540.3 |
5,566.6 |
|
S3 |
5,505.3 |
5,521.7 |
5,563.4 |
|
S4 |
5,470.3 |
5,486.7 |
5,553.8 |
|
|
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 |
5,594.0 |
5,464.0 |
130.0 |
2.3% |
59.2 |
1.1% |
84% |
True |
False |
21,405 |
10 |
5,668.0 |
5,464.0 |
204.0 |
3.7% |
55.8 |
1.0% |
53% |
False |
False |
20,367 |
20 |
5,668.0 |
5,324.0 |
344.0 |
6.2% |
70.7 |
1.3% |
72% |
False |
False |
24,397 |
40 |
5,668.0 |
5,324.0 |
344.0 |
6.2% |
66.9 |
1.2% |
72% |
False |
False |
26,793 |
60 |
5,756.0 |
5,324.0 |
432.0 |
7.8% |
54.0 |
1.0% |
58% |
False |
False |
17,883 |
80 |
5,923.0 |
5,324.0 |
599.0 |
10.7% |
41.4 |
0.7% |
42% |
False |
False |
13,424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,742.8 |
2.618 |
5,685.6 |
1.618 |
5,650.6 |
1.000 |
5,629.0 |
0.618 |
5,615.6 |
HIGH |
5,594.0 |
0.618 |
5,580.6 |
0.500 |
5,576.5 |
0.382 |
5,572.4 |
LOW |
5,559.0 |
0.618 |
5,537.4 |
1.000 |
5,524.0 |
1.618 |
5,502.4 |
2.618 |
5,467.4 |
4.250 |
5,410.3 |
|
|
Fisher Pivots for day following 29-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
5,576.5 |
5,558.3 |
PP |
5,575.3 |
5,543.7 |
S1 |
5,574.2 |
5,529.0 |
|