Trading Metrics calculated at close of trading on 30-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2015 |
30-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
5,568.0 |
5,596.0 |
28.0 |
0.5% |
5,625.0 |
High |
5,594.0 |
5,619.0 |
25.0 |
0.4% |
5,668.0 |
Low |
5,559.0 |
5,588.0 |
29.0 |
0.5% |
5,486.0 |
Close |
5,573.0 |
5,614.0 |
41.0 |
0.7% |
5,516.0 |
Range |
35.0 |
31.0 |
-4.0 |
-11.4% |
182.0 |
ATR |
74.8 |
72.7 |
-2.1 |
-2.7% |
0.0 |
Volume |
20,638 |
18,292 |
-2,346 |
-11.4% |
93,922 |
|
Daily Pivots for day following 30-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,700.0 |
5,688.0 |
5,631.1 |
|
R3 |
5,669.0 |
5,657.0 |
5,622.5 |
|
R2 |
5,638.0 |
5,638.0 |
5,619.7 |
|
R1 |
5,626.0 |
5,626.0 |
5,616.8 |
5,632.0 |
PP |
5,607.0 |
5,607.0 |
5,607.0 |
5,610.0 |
S1 |
5,595.0 |
5,595.0 |
5,611.2 |
5,601.0 |
S2 |
5,576.0 |
5,576.0 |
5,608.3 |
|
S3 |
5,545.0 |
5,564.0 |
5,605.5 |
|
S4 |
5,514.0 |
5,533.0 |
5,597.0 |
|
|
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 |
5,619.0 |
5,464.0 |
155.0 |
2.8% |
58.0 |
1.0% |
97% |
True |
False |
21,438 |
10 |
5,668.0 |
5,464.0 |
204.0 |
3.6% |
54.0 |
1.0% |
74% |
False |
False |
19,953 |
20 |
5,668.0 |
5,324.0 |
344.0 |
6.1% |
67.2 |
1.2% |
84% |
False |
False |
23,895 |
40 |
5,668.0 |
5,324.0 |
344.0 |
6.1% |
66.7 |
1.2% |
84% |
False |
False |
27,248 |
60 |
5,756.0 |
5,324.0 |
432.0 |
7.7% |
53.6 |
1.0% |
67% |
False |
False |
18,188 |
80 |
5,923.0 |
5,324.0 |
599.0 |
10.7% |
41.7 |
0.7% |
48% |
False |
False |
13,652 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,750.8 |
2.618 |
5,700.2 |
1.618 |
5,669.2 |
1.000 |
5,650.0 |
0.618 |
5,638.2 |
HIGH |
5,619.0 |
0.618 |
5,607.2 |
0.500 |
5,603.5 |
0.382 |
5,599.8 |
LOW |
5,588.0 |
0.618 |
5,568.8 |
1.000 |
5,557.0 |
1.618 |
5,537.8 |
2.618 |
5,506.8 |
4.250 |
5,456.3 |
|
|
Fisher Pivots for day following 30-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
5,610.5 |
5,590.3 |
PP |
5,607.0 |
5,566.7 |
S1 |
5,603.5 |
5,543.0 |
|