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 |
3,653.0 |
3,620.0 |
-33.0 |
-0.9% |
3,680.0 |
High |
3,666.0 |
3,652.0 |
-14.0 |
-0.4% |
3,714.0 |
Low |
3,606.0 |
3,575.0 |
-31.0 |
-0.9% |
3,575.0 |
Close |
3,631.0 |
3,599.0 |
-32.0 |
-0.9% |
3,599.0 |
Range |
60.0 |
77.0 |
17.0 |
28.3% |
139.0 |
ATR |
76.2 |
76.3 |
0.1 |
0.1% |
0.0 |
Volume |
909,242 |
1,214,660 |
305,418 |
33.6% |
4,288,943 |
|
Daily Pivots for day following 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,839.7 |
3,796.3 |
3,641.4 |
|
R3 |
3,762.7 |
3,719.3 |
3,620.2 |
|
R2 |
3,685.7 |
3,685.7 |
3,613.1 |
|
R1 |
3,642.3 |
3,642.3 |
3,606.1 |
3,625.5 |
PP |
3,608.7 |
3,608.7 |
3,608.7 |
3,600.3 |
S1 |
3,565.3 |
3,565.3 |
3,591.9 |
3,548.5 |
S2 |
3,531.7 |
3,531.7 |
3,584.9 |
|
S3 |
3,454.7 |
3,488.3 |
3,577.8 |
|
S4 |
3,377.7 |
3,411.3 |
3,556.7 |
|
|
Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,046.3 |
3,961.7 |
3,675.5 |
|
R3 |
3,907.3 |
3,822.7 |
3,637.2 |
|
R2 |
3,768.3 |
3,768.3 |
3,624.5 |
|
R1 |
3,683.7 |
3,683.7 |
3,611.7 |
3,656.5 |
PP |
3,629.3 |
3,629.3 |
3,629.3 |
3,615.8 |
S1 |
3,544.7 |
3,544.7 |
3,586.3 |
3,517.5 |
S2 |
3,490.3 |
3,490.3 |
3,573.5 |
|
S3 |
3,351.3 |
3,405.7 |
3,560.8 |
|
S4 |
3,212.3 |
3,266.7 |
3,522.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,714.0 |
3,575.0 |
139.0 |
3.9% |
53.8 |
1.5% |
17% |
False |
True |
857,788 |
10 |
3,714.0 |
3,492.0 |
222.0 |
6.2% |
56.1 |
1.6% |
48% |
False |
False |
902,833 |
20 |
3,714.0 |
3,280.0 |
434.0 |
12.1% |
74.2 |
2.1% |
74% |
False |
False |
1,217,367 |
40 |
3,714.0 |
3,280.0 |
434.0 |
12.1% |
76.3 |
2.1% |
74% |
False |
False |
964,793 |
60 |
3,714.0 |
3,280.0 |
434.0 |
12.1% |
74.2 |
2.1% |
74% |
False |
False |
646,642 |
80 |
3,761.0 |
3,280.0 |
481.0 |
13.4% |
68.6 |
1.9% |
66% |
False |
False |
485,627 |
100 |
3,761.0 |
3,280.0 |
481.0 |
13.4% |
60.8 |
1.7% |
66% |
False |
False |
388,849 |
120 |
3,761.0 |
3,263.0 |
498.0 |
13.8% |
52.7 |
1.5% |
67% |
False |
False |
324,048 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,979.3 |
2.618 |
3,853.6 |
1.618 |
3,776.6 |
1.000 |
3,729.0 |
0.618 |
3,699.6 |
HIGH |
3,652.0 |
0.618 |
3,622.6 |
0.500 |
3,613.5 |
0.382 |
3,604.4 |
LOW |
3,575.0 |
0.618 |
3,527.4 |
1.000 |
3,498.0 |
1.618 |
3,450.4 |
2.618 |
3,373.4 |
4.250 |
3,247.8 |
|
|
Fisher Pivots for day following 24-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
3,613.5 |
3,620.5 |
PP |
3,608.7 |
3,613.3 |
S1 |
3,603.8 |
3,606.2 |
|