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 |
3,620.0 |
3,589.0 |
-31.0 |
-0.9% |
3,680.0 |
High |
3,652.0 |
3,590.0 |
-62.0 |
-1.7% |
3,714.0 |
Low |
3,575.0 |
3,502.0 |
-73.0 |
-2.0% |
3,575.0 |
Close |
3,599.0 |
3,517.0 |
-82.0 |
-2.3% |
3,599.0 |
Range |
77.0 |
88.0 |
11.0 |
14.3% |
139.0 |
ATR |
76.3 |
77.8 |
1.5 |
1.9% |
0.0 |
Volume |
1,214,660 |
896,510 |
-318,150 |
-26.2% |
4,288,943 |
|
Daily Pivots for day following 27-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,800.3 |
3,746.7 |
3,565.4 |
|
R3 |
3,712.3 |
3,658.7 |
3,541.2 |
|
R2 |
3,624.3 |
3,624.3 |
3,533.1 |
|
R1 |
3,570.7 |
3,570.7 |
3,525.1 |
3,553.5 |
PP |
3,536.3 |
3,536.3 |
3,536.3 |
3,527.8 |
S1 |
3,482.7 |
3,482.7 |
3,508.9 |
3,465.5 |
S2 |
3,448.3 |
3,448.3 |
3,500.9 |
|
S3 |
3,360.3 |
3,394.7 |
3,492.8 |
|
S4 |
3,272.3 |
3,306.7 |
3,468.6 |
|
|
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 |
3,696.0 |
3,502.0 |
194.0 |
5.5% |
64.0 |
1.8% |
8% |
False |
True |
878,604 |
10 |
3,714.0 |
3,502.0 |
212.0 |
6.0% |
53.5 |
1.5% |
7% |
False |
True |
906,751 |
20 |
3,714.0 |
3,280.0 |
434.0 |
12.3% |
74.7 |
2.1% |
55% |
False |
False |
1,171,509 |
40 |
3,714.0 |
3,280.0 |
434.0 |
12.3% |
75.9 |
2.2% |
55% |
False |
False |
987,080 |
60 |
3,714.0 |
3,280.0 |
434.0 |
12.3% |
73.3 |
2.1% |
55% |
False |
False |
661,579 |
80 |
3,761.0 |
3,280.0 |
481.0 |
13.7% |
69.2 |
2.0% |
49% |
False |
False |
496,832 |
100 |
3,761.0 |
3,280.0 |
481.0 |
13.7% |
61.7 |
1.8% |
49% |
False |
False |
397,814 |
120 |
3,761.0 |
3,263.0 |
498.0 |
14.2% |
53.1 |
1.5% |
51% |
False |
False |
331,517 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,964.0 |
2.618 |
3,820.4 |
1.618 |
3,732.4 |
1.000 |
3,678.0 |
0.618 |
3,644.4 |
HIGH |
3,590.0 |
0.618 |
3,556.4 |
0.500 |
3,546.0 |
0.382 |
3,535.6 |
LOW |
3,502.0 |
0.618 |
3,447.6 |
1.000 |
3,414.0 |
1.618 |
3,359.6 |
2.618 |
3,271.6 |
4.250 |
3,128.0 |
|
|
Fisher Pivots for day following 27-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
3,546.0 |
3,584.0 |
PP |
3,536.3 |
3,561.7 |
S1 |
3,526.7 |
3,539.3 |
|