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 |
3,589.0 |
3,527.0 |
-62.0 |
-1.7% |
3,680.0 |
High |
3,590.0 |
3,568.0 |
-22.0 |
-0.6% |
3,714.0 |
Low |
3,502.0 |
3,520.0 |
18.0 |
0.5% |
3,575.0 |
Close |
3,517.0 |
3,549.0 |
32.0 |
0.9% |
3,599.0 |
Range |
88.0 |
48.0 |
-40.0 |
-45.5% |
139.0 |
ATR |
77.8 |
75.8 |
-1.9 |
-2.5% |
0.0 |
Volume |
896,510 |
773,399 |
-123,111 |
-13.7% |
4,288,943 |
|
Daily Pivots for day following 28-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,689.7 |
3,667.3 |
3,575.4 |
|
R3 |
3,641.7 |
3,619.3 |
3,562.2 |
|
R2 |
3,593.7 |
3,593.7 |
3,557.8 |
|
R1 |
3,571.3 |
3,571.3 |
3,553.4 |
3,582.5 |
PP |
3,545.7 |
3,545.7 |
3,545.7 |
3,551.3 |
S1 |
3,523.3 |
3,523.3 |
3,544.6 |
3,534.5 |
S2 |
3,497.7 |
3,497.7 |
3,540.2 |
|
S3 |
3,449.7 |
3,475.3 |
3,535.8 |
|
S4 |
3,401.7 |
3,427.3 |
3,522.6 |
|
|
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 |
3,666.0 |
3,502.0 |
164.0 |
4.6% |
61.4 |
1.7% |
29% |
False |
False |
889,749 |
10 |
3,714.0 |
3,502.0 |
212.0 |
6.0% |
53.4 |
1.5% |
22% |
False |
False |
891,514 |
20 |
3,714.0 |
3,280.0 |
434.0 |
12.2% |
69.3 |
2.0% |
62% |
False |
False |
1,100,905 |
40 |
3,714.0 |
3,280.0 |
434.0 |
12.2% |
75.9 |
2.1% |
62% |
False |
False |
1,006,189 |
60 |
3,714.0 |
3,280.0 |
434.0 |
12.2% |
73.1 |
2.1% |
62% |
False |
False |
674,285 |
80 |
3,761.0 |
3,280.0 |
481.0 |
13.6% |
69.2 |
1.9% |
56% |
False |
False |
506,458 |
100 |
3,761.0 |
3,280.0 |
481.0 |
13.6% |
61.9 |
1.7% |
56% |
False |
False |
405,547 |
120 |
3,761.0 |
3,263.0 |
498.0 |
14.0% |
53.2 |
1.5% |
57% |
False |
False |
337,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,772.0 |
2.618 |
3,693.7 |
1.618 |
3,645.7 |
1.000 |
3,616.0 |
0.618 |
3,597.7 |
HIGH |
3,568.0 |
0.618 |
3,549.7 |
0.500 |
3,544.0 |
0.382 |
3,538.3 |
LOW |
3,520.0 |
0.618 |
3,490.3 |
1.000 |
3,472.0 |
1.618 |
3,442.3 |
2.618 |
3,394.3 |
4.250 |
3,316.0 |
|
|
Fisher Pivots for day following 28-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
3,547.3 |
3,577.0 |
PP |
3,545.7 |
3,567.7 |
S1 |
3,544.0 |
3,558.3 |
|