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 |
3,527.0 |
3,555.0 |
28.0 |
0.8% |
3,680.0 |
High |
3,568.0 |
3,597.0 |
29.0 |
0.8% |
3,714.0 |
Low |
3,520.0 |
3,543.0 |
23.0 |
0.7% |
3,575.0 |
Close |
3,549.0 |
3,572.0 |
23.0 |
0.6% |
3,599.0 |
Range |
48.0 |
54.0 |
6.0 |
12.5% |
139.0 |
ATR |
75.8 |
74.3 |
-1.6 |
-2.1% |
0.0 |
Volume |
773,399 |
814,053 |
40,654 |
5.3% |
4,288,943 |
|
Daily Pivots for day following 29-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,732.7 |
3,706.3 |
3,601.7 |
|
R3 |
3,678.7 |
3,652.3 |
3,586.9 |
|
R2 |
3,624.7 |
3,624.7 |
3,581.9 |
|
R1 |
3,598.3 |
3,598.3 |
3,577.0 |
3,611.5 |
PP |
3,570.7 |
3,570.7 |
3,570.7 |
3,577.3 |
S1 |
3,544.3 |
3,544.3 |
3,567.1 |
3,557.5 |
S2 |
3,516.7 |
3,516.7 |
3,562.1 |
|
S3 |
3,462.7 |
3,490.3 |
3,557.2 |
|
S4 |
3,408.7 |
3,436.3 |
3,542.3 |
|
|
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% |
65.4 |
1.8% |
43% |
False |
False |
921,572 |
10 |
3,714.0 |
3,502.0 |
212.0 |
5.9% |
54.9 |
1.5% |
33% |
False |
False |
843,552 |
20 |
3,714.0 |
3,280.0 |
434.0 |
12.2% |
67.6 |
1.9% |
67% |
False |
False |
1,060,850 |
40 |
3,714.0 |
3,280.0 |
434.0 |
12.2% |
75.6 |
2.1% |
67% |
False |
False |
1,026,276 |
60 |
3,714.0 |
3,280.0 |
434.0 |
12.2% |
72.9 |
2.0% |
67% |
False |
False |
687,850 |
80 |
3,761.0 |
3,280.0 |
481.0 |
13.5% |
69.0 |
1.9% |
61% |
False |
False |
516,631 |
100 |
3,761.0 |
3,280.0 |
481.0 |
13.5% |
62.4 |
1.7% |
61% |
False |
False |
413,687 |
120 |
3,761.0 |
3,263.0 |
498.0 |
13.9% |
53.7 |
1.5% |
62% |
False |
False |
344,746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,826.5 |
2.618 |
3,738.4 |
1.618 |
3,684.4 |
1.000 |
3,651.0 |
0.618 |
3,630.4 |
HIGH |
3,597.0 |
0.618 |
3,576.4 |
0.500 |
3,570.0 |
0.382 |
3,563.6 |
LOW |
3,543.0 |
0.618 |
3,509.6 |
1.000 |
3,489.0 |
1.618 |
3,455.6 |
2.618 |
3,401.6 |
4.250 |
3,313.5 |
|
|
Fisher Pivots for day following 29-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
3,571.3 |
3,564.5 |
PP |
3,570.7 |
3,557.0 |
S1 |
3,570.0 |
3,549.5 |
|