Trading Metrics calculated at close of trading on 31-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2015 |
31-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
3,585.0 |
3,590.0 |
5.0 |
0.1% |
3,589.0 |
High |
3,601.0 |
3,605.0 |
4.0 |
0.1% |
3,605.0 |
Low |
3,551.0 |
3,554.0 |
3.0 |
0.1% |
3,502.0 |
Close |
3,578.0 |
3,598.0 |
20.0 |
0.6% |
3,598.0 |
Range |
50.0 |
51.0 |
1.0 |
2.0% |
103.0 |
ATR |
72.5 |
71.0 |
-1.5 |
-2.1% |
0.0 |
Volume |
822,498 |
866,176 |
43,678 |
5.3% |
4,172,636 |
|
Daily Pivots for day following 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,738.7 |
3,719.3 |
3,626.1 |
|
R3 |
3,687.7 |
3,668.3 |
3,612.0 |
|
R2 |
3,636.7 |
3,636.7 |
3,607.4 |
|
R1 |
3,617.3 |
3,617.3 |
3,602.7 |
3,627.0 |
PP |
3,585.7 |
3,585.7 |
3,585.7 |
3,590.5 |
S1 |
3,566.3 |
3,566.3 |
3,593.3 |
3,576.0 |
S2 |
3,534.7 |
3,534.7 |
3,588.7 |
|
S3 |
3,483.7 |
3,515.3 |
3,584.0 |
|
S4 |
3,432.7 |
3,464.3 |
3,570.0 |
|
|
Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,877.3 |
3,840.7 |
3,654.7 |
|
R3 |
3,774.3 |
3,737.7 |
3,626.3 |
|
R2 |
3,671.3 |
3,671.3 |
3,616.9 |
|
R1 |
3,634.7 |
3,634.7 |
3,607.4 |
3,653.0 |
PP |
3,568.3 |
3,568.3 |
3,568.3 |
3,577.5 |
S1 |
3,531.7 |
3,531.7 |
3,588.6 |
3,550.0 |
S2 |
3,465.3 |
3,465.3 |
3,579.1 |
|
S3 |
3,362.3 |
3,428.7 |
3,569.7 |
|
S4 |
3,259.3 |
3,325.7 |
3,541.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,605.0 |
3,502.0 |
103.0 |
2.9% |
58.2 |
1.6% |
93% |
True |
False |
834,527 |
10 |
3,714.0 |
3,502.0 |
212.0 |
5.9% |
56.0 |
1.6% |
45% |
False |
False |
846,157 |
20 |
3,714.0 |
3,280.0 |
434.0 |
12.1% |
64.6 |
1.8% |
73% |
False |
False |
1,061,477 |
40 |
3,714.0 |
3,280.0 |
434.0 |
12.1% |
74.3 |
2.1% |
73% |
False |
False |
1,067,587 |
60 |
3,714.0 |
3,280.0 |
434.0 |
12.1% |
71.5 |
2.0% |
73% |
False |
False |
715,965 |
80 |
3,761.0 |
3,280.0 |
481.0 |
13.4% |
69.5 |
1.9% |
66% |
False |
False |
537,721 |
100 |
3,761.0 |
3,280.0 |
481.0 |
13.4% |
62.9 |
1.7% |
66% |
False |
False |
430,548 |
120 |
3,761.0 |
3,263.0 |
498.0 |
13.8% |
54.5 |
1.5% |
67% |
False |
False |
358,818 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,821.8 |
2.618 |
3,738.5 |
1.618 |
3,687.5 |
1.000 |
3,656.0 |
0.618 |
3,636.5 |
HIGH |
3,605.0 |
0.618 |
3,585.5 |
0.500 |
3,579.5 |
0.382 |
3,573.5 |
LOW |
3,554.0 |
0.618 |
3,522.5 |
1.000 |
3,503.0 |
1.618 |
3,471.5 |
2.618 |
3,420.5 |
4.250 |
3,337.3 |
|
|
Fisher Pivots for day following 31-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
3,591.8 |
3,590.0 |
PP |
3,585.7 |
3,582.0 |
S1 |
3,579.5 |
3,574.0 |
|