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 |
1,094.5 |
1,090.3 |
-4.2 |
-0.4% |
1,133.8 |
High |
1,105.8 |
1,101.5 |
-4.3 |
-0.4% |
1,133.8 |
Low |
1,087.1 |
1,073.7 |
-13.4 |
-1.2% |
1,073.7 |
Close |
1,095.1 |
1,086.0 |
-9.1 |
-0.8% |
1,086.0 |
Range |
18.7 |
27.8 |
9.1 |
48.7% |
60.1 |
ATR |
15.5 |
16.4 |
0.9 |
5.6% |
0.0 |
Volume |
61,883 |
55,298 |
-6,585 |
-10.6% |
214,600 |
|
Daily Pivots for day following 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,170.5 |
1,156.0 |
1,101.3 |
|
R3 |
1,142.7 |
1,128.2 |
1,093.6 |
|
R2 |
1,114.9 |
1,114.9 |
1,091.1 |
|
R1 |
1,100.4 |
1,100.4 |
1,088.5 |
1,093.8 |
PP |
1,087.1 |
1,087.1 |
1,087.1 |
1,083.7 |
S1 |
1,072.6 |
1,072.6 |
1,083.5 |
1,066.0 |
S2 |
1,059.3 |
1,059.3 |
1,080.9 |
|
S3 |
1,031.5 |
1,044.8 |
1,078.4 |
|
S4 |
1,003.7 |
1,017.0 |
1,070.7 |
|
|
Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,278.1 |
1,242.2 |
1,119.1 |
|
R3 |
1,218.0 |
1,182.1 |
1,102.5 |
|
R2 |
1,157.9 |
1,157.9 |
1,097.0 |
|
R1 |
1,122.0 |
1,122.0 |
1,091.5 |
1,109.9 |
PP |
1,097.8 |
1,097.8 |
1,097.8 |
1,091.8 |
S1 |
1,061.9 |
1,061.9 |
1,080.5 |
1,049.8 |
S2 |
1,037.7 |
1,037.7 |
1,075.0 |
|
S3 |
977.6 |
1,001.8 |
1,069.5 |
|
S4 |
917.5 |
941.7 |
1,052.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,133.8 |
1,073.7 |
60.1 |
5.5% |
25.1 |
2.3% |
20% |
False |
True |
42,920 |
10 |
1,165.4 |
1,073.7 |
91.7 |
8.4% |
18.2 |
1.7% |
13% |
False |
True |
33,113 |
20 |
1,189.0 |
1,073.7 |
115.3 |
10.6% |
15.5 |
1.4% |
11% |
False |
True |
20,885 |
40 |
1,207.3 |
1,073.7 |
133.6 |
12.3% |
13.9 |
1.3% |
9% |
False |
True |
11,881 |
60 |
1,234.0 |
1,073.7 |
160.3 |
14.8% |
14.1 |
1.3% |
8% |
False |
True |
9,111 |
80 |
1,234.0 |
1,073.7 |
160.3 |
14.8% |
14.2 |
1.3% |
8% |
False |
True |
7,453 |
100 |
1,234.0 |
1,073.7 |
160.3 |
14.8% |
14.2 |
1.3% |
8% |
False |
True |
6,497 |
120 |
1,287.5 |
1,073.7 |
213.8 |
19.7% |
14.6 |
1.3% |
6% |
False |
True |
5,653 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,219.7 |
2.618 |
1,174.3 |
1.618 |
1,146.5 |
1.000 |
1,129.3 |
0.618 |
1,118.7 |
HIGH |
1,101.5 |
0.618 |
1,090.9 |
0.500 |
1,087.6 |
0.382 |
1,084.3 |
LOW |
1,073.7 |
0.618 |
1,056.5 |
1.000 |
1,045.9 |
1.618 |
1,028.7 |
2.618 |
1,000.9 |
4.250 |
955.6 |
|
|
Fisher Pivots for day following 24-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
1,087.6 |
1,089.8 |
PP |
1,087.1 |
1,088.5 |
S1 |
1,086.5 |
1,087.3 |
|