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 |
1,098.2 |
1,094.2 |
-4.0 |
-0.4% |
1,133.8 |
High |
1,104.9 |
1,098.7 |
-6.2 |
-0.6% |
1,133.8 |
Low |
1,088.0 |
1,091.1 |
3.1 |
0.3% |
1,073.7 |
Close |
1,096.9 |
1,096.7 |
-0.2 |
0.0% |
1,086.0 |
Range |
16.9 |
7.6 |
-9.3 |
-55.0% |
60.1 |
ATR |
16.6 |
16.0 |
-0.6 |
-3.9% |
0.0 |
Volume |
53,579 |
78,103 |
24,524 |
45.8% |
214,600 |
|
Daily Pivots for day following 28-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,118.3 |
1,115.1 |
1,100.9 |
|
R3 |
1,110.7 |
1,107.5 |
1,098.8 |
|
R2 |
1,103.1 |
1,103.1 |
1,098.1 |
|
R1 |
1,099.9 |
1,099.9 |
1,097.4 |
1,101.5 |
PP |
1,095.5 |
1,095.5 |
1,095.5 |
1,096.3 |
S1 |
1,092.3 |
1,092.3 |
1,096.0 |
1,093.9 |
S2 |
1,087.9 |
1,087.9 |
1,095.3 |
|
S3 |
1,080.3 |
1,084.7 |
1,094.6 |
|
S4 |
1,072.7 |
1,077.1 |
1,092.5 |
|
|
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 |
1,105.8 |
1,073.7 |
32.1 |
2.9% |
17.5 |
1.6% |
72% |
False |
False |
55,117 |
10 |
1,157.9 |
1,073.7 |
84.2 |
7.7% |
18.6 |
1.7% |
27% |
False |
False |
41,740 |
20 |
1,182.2 |
1,073.7 |
108.5 |
9.9% |
15.5 |
1.4% |
21% |
False |
False |
27,094 |
40 |
1,207.3 |
1,073.7 |
133.6 |
12.2% |
13.9 |
1.3% |
17% |
False |
False |
15,017 |
60 |
1,234.0 |
1,073.7 |
160.3 |
14.6% |
13.7 |
1.3% |
14% |
False |
False |
11,254 |
80 |
1,234.0 |
1,073.7 |
160.3 |
14.6% |
14.0 |
1.3% |
14% |
False |
False |
9,047 |
100 |
1,234.0 |
1,073.7 |
160.3 |
14.6% |
14.3 |
1.3% |
14% |
False |
False |
7,763 |
120 |
1,275.9 |
1,073.7 |
202.2 |
18.4% |
14.5 |
1.3% |
11% |
False |
False |
6,720 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,131.0 |
2.618 |
1,118.6 |
1.618 |
1,111.0 |
1.000 |
1,106.3 |
0.618 |
1,103.4 |
HIGH |
1,098.7 |
0.618 |
1,095.8 |
0.500 |
1,094.9 |
0.382 |
1,094.0 |
LOW |
1,091.1 |
0.618 |
1,086.4 |
1.000 |
1,083.5 |
1.618 |
1,078.8 |
2.618 |
1,071.2 |
4.250 |
1,058.8 |
|
|
Fisher Pivots for day following 28-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
1,096.1 |
1,094.2 |
PP |
1,095.5 |
1,091.8 |
S1 |
1,094.9 |
1,089.3 |
|