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 |
1,094.2 |
1,094.8 |
0.6 |
0.1% |
1,133.8 |
High |
1,098.7 |
1,101.5 |
2.8 |
0.3% |
1,133.8 |
Low |
1,091.1 |
1,089.8 |
-1.3 |
-0.1% |
1,073.7 |
Close |
1,096.7 |
1,093.3 |
-3.4 |
-0.3% |
1,086.0 |
Range |
7.6 |
11.7 |
4.1 |
53.9% |
60.1 |
ATR |
16.0 |
15.7 |
-0.3 |
-1.9% |
0.0 |
Volume |
78,103 |
113,568 |
35,465 |
45.4% |
214,600 |
|
Daily Pivots for day following 29-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,130.0 |
1,123.3 |
1,099.7 |
|
R3 |
1,118.3 |
1,111.6 |
1,096.5 |
|
R2 |
1,106.6 |
1,106.6 |
1,095.4 |
|
R1 |
1,099.9 |
1,099.9 |
1,094.4 |
1,097.4 |
PP |
1,094.9 |
1,094.9 |
1,094.9 |
1,093.6 |
S1 |
1,088.2 |
1,088.2 |
1,092.2 |
1,085.7 |
S2 |
1,083.2 |
1,083.2 |
1,091.2 |
|
S3 |
1,071.5 |
1,076.5 |
1,090.1 |
|
S4 |
1,059.8 |
1,064.8 |
1,086.9 |
|
|
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% |
16.5 |
1.5% |
61% |
False |
False |
72,486 |
10 |
1,149.9 |
1,073.7 |
76.2 |
7.0% |
18.4 |
1.7% |
26% |
False |
False |
51,440 |
20 |
1,176.5 |
1,073.7 |
102.8 |
9.4% |
15.4 |
1.4% |
19% |
False |
False |
32,599 |
40 |
1,207.3 |
1,073.7 |
133.6 |
12.2% |
13.9 |
1.3% |
15% |
False |
False |
17,828 |
60 |
1,234.0 |
1,073.7 |
160.3 |
14.7% |
13.7 |
1.3% |
12% |
False |
False |
13,090 |
80 |
1,234.0 |
1,073.7 |
160.3 |
14.7% |
14.0 |
1.3% |
12% |
False |
False |
10,445 |
100 |
1,234.0 |
1,073.7 |
160.3 |
14.7% |
14.1 |
1.3% |
12% |
False |
False |
8,857 |
120 |
1,271.7 |
1,073.7 |
198.0 |
18.1% |
14.4 |
1.3% |
10% |
False |
False |
7,645 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,151.2 |
2.618 |
1,132.1 |
1.618 |
1,120.4 |
1.000 |
1,113.2 |
0.618 |
1,108.7 |
HIGH |
1,101.5 |
0.618 |
1,097.0 |
0.500 |
1,095.7 |
0.382 |
1,094.3 |
LOW |
1,089.8 |
0.618 |
1,082.6 |
1.000 |
1,078.1 |
1.618 |
1,070.9 |
2.618 |
1,059.2 |
4.250 |
1,040.1 |
|
|
Fisher Pivots for day following 29-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
1,095.7 |
1,096.5 |
PP |
1,094.9 |
1,095.4 |
S1 |
1,094.1 |
1,094.4 |
|