Trading Metrics calculated at close of trading on 30-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2015 |
30-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
1,094.8 |
1,096.6 |
1.8 |
0.2% |
1,133.8 |
High |
1,101.5 |
1,098.2 |
-3.3 |
-0.3% |
1,133.8 |
Low |
1,089.8 |
1,081.5 |
-8.3 |
-0.8% |
1,073.7 |
Close |
1,093.3 |
1,088.7 |
-4.6 |
-0.4% |
1,086.0 |
Range |
11.7 |
16.7 |
5.0 |
42.7% |
60.1 |
ATR |
15.7 |
15.7 |
0.1 |
0.5% |
0.0 |
Volume |
113,568 |
169,098 |
55,530 |
48.9% |
214,600 |
|
Daily Pivots for day following 30-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,139.6 |
1,130.8 |
1,097.9 |
|
R3 |
1,122.9 |
1,114.1 |
1,093.3 |
|
R2 |
1,106.2 |
1,106.2 |
1,091.8 |
|
R1 |
1,097.4 |
1,097.4 |
1,090.2 |
1,093.5 |
PP |
1,089.5 |
1,089.5 |
1,089.5 |
1,087.5 |
S1 |
1,080.7 |
1,080.7 |
1,087.2 |
1,076.8 |
S2 |
1,072.8 |
1,072.8 |
1,085.6 |
|
S3 |
1,056.1 |
1,064.0 |
1,084.1 |
|
S4 |
1,039.4 |
1,047.3 |
1,079.5 |
|
|
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 |
1,104.9 |
1,073.7 |
31.2 |
2.9% |
16.1 |
1.5% |
48% |
False |
False |
93,929 |
10 |
1,146.3 |
1,073.7 |
72.6 |
6.7% |
19.4 |
1.8% |
21% |
False |
False |
65,296 |
20 |
1,175.7 |
1,073.7 |
102.0 |
9.4% |
15.9 |
1.5% |
15% |
False |
False |
40,762 |
40 |
1,207.3 |
1,073.7 |
133.6 |
12.3% |
14.0 |
1.3% |
11% |
False |
False |
22,009 |
60 |
1,234.0 |
1,073.7 |
160.3 |
14.7% |
13.8 |
1.3% |
9% |
False |
False |
15,890 |
80 |
1,234.0 |
1,073.7 |
160.3 |
14.7% |
14.1 |
1.3% |
9% |
False |
False |
12,508 |
100 |
1,234.0 |
1,073.7 |
160.3 |
14.7% |
14.1 |
1.3% |
9% |
False |
False |
10,517 |
120 |
1,247.4 |
1,073.7 |
173.7 |
16.0% |
14.2 |
1.3% |
9% |
False |
False |
9,050 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,169.2 |
2.618 |
1,141.9 |
1.618 |
1,125.2 |
1.000 |
1,114.9 |
0.618 |
1,108.5 |
HIGH |
1,098.2 |
0.618 |
1,091.8 |
0.500 |
1,089.9 |
0.382 |
1,087.9 |
LOW |
1,081.5 |
0.618 |
1,071.2 |
1.000 |
1,064.8 |
1.618 |
1,054.5 |
2.618 |
1,037.8 |
4.250 |
1,010.5 |
|
|
Fisher Pivots for day following 30-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
1,089.9 |
1,091.5 |
PP |
1,089.5 |
1,090.6 |
S1 |
1,089.1 |
1,089.6 |
|