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 |
1,096.6 |
1,087.7 |
-8.9 |
-0.8% |
1,098.2 |
High |
1,098.2 |
1,103.0 |
4.8 |
0.4% |
1,104.9 |
Low |
1,081.5 |
1,079.2 |
-2.3 |
-0.2% |
1,079.2 |
Close |
1,088.7 |
1,095.1 |
6.4 |
0.6% |
1,095.1 |
Range |
16.7 |
23.8 |
7.1 |
42.5% |
25.7 |
ATR |
15.7 |
16.3 |
0.6 |
3.7% |
0.0 |
Volume |
169,098 |
174,127 |
5,029 |
3.0% |
588,475 |
|
Daily Pivots for day following 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,163.8 |
1,153.3 |
1,108.2 |
|
R3 |
1,140.0 |
1,129.5 |
1,101.6 |
|
R2 |
1,116.2 |
1,116.2 |
1,099.5 |
|
R1 |
1,105.7 |
1,105.7 |
1,097.3 |
1,111.0 |
PP |
1,092.4 |
1,092.4 |
1,092.4 |
1,095.1 |
S1 |
1,081.9 |
1,081.9 |
1,092.9 |
1,087.2 |
S2 |
1,068.6 |
1,068.6 |
1,090.7 |
|
S3 |
1,044.8 |
1,058.1 |
1,088.6 |
|
S4 |
1,021.0 |
1,034.3 |
1,082.0 |
|
|
Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,170.2 |
1,158.3 |
1,109.2 |
|
R3 |
1,144.5 |
1,132.6 |
1,102.2 |
|
R2 |
1,118.8 |
1,118.8 |
1,099.8 |
|
R1 |
1,106.9 |
1,106.9 |
1,097.5 |
1,100.0 |
PP |
1,093.1 |
1,093.1 |
1,093.1 |
1,089.6 |
S1 |
1,081.2 |
1,081.2 |
1,092.7 |
1,074.3 |
S2 |
1,067.4 |
1,067.4 |
1,090.4 |
|
S3 |
1,041.7 |
1,055.5 |
1,088.0 |
|
S4 |
1,016.0 |
1,029.8 |
1,081.0 |
|
|
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 |
1,079.2 |
25.7 |
2.3% |
15.3 |
1.4% |
62% |
False |
True |
117,695 |
10 |
1,133.8 |
1,073.7 |
60.1 |
5.5% |
20.2 |
1.8% |
36% |
False |
False |
80,307 |
20 |
1,175.7 |
1,073.7 |
102.0 |
9.3% |
16.4 |
1.5% |
21% |
False |
False |
49,265 |
40 |
1,207.3 |
1,073.7 |
133.6 |
12.2% |
14.2 |
1.3% |
16% |
False |
False |
26,291 |
60 |
1,234.0 |
1,073.7 |
160.3 |
14.6% |
14.0 |
1.3% |
13% |
False |
False |
18,755 |
80 |
1,234.0 |
1,073.7 |
160.3 |
14.6% |
14.2 |
1.3% |
13% |
False |
False |
14,667 |
100 |
1,234.0 |
1,073.7 |
160.3 |
14.6% |
14.3 |
1.3% |
13% |
False |
False |
12,229 |
120 |
1,247.4 |
1,073.7 |
173.7 |
15.9% |
14.4 |
1.3% |
12% |
False |
False |
10,488 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,204.2 |
2.618 |
1,165.3 |
1.618 |
1,141.5 |
1.000 |
1,126.8 |
0.618 |
1,117.7 |
HIGH |
1,103.0 |
0.618 |
1,093.9 |
0.500 |
1,091.1 |
0.382 |
1,088.3 |
LOW |
1,079.2 |
0.618 |
1,064.5 |
1.000 |
1,055.4 |
1.618 |
1,040.7 |
2.618 |
1,016.9 |
4.250 |
978.1 |
|
|
Fisher Pivots for day following 31-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
1,093.8 |
1,093.8 |
PP |
1,092.4 |
1,092.4 |
S1 |
1,091.1 |
1,091.1 |
|