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 |
3,576.0 |
3,521.0 |
-55.0 |
-1.5% |
3,671.0 |
High |
3,576.0 |
3,556.0 |
-20.0 |
-0.6% |
3,699.0 |
Low |
3,492.0 |
3,512.0 |
20.0 |
0.6% |
3,565.0 |
Close |
3,507.0 |
3,538.0 |
31.0 |
0.9% |
3,588.0 |
Range |
84.0 |
44.0 |
-40.0 |
-47.6% |
134.0 |
ATR |
70.9 |
69.3 |
-1.6 |
-2.2% |
0.0 |
Volume |
577 |
526 |
-51 |
-8.8% |
13,332 |
|
Daily Pivots for day following 28-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,667.3 |
3,646.7 |
3,562.2 |
|
R3 |
3,623.3 |
3,602.7 |
3,550.1 |
|
R2 |
3,579.3 |
3,579.3 |
3,546.1 |
|
R1 |
3,558.7 |
3,558.7 |
3,542.0 |
3,569.0 |
PP |
3,535.3 |
3,535.3 |
3,535.3 |
3,540.5 |
S1 |
3,514.7 |
3,514.7 |
3,534.0 |
3,525.0 |
S2 |
3,491.3 |
3,491.3 |
3,529.9 |
|
S3 |
3,447.3 |
3,470.7 |
3,525.9 |
|
S4 |
3,403.3 |
3,426.7 |
3,513.8 |
|
|
Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,019.3 |
3,937.7 |
3,661.7 |
|
R3 |
3,885.3 |
3,803.7 |
3,624.9 |
|
R2 |
3,751.3 |
3,751.3 |
3,612.6 |
|
R1 |
3,669.7 |
3,669.7 |
3,600.3 |
3,643.5 |
PP |
3,617.3 |
3,617.3 |
3,617.3 |
3,604.3 |
S1 |
3,535.7 |
3,535.7 |
3,575.7 |
3,509.5 |
S2 |
3,483.3 |
3,483.3 |
3,563.4 |
|
S3 |
3,349.3 |
3,401.7 |
3,551.2 |
|
S4 |
3,215.3 |
3,267.7 |
3,514.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,654.0 |
3,492.0 |
162.0 |
4.6% |
58.0 |
1.6% |
28% |
False |
False |
2,798 |
10 |
3,699.0 |
3,492.0 |
207.0 |
5.9% |
49.4 |
1.4% |
22% |
False |
False |
1,616 |
20 |
3,699.0 |
3,272.0 |
427.0 |
12.1% |
62.2 |
1.8% |
62% |
False |
False |
1,913 |
40 |
3,699.0 |
3,272.0 |
427.0 |
12.1% |
67.1 |
1.9% |
62% |
False |
False |
2,947 |
60 |
3,699.0 |
3,272.0 |
427.0 |
12.1% |
60.5 |
1.7% |
62% |
False |
False |
2,060 |
80 |
3,740.0 |
3,272.0 |
468.0 |
13.2% |
53.1 |
1.5% |
57% |
False |
False |
1,560 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,743.0 |
2.618 |
3,671.2 |
1.618 |
3,627.2 |
1.000 |
3,600.0 |
0.618 |
3,583.2 |
HIGH |
3,556.0 |
0.618 |
3,539.2 |
0.500 |
3,534.0 |
0.382 |
3,528.8 |
LOW |
3,512.0 |
0.618 |
3,484.8 |
1.000 |
3,468.0 |
1.618 |
3,440.8 |
2.618 |
3,396.8 |
4.250 |
3,325.0 |
|
|
Fisher Pivots for day following 28-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
3,536.7 |
3,565.0 |
PP |
3,535.3 |
3,556.0 |
S1 |
3,534.0 |
3,547.0 |
|