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 |
3,521.0 |
3,546.0 |
25.0 |
0.7% |
3,671.0 |
High |
3,556.0 |
3,585.0 |
29.0 |
0.8% |
3,699.0 |
Low |
3,512.0 |
3,536.0 |
24.0 |
0.7% |
3,565.0 |
Close |
3,538.0 |
3,562.0 |
24.0 |
0.7% |
3,588.0 |
Range |
44.0 |
49.0 |
5.0 |
11.4% |
134.0 |
ATR |
69.3 |
67.9 |
-1.5 |
-2.1% |
0.0 |
Volume |
526 |
121 |
-405 |
-77.0% |
13,332 |
|
Daily Pivots for day following 29-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,708.0 |
3,684.0 |
3,589.0 |
|
R3 |
3,659.0 |
3,635.0 |
3,575.5 |
|
R2 |
3,610.0 |
3,610.0 |
3,571.0 |
|
R1 |
3,586.0 |
3,586.0 |
3,566.5 |
3,598.0 |
PP |
3,561.0 |
3,561.0 |
3,561.0 |
3,567.0 |
S1 |
3,537.0 |
3,537.0 |
3,557.5 |
3,549.0 |
S2 |
3,512.0 |
3,512.0 |
3,553.0 |
|
S3 |
3,463.0 |
3,488.0 |
3,548.5 |
|
S4 |
3,414.0 |
3,439.0 |
3,535.1 |
|
|
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 |
4.5% |
61.6 |
1.7% |
43% |
False |
False |
1,408 |
10 |
3,699.0 |
3,492.0 |
207.0 |
5.8% |
50.8 |
1.4% |
34% |
False |
False |
1,598 |
20 |
3,699.0 |
3,272.0 |
427.0 |
12.0% |
59.9 |
1.7% |
68% |
False |
False |
1,858 |
40 |
3,699.0 |
3,272.0 |
427.0 |
12.0% |
67.0 |
1.9% |
68% |
False |
False |
2,950 |
60 |
3,699.0 |
3,272.0 |
427.0 |
12.0% |
59.5 |
1.7% |
68% |
False |
False |
2,062 |
80 |
3,740.0 |
3,272.0 |
468.0 |
13.1% |
53.7 |
1.5% |
62% |
False |
False |
1,561 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,793.3 |
2.618 |
3,713.3 |
1.618 |
3,664.3 |
1.000 |
3,634.0 |
0.618 |
3,615.3 |
HIGH |
3,585.0 |
0.618 |
3,566.3 |
0.500 |
3,560.5 |
0.382 |
3,554.7 |
LOW |
3,536.0 |
0.618 |
3,505.7 |
1.000 |
3,487.0 |
1.618 |
3,456.7 |
2.618 |
3,407.7 |
4.250 |
3,327.8 |
|
|
Fisher Pivots for day following 29-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
3,561.5 |
3,554.2 |
PP |
3,561.0 |
3,546.3 |
S1 |
3,560.5 |
3,538.5 |
|