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 |
3,546.0 |
3,581.0 |
35.0 |
1.0% |
3,671.0 |
High |
3,585.0 |
3,590.0 |
5.0 |
0.1% |
3,699.0 |
Low |
3,536.0 |
3,542.0 |
6.0 |
0.2% |
3,565.0 |
Close |
3,562.0 |
3,568.0 |
6.0 |
0.2% |
3,588.0 |
Range |
49.0 |
48.0 |
-1.0 |
-2.0% |
134.0 |
ATR |
67.9 |
66.5 |
-1.4 |
-2.1% |
0.0 |
Volume |
121 |
1,809 |
1,688 |
1,395.0% |
13,332 |
|
Daily Pivots for day following 30-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,710.7 |
3,687.3 |
3,594.4 |
|
R3 |
3,662.7 |
3,639.3 |
3,581.2 |
|
R2 |
3,614.7 |
3,614.7 |
3,576.8 |
|
R1 |
3,591.3 |
3,591.3 |
3,572.4 |
3,579.0 |
PP |
3,566.7 |
3,566.7 |
3,566.7 |
3,560.5 |
S1 |
3,543.3 |
3,543.3 |
3,563.6 |
3,531.0 |
S2 |
3,518.7 |
3,518.7 |
3,559.2 |
|
S3 |
3,470.7 |
3,495.3 |
3,554.8 |
|
S4 |
3,422.7 |
3,447.3 |
3,541.6 |
|
|
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 |
3,638.0 |
3,492.0 |
146.0 |
4.1% |
59.6 |
1.7% |
52% |
False |
False |
741 |
10 |
3,699.0 |
3,492.0 |
207.0 |
5.8% |
50.2 |
1.4% |
37% |
False |
False |
1,741 |
20 |
3,699.0 |
3,272.0 |
427.0 |
12.0% |
59.6 |
1.7% |
69% |
False |
False |
1,938 |
40 |
3,699.0 |
3,272.0 |
427.0 |
12.0% |
67.1 |
1.9% |
69% |
False |
False |
2,994 |
60 |
3,699.0 |
3,272.0 |
427.0 |
12.0% |
59.6 |
1.7% |
69% |
False |
False |
2,091 |
80 |
3,740.0 |
3,272.0 |
468.0 |
13.1% |
54.2 |
1.5% |
63% |
False |
False |
1,583 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,794.0 |
2.618 |
3,715.7 |
1.618 |
3,667.7 |
1.000 |
3,638.0 |
0.618 |
3,619.7 |
HIGH |
3,590.0 |
0.618 |
3,571.7 |
0.500 |
3,566.0 |
0.382 |
3,560.3 |
LOW |
3,542.0 |
0.618 |
3,512.3 |
1.000 |
3,494.0 |
1.618 |
3,464.3 |
2.618 |
3,416.3 |
4.250 |
3,338.0 |
|
|
Fisher Pivots for day following 30-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
3,567.3 |
3,562.3 |
PP |
3,566.7 |
3,556.7 |
S1 |
3,566.0 |
3,551.0 |
|