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 |
3,581.0 |
3,577.0 |
-4.0 |
-0.1% |
3,576.0 |
High |
3,590.0 |
3,593.0 |
3.0 |
0.1% |
3,593.0 |
Low |
3,542.0 |
3,545.0 |
3.0 |
0.1% |
3,492.0 |
Close |
3,568.0 |
3,587.0 |
19.0 |
0.5% |
3,587.0 |
Range |
48.0 |
48.0 |
0.0 |
0.0% |
101.0 |
ATR |
66.5 |
65.1 |
-1.3 |
-2.0% |
0.0 |
Volume |
1,809 |
159 |
-1,650 |
-91.2% |
3,192 |
|
Daily Pivots for day following 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,719.0 |
3,701.0 |
3,613.4 |
|
R3 |
3,671.0 |
3,653.0 |
3,600.2 |
|
R2 |
3,623.0 |
3,623.0 |
3,595.8 |
|
R1 |
3,605.0 |
3,605.0 |
3,591.4 |
3,614.0 |
PP |
3,575.0 |
3,575.0 |
3,575.0 |
3,579.5 |
S1 |
3,557.0 |
3,557.0 |
3,582.6 |
3,566.0 |
S2 |
3,527.0 |
3,527.0 |
3,578.2 |
|
S3 |
3,479.0 |
3,509.0 |
3,573.8 |
|
S4 |
3,431.0 |
3,461.0 |
3,560.6 |
|
|
Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,860.3 |
3,824.7 |
3,642.6 |
|
R3 |
3,759.3 |
3,723.7 |
3,614.8 |
|
R2 |
3,658.3 |
3,658.3 |
3,605.5 |
|
R1 |
3,622.7 |
3,622.7 |
3,596.3 |
3,640.5 |
PP |
3,557.3 |
3,557.3 |
3,557.3 |
3,566.3 |
S1 |
3,521.7 |
3,521.7 |
3,577.7 |
3,539.5 |
S2 |
3,456.3 |
3,456.3 |
3,568.5 |
|
S3 |
3,355.3 |
3,420.7 |
3,559.2 |
|
S4 |
3,254.3 |
3,319.7 |
3,531.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,593.0 |
3,492.0 |
101.0 |
2.8% |
54.6 |
1.5% |
94% |
True |
False |
638 |
10 |
3,699.0 |
3,492.0 |
207.0 |
5.8% |
52.1 |
1.5% |
46% |
False |
False |
1,652 |
20 |
3,699.0 |
3,272.0 |
427.0 |
11.9% |
59.5 |
1.7% |
74% |
False |
False |
1,378 |
40 |
3,699.0 |
3,272.0 |
427.0 |
11.9% |
67.5 |
1.9% |
74% |
False |
False |
2,997 |
60 |
3,699.0 |
3,272.0 |
427.0 |
11.9% |
59.1 |
1.6% |
74% |
False |
False |
2,094 |
80 |
3,740.0 |
3,272.0 |
468.0 |
13.0% |
54.5 |
1.5% |
67% |
False |
False |
1,585 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,797.0 |
2.618 |
3,718.7 |
1.618 |
3,670.7 |
1.000 |
3,641.0 |
0.618 |
3,622.7 |
HIGH |
3,593.0 |
0.618 |
3,574.7 |
0.500 |
3,569.0 |
0.382 |
3,563.3 |
LOW |
3,545.0 |
0.618 |
3,515.3 |
1.000 |
3,497.0 |
1.618 |
3,467.3 |
2.618 |
3,419.3 |
4.250 |
3,341.0 |
|
|
Fisher Pivots for day following 31-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
3,581.0 |
3,579.5 |
PP |
3,575.0 |
3,572.0 |
S1 |
3,569.0 |
3,564.5 |
|