Trading Metrics calculated at close of trading on 06-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2015 |
06-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
208.07 |
205.77 |
-2.30 |
-1.1% |
208.05 |
High |
208.27 |
207.65 |
-0.62 |
-0.3% |
209.83 |
Low |
206.81 |
205.53 |
-1.28 |
-0.6% |
205.28 |
Close |
207.31 |
206.72 |
-0.59 |
-0.3% |
207.31 |
Range |
1.46 |
2.12 |
0.66 |
45.2% |
4.55 |
ATR |
1.94 |
1.95 |
0.01 |
0.7% |
0.00 |
Volume |
104,373,594 |
117,975,297 |
13,601,703 |
13.0% |
625,899,813 |
|
Daily Pivots for day following 06-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
212.99 |
211.98 |
207.89 |
|
R3 |
210.87 |
209.86 |
207.30 |
|
R2 |
208.75 |
208.75 |
207.11 |
|
R1 |
207.74 |
207.74 |
206.91 |
208.25 |
PP |
206.63 |
206.63 |
206.63 |
206.89 |
S1 |
205.62 |
205.62 |
206.53 |
206.13 |
S2 |
204.51 |
204.51 |
206.33 |
|
S3 |
202.39 |
203.50 |
206.14 |
|
S4 |
200.27 |
201.38 |
205.55 |
|
|
Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
221.12 |
218.77 |
209.81 |
|
R3 |
216.57 |
214.22 |
208.56 |
|
R2 |
212.02 |
212.02 |
208.14 |
|
R1 |
209.67 |
209.67 |
207.73 |
208.57 |
PP |
207.47 |
207.47 |
207.47 |
206.93 |
S1 |
205.12 |
205.12 |
206.89 |
204.02 |
S2 |
202.92 |
202.92 |
206.48 |
|
S3 |
198.37 |
200.57 |
206.06 |
|
S4 |
193.82 |
196.02 |
204.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
209.83 |
205.28 |
4.55 |
2.2% |
2.32 |
1.1% |
32% |
False |
False |
148,775,022 |
10 |
212.59 |
205.28 |
7.31 |
3.5% |
1.80 |
0.9% |
20% |
False |
False |
117,663,728 |
20 |
213.34 |
205.28 |
8.06 |
3.9% |
1.74 |
0.8% |
18% |
False |
False |
117,450,259 |
40 |
213.78 |
205.28 |
8.50 |
4.1% |
1.61 |
0.8% |
17% |
False |
False |
106,921,101 |
60 |
213.78 |
205.28 |
8.50 |
4.1% |
1.66 |
0.8% |
17% |
False |
False |
103,829,612 |
80 |
213.78 |
204.12 |
9.66 |
4.7% |
1.77 |
0.9% |
27% |
False |
False |
108,000,085 |
100 |
213.78 |
204.12 |
9.66 |
4.7% |
1.70 |
0.8% |
27% |
False |
False |
106,474,100 |
120 |
213.78 |
197.86 |
15.92 |
7.7% |
1.88 |
0.9% |
56% |
False |
False |
113,198,101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
216.66 |
2.618 |
213.20 |
1.618 |
211.08 |
1.000 |
209.77 |
0.618 |
208.96 |
HIGH |
207.65 |
0.618 |
206.84 |
0.500 |
206.59 |
0.382 |
206.34 |
LOW |
205.53 |
0.618 |
204.22 |
1.000 |
203.41 |
1.618 |
202.10 |
2.618 |
199.98 |
4.250 |
196.52 |
|
|
Fisher Pivots for day following 06-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
206.68 |
206.90 |
PP |
206.63 |
206.84 |
S1 |
206.59 |
206.78 |
|