Trading Metrics calculated at close of trading on 20-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2015 |
20-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
212.29 |
212.75 |
0.46 |
0.2% |
208.99 |
High |
212.55 |
213.18 |
0.63 |
0.3% |
212.55 |
Low |
211.80 |
212.21 |
0.41 |
0.2% |
208.94 |
Close |
212.48 |
212.59 |
0.11 |
0.1% |
212.48 |
Range |
0.75 |
0.97 |
0.22 |
29.3% |
3.61 |
ATR |
2.05 |
1.98 |
-0.08 |
-3.8% |
0.00 |
Volume |
89,029,906 |
70,446,805 |
-18,583,101 |
-20.9% |
481,406,195 |
|
Daily Pivots for day following 20-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
215.57 |
215.05 |
213.12 |
|
R3 |
214.60 |
214.08 |
212.86 |
|
R2 |
213.63 |
213.63 |
212.77 |
|
R1 |
213.11 |
213.11 |
212.68 |
212.89 |
PP |
212.66 |
212.66 |
212.66 |
212.55 |
S1 |
212.14 |
212.14 |
212.50 |
211.92 |
S2 |
211.69 |
211.69 |
212.41 |
|
S3 |
210.72 |
211.17 |
212.32 |
|
S4 |
209.75 |
210.20 |
212.06 |
|
|
Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
222.15 |
220.93 |
214.47 |
|
R3 |
218.54 |
217.32 |
213.47 |
|
R2 |
214.93 |
214.93 |
213.14 |
|
R1 |
213.71 |
213.71 |
212.81 |
214.32 |
PP |
211.32 |
211.32 |
211.32 |
211.63 |
S1 |
210.10 |
210.10 |
212.15 |
210.71 |
S2 |
207.71 |
207.71 |
211.82 |
|
S3 |
204.10 |
206.49 |
211.49 |
|
S4 |
200.49 |
202.88 |
210.49 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
213.18 |
209.65 |
3.53 |
1.7% |
1.02 |
0.5% |
83% |
True |
False |
89,156,720 |
10 |
213.18 |
204.11 |
9.07 |
4.3% |
1.82 |
0.9% |
93% |
True |
False |
116,326,307 |
20 |
213.18 |
204.11 |
9.07 |
4.3% |
1.81 |
0.9% |
93% |
True |
False |
116,995,017 |
40 |
213.54 |
204.11 |
9.43 |
4.4% |
1.75 |
0.8% |
90% |
False |
False |
113,334,905 |
60 |
213.78 |
204.11 |
9.67 |
4.5% |
1.70 |
0.8% |
88% |
False |
False |
107,760,060 |
80 |
213.78 |
204.11 |
9.67 |
4.5% |
1.70 |
0.8% |
88% |
False |
False |
106,033,796 |
100 |
213.78 |
204.11 |
9.67 |
4.5% |
1.75 |
0.8% |
88% |
False |
False |
109,184,444 |
120 |
213.78 |
197.86 |
15.92 |
7.5% |
1.79 |
0.8% |
93% |
False |
False |
109,826,142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
217.30 |
2.618 |
215.72 |
1.618 |
214.75 |
1.000 |
214.15 |
0.618 |
213.78 |
HIGH |
213.18 |
0.618 |
212.81 |
0.500 |
212.70 |
0.382 |
212.58 |
LOW |
212.21 |
0.618 |
211.61 |
1.000 |
211.24 |
1.618 |
210.64 |
2.618 |
209.67 |
4.250 |
208.09 |
|
|
Fisher Pivots for day following 20-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
212.70 |
212.52 |
PP |
212.66 |
212.45 |
S1 |
212.63 |
212.38 |
|