Trading Metrics calculated at close of trading on 21-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2015 |
21-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
212.75 |
212.43 |
-0.32 |
-0.2% |
208.99 |
High |
213.18 |
212.74 |
-0.44 |
-0.2% |
212.55 |
Low |
212.21 |
211.39 |
-0.82 |
-0.4% |
208.94 |
Close |
212.59 |
211.75 |
-0.84 |
-0.4% |
212.48 |
Range |
0.97 |
1.35 |
0.38 |
39.2% |
3.61 |
ATR |
1.98 |
1.93 |
-0.04 |
-2.3% |
0.00 |
Volume |
70,446,805 |
77,965,000 |
7,518,195 |
10.7% |
481,406,195 |
|
Daily Pivots for day following 21-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
216.01 |
215.23 |
212.49 |
|
R3 |
214.66 |
213.88 |
212.12 |
|
R2 |
213.31 |
213.31 |
212.00 |
|
R1 |
212.53 |
212.53 |
211.87 |
212.25 |
PP |
211.96 |
211.96 |
211.96 |
211.82 |
S1 |
211.18 |
211.18 |
211.63 |
210.90 |
S2 |
210.61 |
210.61 |
211.50 |
|
S3 |
209.26 |
209.83 |
211.38 |
|
S4 |
207.91 |
208.48 |
211.01 |
|
|
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 |
210.04 |
3.14 |
1.5% |
1.01 |
0.5% |
54% |
False |
False |
88,407,800 |
10 |
213.18 |
204.25 |
8.93 |
4.2% |
1.55 |
0.7% |
84% |
False |
False |
106,740,788 |
20 |
213.18 |
204.11 |
9.07 |
4.3% |
1.83 |
0.9% |
84% |
False |
False |
117,358,467 |
40 |
213.34 |
204.11 |
9.23 |
4.4% |
1.76 |
0.8% |
83% |
False |
False |
113,848,195 |
60 |
213.78 |
204.11 |
9.67 |
4.6% |
1.71 |
0.8% |
79% |
False |
False |
108,037,355 |
80 |
213.78 |
204.11 |
9.67 |
4.6% |
1.69 |
0.8% |
79% |
False |
False |
105,095,018 |
100 |
213.78 |
204.11 |
9.67 |
4.6% |
1.75 |
0.8% |
79% |
False |
False |
109,237,116 |
120 |
213.78 |
197.86 |
15.92 |
7.5% |
1.77 |
0.8% |
87% |
False |
False |
109,071,563 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
218.48 |
2.618 |
216.27 |
1.618 |
214.92 |
1.000 |
214.09 |
0.618 |
213.57 |
HIGH |
212.74 |
0.618 |
212.22 |
0.500 |
212.07 |
0.382 |
211.91 |
LOW |
211.39 |
0.618 |
210.56 |
1.000 |
210.04 |
1.618 |
209.21 |
2.618 |
207.86 |
4.250 |
205.65 |
|
|
Fisher Pivots for day following 21-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
212.07 |
212.29 |
PP |
211.96 |
212.11 |
S1 |
211.86 |
211.93 |
|