Trading Metrics calculated at close of trading on 01-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2015 |
01-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
1,179.8 |
1,172.4 |
-7.4 |
-0.6% |
1,199.7 |
High |
1,180.0 |
1,174.4 |
-5.6 |
-0.5% |
1,200.8 |
Low |
1,165.7 |
1,166.7 |
1.0 |
0.1% |
1,167.1 |
Close |
1,171.8 |
1,169.3 |
-2.5 |
-0.2% |
1,173.2 |
Range |
14.3 |
7.7 |
-6.6 |
-46.2% |
33.7 |
ATR |
13.8 |
13.4 |
-0.4 |
-3.2% |
0.0 |
Volume |
148,193 |
95,179 |
-53,014 |
-35.8% |
564,614 |
|
Daily Pivots for day following 01-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,193.2 |
1,189.0 |
1,173.5 |
|
R3 |
1,185.5 |
1,181.3 |
1,171.4 |
|
R2 |
1,177.8 |
1,177.8 |
1,170.7 |
|
R1 |
1,173.6 |
1,173.6 |
1,170.0 |
1,171.9 |
PP |
1,170.1 |
1,170.1 |
1,170.1 |
1,169.3 |
S1 |
1,165.9 |
1,165.9 |
1,168.6 |
1,164.2 |
S2 |
1,162.4 |
1,162.4 |
1,167.9 |
|
S3 |
1,154.7 |
1,158.2 |
1,167.2 |
|
S4 |
1,147.0 |
1,150.5 |
1,165.1 |
|
|
Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,281.5 |
1,261.0 |
1,191.7 |
|
R3 |
1,247.8 |
1,227.3 |
1,182.5 |
|
R2 |
1,214.1 |
1,214.1 |
1,179.4 |
|
R1 |
1,193.6 |
1,193.6 |
1,176.3 |
1,187.0 |
PP |
1,180.4 |
1,180.4 |
1,180.4 |
1,177.1 |
S1 |
1,159.9 |
1,159.9 |
1,170.1 |
1,153.3 |
S2 |
1,146.7 |
1,146.7 |
1,167.0 |
|
S3 |
1,113.0 |
1,126.2 |
1,163.9 |
|
S4 |
1,079.3 |
1,092.5 |
1,154.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,187.6 |
1,165.7 |
21.9 |
1.9% |
10.8 |
0.9% |
16% |
False |
False |
117,169 |
10 |
1,205.7 |
1,165.7 |
40.0 |
3.4% |
12.6 |
1.1% |
9% |
False |
False |
123,043 |
20 |
1,205.7 |
1,162.1 |
43.6 |
3.7% |
12.9 |
1.1% |
17% |
False |
False |
119,641 |
40 |
1,232.8 |
1,162.1 |
70.7 |
6.0% |
13.6 |
1.2% |
10% |
False |
False |
89,758 |
60 |
1,232.8 |
1,162.1 |
70.7 |
6.0% |
14.3 |
1.2% |
10% |
False |
False |
61,042 |
80 |
1,232.8 |
1,143.8 |
89.0 |
7.6% |
14.4 |
1.2% |
29% |
False |
False |
46,644 |
100 |
1,244.2 |
1,143.8 |
100.4 |
8.6% |
14.3 |
1.2% |
25% |
False |
False |
37,672 |
120 |
1,309.0 |
1,143.8 |
165.2 |
14.1% |
15.1 |
1.3% |
15% |
False |
False |
31,615 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,207.1 |
2.618 |
1,194.6 |
1.618 |
1,186.9 |
1.000 |
1,182.1 |
0.618 |
1,179.2 |
HIGH |
1,174.4 |
0.618 |
1,171.5 |
0.500 |
1,170.6 |
0.382 |
1,169.6 |
LOW |
1,166.7 |
0.618 |
1,161.9 |
1.000 |
1,159.0 |
1.618 |
1,154.2 |
2.618 |
1,146.5 |
4.250 |
1,134.0 |
|
|
Fisher Pivots for day following 01-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
1,170.6 |
1,176.7 |
PP |
1,170.1 |
1,174.2 |
S1 |
1,169.7 |
1,171.8 |
|