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 |
1,168.1 |
1,173.2 |
5.1 |
0.4% |
1,182.5 |
High |
1,169.2 |
1,174.4 |
5.2 |
0.4% |
1,187.6 |
Low |
1,155.8 |
1,161.9 |
6.1 |
0.5% |
1,155.8 |
Close |
1,163.5 |
1,173.2 |
9.7 |
0.8% |
1,163.5 |
Range |
13.4 |
12.5 |
-0.9 |
-6.7% |
31.8 |
ATR |
13.4 |
13.3 |
-0.1 |
-0.5% |
0.0 |
Volume |
144,729 |
141,898 |
-2,831 |
-2.0% |
533,809 |
|
Daily Pivots for day following 06-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,207.3 |
1,202.8 |
1,180.1 |
|
R3 |
1,194.8 |
1,190.3 |
1,176.6 |
|
R2 |
1,182.3 |
1,182.3 |
1,175.5 |
|
R1 |
1,177.8 |
1,177.8 |
1,174.3 |
1,179.5 |
PP |
1,169.8 |
1,169.8 |
1,169.8 |
1,170.7 |
S1 |
1,165.3 |
1,165.3 |
1,172.1 |
1,167.0 |
S2 |
1,157.3 |
1,157.3 |
1,170.9 |
|
S3 |
1,144.8 |
1,152.8 |
1,169.8 |
|
S4 |
1,132.3 |
1,140.3 |
1,166.3 |
|
|
Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,264.4 |
1,245.7 |
1,181.0 |
|
R3 |
1,232.6 |
1,213.9 |
1,172.2 |
|
R2 |
1,200.8 |
1,200.8 |
1,169.3 |
|
R1 |
1,182.1 |
1,182.1 |
1,166.4 |
1,175.6 |
PP |
1,169.0 |
1,169.0 |
1,169.0 |
1,165.7 |
S1 |
1,150.3 |
1,150.3 |
1,160.6 |
1,143.8 |
S2 |
1,137.2 |
1,137.2 |
1,157.7 |
|
S3 |
1,105.4 |
1,118.5 |
1,154.8 |
|
S4 |
1,073.6 |
1,086.7 |
1,146.0 |
|
|
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 |
1,155.8 |
31.8 |
2.7% |
12.5 |
1.1% |
55% |
False |
False |
135,141 |
10 |
1,200.8 |
1,155.8 |
45.0 |
3.8% |
12.3 |
1.0% |
39% |
False |
False |
124,032 |
20 |
1,205.7 |
1,155.8 |
49.9 |
4.3% |
12.7 |
1.1% |
35% |
False |
False |
118,666 |
40 |
1,232.8 |
1,155.8 |
77.0 |
6.6% |
13.7 |
1.2% |
23% |
False |
False |
96,528 |
60 |
1,232.8 |
1,155.8 |
77.0 |
6.6% |
14.4 |
1.2% |
23% |
False |
False |
65,756 |
80 |
1,232.8 |
1,143.8 |
89.0 |
7.6% |
14.4 |
1.2% |
33% |
False |
False |
50,127 |
100 |
1,237.8 |
1,143.8 |
94.0 |
8.0% |
14.4 |
1.2% |
31% |
False |
False |
40,517 |
120 |
1,309.0 |
1,143.8 |
165.2 |
14.1% |
15.1 |
1.3% |
18% |
False |
False |
33,995 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,227.5 |
2.618 |
1,207.1 |
1.618 |
1,194.6 |
1.000 |
1,186.9 |
0.618 |
1,182.1 |
HIGH |
1,174.4 |
0.618 |
1,169.6 |
0.500 |
1,168.2 |
0.382 |
1,166.7 |
LOW |
1,161.9 |
0.618 |
1,154.2 |
1.000 |
1,149.4 |
1.618 |
1,141.7 |
2.618 |
1,129.2 |
4.250 |
1,108.8 |
|
|
Fisher Pivots for day following 06-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
1,171.5 |
1,170.5 |
PP |
1,169.8 |
1,167.8 |
S1 |
1,168.2 |
1,165.1 |
|