Trading Metrics calculated at close of trading on 07-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2015 |
07-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
1,173.2 |
1,168.8 |
-4.4 |
-0.4% |
1,182.5 |
High |
1,174.4 |
1,170.0 |
-4.4 |
-0.4% |
1,187.6 |
Low |
1,161.9 |
1,146.8 |
-15.1 |
-1.3% |
1,155.8 |
Close |
1,173.2 |
1,152.6 |
-20.6 |
-1.8% |
1,163.5 |
Range |
12.5 |
23.2 |
10.7 |
85.6% |
31.8 |
ATR |
13.3 |
14.3 |
0.9 |
7.0% |
0.0 |
Volume |
141,898 |
198,533 |
56,635 |
39.9% |
533,809 |
|
Daily Pivots for day following 07-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,226.1 |
1,212.5 |
1,165.4 |
|
R3 |
1,202.9 |
1,189.3 |
1,159.0 |
|
R2 |
1,179.7 |
1,179.7 |
1,156.9 |
|
R1 |
1,166.1 |
1,166.1 |
1,154.7 |
1,161.3 |
PP |
1,156.5 |
1,156.5 |
1,156.5 |
1,154.1 |
S1 |
1,142.9 |
1,142.9 |
1,150.5 |
1,138.1 |
S2 |
1,133.3 |
1,133.3 |
1,148.3 |
|
S3 |
1,110.1 |
1,119.7 |
1,146.2 |
|
S4 |
1,086.9 |
1,096.5 |
1,139.8 |
|
|
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 |
1,180.0 |
1,146.8 |
33.2 |
2.9% |
14.2 |
1.2% |
17% |
False |
True |
145,706 |
10 |
1,187.7 |
1,146.8 |
40.9 |
3.5% |
12.7 |
1.1% |
14% |
False |
True |
131,170 |
20 |
1,205.7 |
1,146.8 |
58.9 |
5.1% |
13.4 |
1.2% |
10% |
False |
True |
123,238 |
40 |
1,232.8 |
1,146.8 |
86.0 |
7.5% |
14.0 |
1.2% |
7% |
False |
True |
100,826 |
60 |
1,232.8 |
1,146.8 |
86.0 |
7.5% |
14.5 |
1.3% |
7% |
False |
True |
69,029 |
80 |
1,232.8 |
1,143.8 |
89.0 |
7.7% |
14.5 |
1.3% |
10% |
False |
False |
52,573 |
100 |
1,235.7 |
1,143.8 |
91.9 |
8.0% |
14.5 |
1.3% |
10% |
False |
False |
42,486 |
120 |
1,309.0 |
1,143.8 |
165.2 |
14.3% |
15.2 |
1.3% |
5% |
False |
False |
35,643 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,268.6 |
2.618 |
1,230.7 |
1.618 |
1,207.5 |
1.000 |
1,193.2 |
0.618 |
1,184.3 |
HIGH |
1,170.0 |
0.618 |
1,161.1 |
0.500 |
1,158.4 |
0.382 |
1,155.7 |
LOW |
1,146.8 |
0.618 |
1,132.5 |
1.000 |
1,123.6 |
1.618 |
1,109.3 |
2.618 |
1,086.1 |
4.250 |
1,048.2 |
|
|
Fisher Pivots for day following 07-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
1,158.4 |
1,160.6 |
PP |
1,156.5 |
1,157.9 |
S1 |
1,154.5 |
1,155.3 |
|