Trading Metrics calculated at close of trading on 08-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2015 |
08-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
1,168.8 |
1,154.0 |
-14.8 |
-1.3% |
1,182.5 |
High |
1,170.0 |
1,163.8 |
-6.2 |
-0.5% |
1,187.6 |
Low |
1,146.8 |
1,145.9 |
-0.9 |
-0.1% |
1,155.8 |
Close |
1,152.6 |
1,163.5 |
10.9 |
0.9% |
1,163.5 |
Range |
23.2 |
17.9 |
-5.3 |
-22.8% |
31.8 |
ATR |
14.3 |
14.5 |
0.3 |
1.8% |
0.0 |
Volume |
198,533 |
168,006 |
-30,527 |
-15.4% |
533,809 |
|
Daily Pivots for day following 08-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,211.4 |
1,205.4 |
1,173.3 |
|
R3 |
1,193.5 |
1,187.5 |
1,168.4 |
|
R2 |
1,175.6 |
1,175.6 |
1,166.8 |
|
R1 |
1,169.6 |
1,169.6 |
1,165.1 |
1,172.6 |
PP |
1,157.7 |
1,157.7 |
1,157.7 |
1,159.3 |
S1 |
1,151.7 |
1,151.7 |
1,161.9 |
1,154.7 |
S2 |
1,139.8 |
1,139.8 |
1,160.2 |
|
S3 |
1,121.9 |
1,133.8 |
1,158.6 |
|
S4 |
1,104.0 |
1,115.9 |
1,153.7 |
|
|
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 |
1,174.4 |
1,145.9 |
28.5 |
2.4% |
14.9 |
1.3% |
62% |
False |
True |
149,669 |
10 |
1,187.6 |
1,145.9 |
41.7 |
3.6% |
13.3 |
1.1% |
42% |
False |
True |
135,746 |
20 |
1,205.7 |
1,145.9 |
59.8 |
5.1% |
13.8 |
1.2% |
29% |
False |
True |
127,057 |
40 |
1,232.8 |
1,145.9 |
86.9 |
7.5% |
14.1 |
1.2% |
20% |
False |
True |
104,270 |
60 |
1,232.8 |
1,145.9 |
86.9 |
7.5% |
14.6 |
1.3% |
20% |
False |
True |
71,792 |
80 |
1,232.8 |
1,143.8 |
89.0 |
7.6% |
14.6 |
1.3% |
22% |
False |
False |
54,600 |
100 |
1,235.7 |
1,143.8 |
91.9 |
7.9% |
14.6 |
1.3% |
21% |
False |
False |
44,154 |
120 |
1,309.0 |
1,143.8 |
165.2 |
14.2% |
15.3 |
1.3% |
12% |
False |
False |
37,031 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,239.9 |
2.618 |
1,210.7 |
1.618 |
1,192.8 |
1.000 |
1,181.7 |
0.618 |
1,174.9 |
HIGH |
1,163.8 |
0.618 |
1,157.0 |
0.500 |
1,154.9 |
0.382 |
1,152.7 |
LOW |
1,145.9 |
0.618 |
1,134.8 |
1.000 |
1,128.0 |
1.618 |
1,116.9 |
2.618 |
1,099.0 |
4.250 |
1,069.8 |
|
|
Fisher Pivots for day following 08-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
1,160.6 |
1,162.4 |
PP |
1,157.7 |
1,161.3 |
S1 |
1,154.9 |
1,160.2 |
|