Trading Metrics calculated at close of trading on 09-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2015 |
09-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
1,154.0 |
1,157.5 |
3.5 |
0.3% |
1,182.5 |
High |
1,163.8 |
1,166.9 |
3.1 |
0.3% |
1,187.6 |
Low |
1,145.9 |
1,155.1 |
9.2 |
0.8% |
1,155.8 |
Close |
1,163.5 |
1,159.2 |
-4.3 |
-0.4% |
1,163.5 |
Range |
17.9 |
11.8 |
-6.1 |
-34.1% |
31.8 |
ATR |
14.5 |
14.3 |
-0.2 |
-1.3% |
0.0 |
Volume |
168,006 |
130,014 |
-37,992 |
-22.6% |
533,809 |
|
Daily Pivots for day following 09-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,195.8 |
1,189.3 |
1,165.7 |
|
R3 |
1,184.0 |
1,177.5 |
1,162.4 |
|
R2 |
1,172.2 |
1,172.2 |
1,161.4 |
|
R1 |
1,165.7 |
1,165.7 |
1,160.3 |
1,169.0 |
PP |
1,160.4 |
1,160.4 |
1,160.4 |
1,162.0 |
S1 |
1,153.9 |
1,153.9 |
1,158.1 |
1,157.2 |
S2 |
1,148.6 |
1,148.6 |
1,157.0 |
|
S3 |
1,136.8 |
1,142.1 |
1,156.0 |
|
S4 |
1,125.0 |
1,130.3 |
1,152.7 |
|
|
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 |
2.5% |
15.8 |
1.4% |
47% |
False |
False |
156,636 |
10 |
1,187.6 |
1,145.9 |
41.7 |
3.6% |
13.3 |
1.1% |
32% |
False |
False |
136,902 |
20 |
1,205.7 |
1,145.9 |
59.8 |
5.2% |
13.5 |
1.2% |
22% |
False |
False |
127,323 |
40 |
1,232.8 |
1,145.9 |
86.9 |
7.5% |
14.0 |
1.2% |
15% |
False |
False |
106,911 |
60 |
1,232.8 |
1,145.9 |
86.9 |
7.5% |
14.5 |
1.2% |
15% |
False |
False |
73,929 |
80 |
1,232.8 |
1,143.8 |
89.0 |
7.7% |
14.6 |
1.3% |
17% |
False |
False |
56,207 |
100 |
1,234.8 |
1,143.8 |
91.0 |
7.9% |
14.6 |
1.3% |
17% |
False |
False |
45,434 |
120 |
1,309.0 |
1,143.8 |
165.2 |
14.3% |
15.0 |
1.3% |
9% |
False |
False |
38,098 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,217.1 |
2.618 |
1,197.8 |
1.618 |
1,186.0 |
1.000 |
1,178.7 |
0.618 |
1,174.2 |
HIGH |
1,166.9 |
0.618 |
1,162.4 |
0.500 |
1,161.0 |
0.382 |
1,159.6 |
LOW |
1,155.1 |
0.618 |
1,147.8 |
1.000 |
1,143.3 |
1.618 |
1,136.0 |
2.618 |
1,124.2 |
4.250 |
1,105.0 |
|
|
Fisher Pivots for day following 09-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
1,161.0 |
1,158.8 |
PP |
1,160.4 |
1,158.4 |
S1 |
1,159.8 |
1,158.0 |
|