Trading Metrics calculated at close of trading on 10-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2015 |
10-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
1,157.5 |
1,158.7 |
1.2 |
0.1% |
1,173.2 |
High |
1,166.9 |
1,164.5 |
-2.4 |
-0.2% |
1,174.4 |
Low |
1,155.1 |
1,156.4 |
1.3 |
0.1% |
1,145.9 |
Close |
1,159.2 |
1,157.9 |
-1.3 |
-0.1% |
1,157.9 |
Range |
11.8 |
8.1 |
-3.7 |
-31.4% |
28.5 |
ATR |
14.3 |
13.9 |
-0.4 |
-3.1% |
0.0 |
Volume |
130,014 |
112,568 |
-17,446 |
-13.4% |
751,019 |
|
Daily Pivots for day following 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,183.9 |
1,179.0 |
1,162.4 |
|
R3 |
1,175.8 |
1,170.9 |
1,160.1 |
|
R2 |
1,167.7 |
1,167.7 |
1,159.4 |
|
R1 |
1,162.8 |
1,162.8 |
1,158.6 |
1,161.2 |
PP |
1,159.6 |
1,159.6 |
1,159.6 |
1,158.8 |
S1 |
1,154.7 |
1,154.7 |
1,157.2 |
1,153.1 |
S2 |
1,151.5 |
1,151.5 |
1,156.4 |
|
S3 |
1,143.4 |
1,146.6 |
1,155.7 |
|
S4 |
1,135.3 |
1,138.5 |
1,153.4 |
|
|
Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,244.9 |
1,229.9 |
1,173.6 |
|
R3 |
1,216.4 |
1,201.4 |
1,165.7 |
|
R2 |
1,187.9 |
1,187.9 |
1,163.1 |
|
R1 |
1,172.9 |
1,172.9 |
1,160.5 |
1,166.2 |
PP |
1,159.4 |
1,159.4 |
1,159.4 |
1,156.0 |
S1 |
1,144.4 |
1,144.4 |
1,155.3 |
1,137.7 |
S2 |
1,130.9 |
1,130.9 |
1,152.7 |
|
S3 |
1,102.4 |
1,115.9 |
1,150.1 |
|
S4 |
1,073.9 |
1,087.4 |
1,142.2 |
|
|
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% |
14.7 |
1.3% |
42% |
False |
False |
150,203 |
10 |
1,187.6 |
1,145.9 |
41.7 |
3.6% |
13.4 |
1.2% |
29% |
False |
False |
139,274 |
20 |
1,205.7 |
1,145.9 |
59.8 |
5.2% |
13.3 |
1.1% |
20% |
False |
False |
127,205 |
40 |
1,232.8 |
1,145.9 |
86.9 |
7.5% |
13.5 |
1.2% |
14% |
False |
False |
108,932 |
60 |
1,232.8 |
1,145.9 |
86.9 |
7.5% |
14.4 |
1.2% |
14% |
False |
False |
75,764 |
80 |
1,232.8 |
1,145.9 |
86.9 |
7.5% |
14.5 |
1.3% |
14% |
False |
False |
57,599 |
100 |
1,232.8 |
1,143.8 |
89.0 |
7.7% |
14.4 |
1.2% |
16% |
False |
False |
46,549 |
120 |
1,309.0 |
1,143.8 |
165.2 |
14.3% |
14.9 |
1.3% |
9% |
False |
False |
39,030 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,198.9 |
2.618 |
1,185.7 |
1.618 |
1,177.6 |
1.000 |
1,172.6 |
0.618 |
1,169.5 |
HIGH |
1,164.5 |
0.618 |
1,161.4 |
0.500 |
1,160.5 |
0.382 |
1,159.5 |
LOW |
1,156.4 |
0.618 |
1,151.4 |
1.000 |
1,148.3 |
1.618 |
1,143.3 |
2.618 |
1,135.2 |
4.250 |
1,122.0 |
|
|
Fisher Pivots for day following 10-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
1,160.5 |
1,157.4 |
PP |
1,159.6 |
1,156.9 |
S1 |
1,158.8 |
1,156.4 |
|