Trading Metrics calculated at close of trading on 13-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2015 |
13-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
1,158.7 |
1,162.3 |
3.6 |
0.3% |
1,173.2 |
High |
1,164.5 |
1,163.9 |
-0.6 |
-0.1% |
1,174.4 |
Low |
1,156.4 |
1,149.8 |
-6.6 |
-0.6% |
1,145.9 |
Close |
1,157.9 |
1,155.4 |
-2.5 |
-0.2% |
1,157.9 |
Range |
8.1 |
14.1 |
6.0 |
74.1% |
28.5 |
ATR |
13.9 |
13.9 |
0.0 |
0.1% |
0.0 |
Volume |
112,568 |
126,732 |
14,164 |
12.6% |
751,019 |
|
Daily Pivots for day following 13-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,198.7 |
1,191.1 |
1,163.2 |
|
R3 |
1,184.6 |
1,177.0 |
1,159.3 |
|
R2 |
1,170.5 |
1,170.5 |
1,158.0 |
|
R1 |
1,162.9 |
1,162.9 |
1,156.7 |
1,159.7 |
PP |
1,156.4 |
1,156.4 |
1,156.4 |
1,154.7 |
S1 |
1,148.8 |
1,148.8 |
1,154.1 |
1,145.6 |
S2 |
1,142.3 |
1,142.3 |
1,152.8 |
|
S3 |
1,128.2 |
1,134.7 |
1,151.5 |
|
S4 |
1,114.1 |
1,120.6 |
1,147.6 |
|
|
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 |
1,170.0 |
1,145.9 |
24.1 |
2.1% |
15.0 |
1.3% |
39% |
False |
False |
147,170 |
10 |
1,187.6 |
1,145.9 |
41.7 |
3.6% |
13.7 |
1.2% |
23% |
False |
False |
141,156 |
20 |
1,205.7 |
1,145.9 |
59.8 |
5.2% |
13.6 |
1.2% |
16% |
False |
False |
129,224 |
40 |
1,232.8 |
1,145.9 |
86.9 |
7.5% |
13.5 |
1.2% |
11% |
False |
False |
111,835 |
60 |
1,232.8 |
1,145.9 |
86.9 |
7.5% |
14.4 |
1.2% |
11% |
False |
False |
77,793 |
80 |
1,232.8 |
1,145.9 |
86.9 |
7.5% |
14.3 |
1.2% |
11% |
False |
False |
59,167 |
100 |
1,232.8 |
1,143.8 |
89.0 |
7.7% |
14.4 |
1.2% |
13% |
False |
False |
47,802 |
120 |
1,309.0 |
1,143.8 |
165.2 |
14.3% |
14.9 |
1.3% |
7% |
False |
False |
40,078 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,223.8 |
2.618 |
1,200.8 |
1.618 |
1,186.7 |
1.000 |
1,178.0 |
0.618 |
1,172.6 |
HIGH |
1,163.9 |
0.618 |
1,158.5 |
0.500 |
1,156.9 |
0.382 |
1,155.2 |
LOW |
1,149.8 |
0.618 |
1,141.1 |
1.000 |
1,135.7 |
1.618 |
1,127.0 |
2.618 |
1,112.9 |
4.250 |
1,089.9 |
|
|
Fisher Pivots for day following 13-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
1,156.9 |
1,158.4 |
PP |
1,156.4 |
1,157.4 |
S1 |
1,155.9 |
1,156.4 |
|