Trading Metrics calculated at close of trading on 15-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2015 |
15-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
1,157.0 |
1,153.9 |
-3.1 |
-0.3% |
1,173.2 |
High |
1,159.1 |
1,155.8 |
-3.3 |
-0.3% |
1,174.4 |
Low |
1,151.8 |
1,141.9 |
-9.9 |
-0.9% |
1,145.9 |
Close |
1,153.5 |
1,147.4 |
-6.1 |
-0.5% |
1,157.9 |
Range |
7.3 |
13.9 |
6.6 |
90.4% |
28.5 |
ATR |
13.4 |
13.5 |
0.0 |
0.3% |
0.0 |
Volume |
109,142 |
150,648 |
41,506 |
38.0% |
751,019 |
|
Daily Pivots for day following 15-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,190.1 |
1,182.6 |
1,155.0 |
|
R3 |
1,176.2 |
1,168.7 |
1,151.2 |
|
R2 |
1,162.3 |
1,162.3 |
1,149.9 |
|
R1 |
1,154.8 |
1,154.8 |
1,148.7 |
1,151.6 |
PP |
1,148.4 |
1,148.4 |
1,148.4 |
1,146.8 |
S1 |
1,140.9 |
1,140.9 |
1,146.1 |
1,137.7 |
S2 |
1,134.5 |
1,134.5 |
1,144.9 |
|
S3 |
1,120.6 |
1,127.0 |
1,143.6 |
|
S4 |
1,106.7 |
1,113.1 |
1,139.8 |
|
|
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 |
1,166.9 |
1,141.9 |
25.0 |
2.2% |
11.0 |
1.0% |
22% |
False |
True |
125,820 |
10 |
1,174.4 |
1,141.9 |
32.5 |
2.8% |
13.0 |
1.1% |
17% |
False |
True |
137,744 |
20 |
1,205.7 |
1,141.9 |
63.8 |
5.6% |
13.1 |
1.1% |
9% |
False |
True |
130,712 |
40 |
1,226.3 |
1,141.9 |
84.4 |
7.4% |
13.3 |
1.2% |
7% |
False |
True |
117,637 |
60 |
1,232.8 |
1,141.9 |
90.9 |
7.9% |
14.3 |
1.2% |
6% |
False |
True |
82,043 |
80 |
1,232.8 |
1,141.9 |
90.9 |
7.9% |
14.2 |
1.2% |
6% |
False |
True |
62,347 |
100 |
1,232.8 |
1,141.9 |
90.9 |
7.9% |
14.3 |
1.2% |
6% |
False |
True |
50,352 |
120 |
1,300.2 |
1,141.9 |
158.3 |
13.8% |
14.7 |
1.3% |
3% |
False |
True |
42,222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,214.9 |
2.618 |
1,192.2 |
1.618 |
1,178.3 |
1.000 |
1,169.7 |
0.618 |
1,164.4 |
HIGH |
1,155.8 |
0.618 |
1,150.5 |
0.500 |
1,148.9 |
0.382 |
1,147.2 |
LOW |
1,141.9 |
0.618 |
1,133.3 |
1.000 |
1,128.0 |
1.618 |
1,119.4 |
2.618 |
1,105.5 |
4.250 |
1,082.8 |
|
|
Fisher Pivots for day following 15-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
1,148.9 |
1,152.9 |
PP |
1,148.4 |
1,151.1 |
S1 |
1,147.9 |
1,149.2 |
|