Trading Metrics calculated at close of trading on 16-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2015 |
16-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
1,153.9 |
1,146.2 |
-7.7 |
-0.7% |
1,173.2 |
High |
1,155.8 |
1,148.2 |
-7.6 |
-0.7% |
1,174.4 |
Low |
1,141.9 |
1,140.6 |
-1.3 |
-0.1% |
1,145.9 |
Close |
1,147.4 |
1,143.9 |
-3.5 |
-0.3% |
1,157.9 |
Range |
13.9 |
7.6 |
-6.3 |
-45.3% |
28.5 |
ATR |
13.5 |
13.0 |
-0.4 |
-3.1% |
0.0 |
Volume |
150,648 |
125,703 |
-24,945 |
-16.6% |
751,019 |
|
Daily Pivots for day following 16-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,167.0 |
1,163.1 |
1,148.1 |
|
R3 |
1,159.4 |
1,155.5 |
1,146.0 |
|
R2 |
1,151.8 |
1,151.8 |
1,145.3 |
|
R1 |
1,147.9 |
1,147.9 |
1,144.6 |
1,146.1 |
PP |
1,144.2 |
1,144.2 |
1,144.2 |
1,143.3 |
S1 |
1,140.3 |
1,140.3 |
1,143.2 |
1,138.5 |
S2 |
1,136.6 |
1,136.6 |
1,142.5 |
|
S3 |
1,129.0 |
1,132.7 |
1,141.8 |
|
S4 |
1,121.4 |
1,125.1 |
1,139.7 |
|
|
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 |
1,164.5 |
1,140.6 |
23.9 |
2.1% |
10.2 |
0.9% |
14% |
False |
True |
124,958 |
10 |
1,174.4 |
1,140.6 |
33.8 |
3.0% |
13.0 |
1.1% |
10% |
False |
True |
140,797 |
20 |
1,205.7 |
1,140.6 |
65.1 |
5.7% |
12.8 |
1.1% |
5% |
False |
True |
131,920 |
40 |
1,215.2 |
1,140.6 |
74.6 |
6.5% |
13.0 |
1.1% |
4% |
False |
True |
120,205 |
60 |
1,232.8 |
1,140.6 |
92.2 |
8.1% |
14.3 |
1.2% |
4% |
False |
True |
84,084 |
80 |
1,232.8 |
1,140.6 |
92.2 |
8.1% |
14.1 |
1.2% |
4% |
False |
True |
63,873 |
100 |
1,232.8 |
1,140.6 |
92.2 |
8.1% |
14.3 |
1.2% |
4% |
False |
True |
51,602 |
120 |
1,300.2 |
1,140.6 |
159.6 |
14.0% |
14.7 |
1.3% |
2% |
False |
True |
43,244 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,180.5 |
2.618 |
1,168.1 |
1.618 |
1,160.5 |
1.000 |
1,155.8 |
0.618 |
1,152.9 |
HIGH |
1,148.2 |
0.618 |
1,145.3 |
0.500 |
1,144.4 |
0.382 |
1,143.5 |
LOW |
1,140.6 |
0.618 |
1,135.9 |
1.000 |
1,133.0 |
1.618 |
1,128.3 |
2.618 |
1,120.7 |
4.250 |
1,108.3 |
|
|
Fisher Pivots for day following 16-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
1,144.4 |
1,149.9 |
PP |
1,144.2 |
1,147.9 |
S1 |
1,144.1 |
1,145.9 |
|