Trading Metrics calculated at close of trading on 17-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2015 |
17-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
1,146.2 |
1,144.3 |
-1.9 |
-0.2% |
1,162.3 |
High |
1,148.2 |
1,144.5 |
-3.7 |
-0.3% |
1,163.9 |
Low |
1,140.6 |
1,129.6 |
-11.0 |
-1.0% |
1,129.6 |
Close |
1,143.9 |
1,131.9 |
-12.0 |
-1.0% |
1,131.9 |
Range |
7.6 |
14.9 |
7.3 |
96.1% |
34.3 |
ATR |
13.0 |
13.2 |
0.1 |
1.0% |
0.0 |
Volume |
125,703 |
161,004 |
35,301 |
28.1% |
673,229 |
|
Daily Pivots for day following 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,180.0 |
1,170.9 |
1,140.1 |
|
R3 |
1,165.1 |
1,156.0 |
1,136.0 |
|
R2 |
1,150.2 |
1,150.2 |
1,134.6 |
|
R1 |
1,141.1 |
1,141.1 |
1,133.3 |
1,138.2 |
PP |
1,135.3 |
1,135.3 |
1,135.3 |
1,133.9 |
S1 |
1,126.2 |
1,126.2 |
1,130.5 |
1,123.3 |
S2 |
1,120.4 |
1,120.4 |
1,129.2 |
|
S3 |
1,105.5 |
1,111.3 |
1,127.8 |
|
S4 |
1,090.6 |
1,096.4 |
1,123.7 |
|
|
Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,244.7 |
1,222.6 |
1,150.8 |
|
R3 |
1,210.4 |
1,188.3 |
1,141.3 |
|
R2 |
1,176.1 |
1,176.1 |
1,138.2 |
|
R1 |
1,154.0 |
1,154.0 |
1,135.0 |
1,147.9 |
PP |
1,141.8 |
1,141.8 |
1,141.8 |
1,138.8 |
S1 |
1,119.7 |
1,119.7 |
1,128.8 |
1,113.6 |
S2 |
1,107.5 |
1,107.5 |
1,125.6 |
|
S3 |
1,073.2 |
1,085.4 |
1,122.5 |
|
S4 |
1,038.9 |
1,051.1 |
1,113.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,163.9 |
1,129.6 |
34.3 |
3.0% |
11.6 |
1.0% |
7% |
False |
True |
134,645 |
10 |
1,174.4 |
1,129.6 |
44.8 |
4.0% |
13.1 |
1.2% |
5% |
False |
True |
142,424 |
20 |
1,204.0 |
1,129.6 |
74.4 |
6.6% |
12.4 |
1.1% |
3% |
False |
True |
130,436 |
40 |
1,215.2 |
1,129.6 |
85.6 |
7.6% |
13.2 |
1.2% |
3% |
False |
True |
123,684 |
60 |
1,232.8 |
1,129.6 |
103.2 |
9.1% |
14.2 |
1.3% |
2% |
False |
True |
86,751 |
80 |
1,232.8 |
1,129.6 |
103.2 |
9.1% |
14.2 |
1.3% |
2% |
False |
True |
65,856 |
100 |
1,232.8 |
1,129.6 |
103.2 |
9.1% |
14.3 |
1.3% |
2% |
False |
True |
53,195 |
120 |
1,297.4 |
1,129.6 |
167.8 |
14.8% |
14.6 |
1.3% |
1% |
False |
True |
44,578 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,207.8 |
2.618 |
1,183.5 |
1.618 |
1,168.6 |
1.000 |
1,159.4 |
0.618 |
1,153.7 |
HIGH |
1,144.5 |
0.618 |
1,138.8 |
0.500 |
1,137.1 |
0.382 |
1,135.3 |
LOW |
1,129.6 |
0.618 |
1,120.4 |
1.000 |
1,114.7 |
1.618 |
1,105.5 |
2.618 |
1,090.6 |
4.250 |
1,066.3 |
|
|
Fisher Pivots for day following 17-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
1,137.1 |
1,142.7 |
PP |
1,135.3 |
1,139.1 |
S1 |
1,133.6 |
1,135.5 |
|