Trading Metrics calculated at close of trading on 20-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2015 |
20-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
1,144.3 |
1,132.4 |
-11.9 |
-1.0% |
1,162.3 |
High |
1,144.5 |
1,132.5 |
-12.0 |
-1.0% |
1,163.9 |
Low |
1,129.6 |
1,080.0 |
-49.6 |
-4.4% |
1,129.6 |
Close |
1,131.9 |
1,106.8 |
-25.1 |
-2.2% |
1,131.9 |
Range |
14.9 |
52.5 |
37.6 |
252.3% |
34.3 |
ATR |
13.2 |
16.0 |
2.8 |
21.3% |
0.0 |
Volume |
161,004 |
261,352 |
100,348 |
62.3% |
673,229 |
|
Daily Pivots for day following 20-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,263.9 |
1,237.9 |
1,135.7 |
|
R3 |
1,211.4 |
1,185.4 |
1,121.2 |
|
R2 |
1,158.9 |
1,158.9 |
1,116.4 |
|
R1 |
1,132.9 |
1,132.9 |
1,111.6 |
1,119.7 |
PP |
1,106.4 |
1,106.4 |
1,106.4 |
1,099.8 |
S1 |
1,080.4 |
1,080.4 |
1,102.0 |
1,067.2 |
S2 |
1,053.9 |
1,053.9 |
1,097.2 |
|
S3 |
1,001.4 |
1,027.9 |
1,092.4 |
|
S4 |
948.9 |
975.4 |
1,077.9 |
|
|
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 |
1,159.1 |
1,080.0 |
79.1 |
7.1% |
19.2 |
1.7% |
34% |
False |
True |
161,569 |
10 |
1,170.0 |
1,080.0 |
90.0 |
8.1% |
17.1 |
1.5% |
30% |
False |
True |
154,370 |
20 |
1,200.8 |
1,080.0 |
120.8 |
10.9% |
14.7 |
1.3% |
22% |
False |
True |
139,201 |
40 |
1,215.2 |
1,080.0 |
135.2 |
12.2% |
14.2 |
1.3% |
20% |
False |
True |
129,151 |
60 |
1,232.8 |
1,080.0 |
152.8 |
13.8% |
14.9 |
1.3% |
18% |
False |
True |
91,058 |
80 |
1,232.8 |
1,080.0 |
152.8 |
13.8% |
14.7 |
1.3% |
18% |
False |
True |
69,095 |
100 |
1,232.8 |
1,080.0 |
152.8 |
13.8% |
14.7 |
1.3% |
18% |
False |
True |
55,794 |
120 |
1,293.9 |
1,080.0 |
213.9 |
19.3% |
14.9 |
1.3% |
13% |
False |
True |
46,744 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,355.6 |
2.618 |
1,269.9 |
1.618 |
1,217.4 |
1.000 |
1,185.0 |
0.618 |
1,164.9 |
HIGH |
1,132.5 |
0.618 |
1,112.4 |
0.500 |
1,106.3 |
0.382 |
1,100.1 |
LOW |
1,080.0 |
0.618 |
1,047.6 |
1.000 |
1,027.5 |
1.618 |
995.1 |
2.618 |
942.6 |
4.250 |
856.9 |
|
|
Fisher Pivots for day following 20-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
1,106.6 |
1,114.1 |
PP |
1,106.4 |
1,111.7 |
S1 |
1,106.3 |
1,109.2 |
|