Trading Metrics calculated at close of trading on 22-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2015 |
22-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
1,098.0 |
1,100.1 |
2.1 |
0.2% |
1,162.3 |
High |
1,108.8 |
1,102.3 |
-6.5 |
-0.6% |
1,163.9 |
Low |
1,095.9 |
1,085.6 |
-10.3 |
-0.9% |
1,129.6 |
Close |
1,103.5 |
1,091.5 |
-12.0 |
-1.1% |
1,131.9 |
Range |
12.9 |
16.7 |
3.8 |
29.5% |
34.3 |
ATR |
15.8 |
15.9 |
0.2 |
1.0% |
0.0 |
Volume |
172,518 |
182,184 |
9,666 |
5.6% |
673,229 |
|
Daily Pivots for day following 22-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,143.2 |
1,134.1 |
1,100.7 |
|
R3 |
1,126.5 |
1,117.4 |
1,096.1 |
|
R2 |
1,109.8 |
1,109.8 |
1,094.6 |
|
R1 |
1,100.7 |
1,100.7 |
1,093.0 |
1,096.9 |
PP |
1,093.1 |
1,093.1 |
1,093.1 |
1,091.3 |
S1 |
1,084.0 |
1,084.0 |
1,090.0 |
1,080.2 |
S2 |
1,076.4 |
1,076.4 |
1,088.4 |
|
S3 |
1,059.7 |
1,067.3 |
1,086.9 |
|
S4 |
1,043.0 |
1,050.6 |
1,082.3 |
|
|
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 |
1,148.2 |
1,080.0 |
68.2 |
6.2% |
20.9 |
1.9% |
17% |
False |
False |
180,552 |
10 |
1,166.9 |
1,080.0 |
86.9 |
8.0% |
16.0 |
1.5% |
13% |
False |
False |
153,186 |
20 |
1,187.6 |
1,080.0 |
107.6 |
9.9% |
14.6 |
1.3% |
11% |
False |
False |
144,466 |
40 |
1,205.7 |
1,080.0 |
125.7 |
11.5% |
14.0 |
1.3% |
9% |
False |
False |
134,709 |
60 |
1,232.8 |
1,080.0 |
152.8 |
14.0% |
14.5 |
1.3% |
8% |
False |
False |
96,888 |
80 |
1,232.8 |
1,080.0 |
152.8 |
14.0% |
14.7 |
1.3% |
8% |
False |
False |
73,312 |
100 |
1,232.8 |
1,080.0 |
152.8 |
14.0% |
14.8 |
1.4% |
8% |
False |
False |
59,301 |
120 |
1,286.0 |
1,080.0 |
206.0 |
18.9% |
14.9 |
1.4% |
6% |
False |
False |
49,671 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,173.3 |
2.618 |
1,146.0 |
1.618 |
1,129.3 |
1.000 |
1,119.0 |
0.618 |
1,112.6 |
HIGH |
1,102.3 |
0.618 |
1,095.9 |
0.500 |
1,094.0 |
0.382 |
1,092.0 |
LOW |
1,085.6 |
0.618 |
1,075.3 |
1.000 |
1,068.9 |
1.618 |
1,058.6 |
2.618 |
1,041.9 |
4.250 |
1,014.6 |
|
|
Fisher Pivots for day following 22-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
1,094.0 |
1,106.3 |
PP |
1,093.1 |
1,101.3 |
S1 |
1,092.3 |
1,096.4 |
|