Trading Metrics calculated at close of trading on 01-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2015 |
01-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
4,386.25 |
4,392.75 |
6.50 |
0.1% |
4,512.50 |
High |
4,412.25 |
4,441.75 |
29.50 |
0.7% |
4,555.25 |
Low |
4,372.00 |
4,392.00 |
20.00 |
0.5% |
4,459.75 |
Close |
4,390.25 |
4,422.00 |
31.75 |
0.7% |
4,480.50 |
Range |
40.25 |
49.75 |
9.50 |
23.6% |
95.50 |
ATR |
53.93 |
53.75 |
-0.17 |
-0.3% |
0.00 |
Volume |
304,509 |
191,161 |
-113,348 |
-37.2% |
841,151 |
|
Daily Pivots for day following 01-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,567.75 |
4,544.75 |
4,449.25 |
|
R3 |
4,518.00 |
4,495.00 |
4,435.75 |
|
R2 |
4,468.25 |
4,468.25 |
4,431.00 |
|
R1 |
4,445.25 |
4,445.25 |
4,426.50 |
4,456.75 |
PP |
4,418.50 |
4,418.50 |
4,418.50 |
4,424.50 |
S1 |
4,395.50 |
4,395.50 |
4,417.50 |
4,407.00 |
S2 |
4,368.75 |
4,368.75 |
4,413.00 |
|
S3 |
4,319.00 |
4,345.75 |
4,408.25 |
|
S4 |
4,269.25 |
4,296.00 |
4,394.75 |
|
|
Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,785.00 |
4,728.25 |
4,533.00 |
|
R3 |
4,689.50 |
4,632.75 |
4,506.75 |
|
R2 |
4,594.00 |
4,594.00 |
4,498.00 |
|
R1 |
4,537.25 |
4,537.25 |
4,489.25 |
4,518.00 |
PP |
4,498.50 |
4,498.50 |
4,498.50 |
4,488.75 |
S1 |
4,441.75 |
4,441.75 |
4,471.75 |
4,422.50 |
S2 |
4,403.00 |
4,403.00 |
4,463.00 |
|
S3 |
4,307.50 |
4,346.25 |
4,454.25 |
|
S4 |
4,212.00 |
4,250.75 |
4,428.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,547.50 |
4,368.25 |
179.25 |
4.1% |
55.50 |
1.3% |
30% |
False |
False |
246,468 |
10 |
4,555.25 |
4,368.25 |
187.00 |
4.2% |
52.25 |
1.2% |
29% |
False |
False |
211,001 |
20 |
4,555.25 |
4,368.25 |
187.00 |
4.2% |
52.25 |
1.2% |
29% |
False |
False |
157,506 |
40 |
4,555.25 |
4,340.00 |
215.25 |
4.9% |
49.25 |
1.1% |
38% |
False |
False |
78,892 |
60 |
4,555.25 |
4,321.75 |
233.50 |
5.3% |
49.00 |
1.1% |
43% |
False |
False |
52,619 |
80 |
4,555.25 |
4,253.50 |
301.75 |
6.8% |
47.00 |
1.1% |
56% |
False |
False |
39,470 |
100 |
4,555.25 |
4,253.50 |
301.75 |
6.8% |
38.75 |
0.9% |
56% |
False |
False |
31,576 |
120 |
4,555.25 |
4,068.50 |
486.75 |
11.0% |
34.50 |
0.8% |
73% |
False |
False |
26,314 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,653.25 |
2.618 |
4,572.00 |
1.618 |
4,522.25 |
1.000 |
4,491.50 |
0.618 |
4,472.50 |
HIGH |
4,441.75 |
0.618 |
4,422.75 |
0.500 |
4,417.00 |
0.382 |
4,411.00 |
LOW |
4,392.00 |
0.618 |
4,361.25 |
1.000 |
4,342.25 |
1.618 |
4,311.50 |
2.618 |
4,261.75 |
4.250 |
4,180.50 |
|
|
Fisher Pivots for day following 01-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
4,420.25 |
4,418.00 |
PP |
4,418.50 |
4,414.00 |
S1 |
4,417.00 |
4,410.00 |
|