Trading Metrics calculated at close of trading on 02-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2015 |
02-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
4,392.75 |
4,423.75 |
31.00 |
0.7% |
4,512.50 |
High |
4,441.75 |
4,441.50 |
-0.25 |
0.0% |
4,555.25 |
Low |
4,392.00 |
4,408.25 |
16.25 |
0.4% |
4,459.75 |
Close |
4,422.00 |
4,428.75 |
6.75 |
0.2% |
4,480.50 |
Range |
49.75 |
33.25 |
-16.50 |
-33.2% |
95.50 |
ATR |
53.75 |
52.29 |
-1.46 |
-2.7% |
0.00 |
Volume |
191,161 |
155,244 |
-35,917 |
-18.8% |
841,151 |
|
Daily Pivots for day following 02-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,526.00 |
4,510.50 |
4,447.00 |
|
R3 |
4,492.75 |
4,477.25 |
4,438.00 |
|
R2 |
4,459.50 |
4,459.50 |
4,434.75 |
|
R1 |
4,444.00 |
4,444.00 |
4,431.75 |
4,451.75 |
PP |
4,426.25 |
4,426.25 |
4,426.25 |
4,430.00 |
S1 |
4,410.75 |
4,410.75 |
4,425.75 |
4,418.50 |
S2 |
4,393.00 |
4,393.00 |
4,422.75 |
|
S3 |
4,359.75 |
4,377.50 |
4,419.50 |
|
S4 |
4,326.50 |
4,344.25 |
4,410.50 |
|
|
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 |
4,517.00 |
4,368.25 |
148.75 |
3.4% |
52.75 |
1.2% |
41% |
False |
False |
242,451 |
10 |
4,555.25 |
4,368.25 |
187.00 |
4.2% |
46.25 |
1.0% |
32% |
False |
False |
198,970 |
20 |
4,555.25 |
4,368.25 |
187.00 |
4.2% |
51.25 |
1.2% |
32% |
False |
False |
165,149 |
40 |
4,555.25 |
4,351.00 |
204.25 |
4.6% |
48.50 |
1.1% |
38% |
False |
False |
82,770 |
60 |
4,555.25 |
4,321.75 |
233.50 |
5.3% |
48.75 |
1.1% |
46% |
False |
False |
55,206 |
80 |
4,555.25 |
4,253.50 |
301.75 |
6.8% |
47.50 |
1.1% |
58% |
False |
False |
41,410 |
100 |
4,555.25 |
4,253.50 |
301.75 |
6.8% |
39.00 |
0.9% |
58% |
False |
False |
33,129 |
120 |
4,555.25 |
4,068.50 |
486.75 |
11.0% |
34.75 |
0.8% |
74% |
False |
False |
27,608 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,582.75 |
2.618 |
4,528.50 |
1.618 |
4,495.25 |
1.000 |
4,474.75 |
0.618 |
4,462.00 |
HIGH |
4,441.50 |
0.618 |
4,428.75 |
0.500 |
4,425.00 |
0.382 |
4,421.00 |
LOW |
4,408.25 |
0.618 |
4,387.75 |
1.000 |
4,375.00 |
1.618 |
4,354.50 |
2.618 |
4,321.25 |
4.250 |
4,267.00 |
|
|
Fisher Pivots for day following 02-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
4,427.50 |
4,421.50 |
PP |
4,426.25 |
4,414.25 |
S1 |
4,425.00 |
4,407.00 |
|