Trading Metrics calculated at close of trading on 06-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2015 |
06-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
4,423.75 |
4,366.00 |
-57.75 |
-1.3% |
4,429.75 |
High |
4,441.50 |
4,437.25 |
-4.25 |
-0.1% |
4,451.50 |
Low |
4,408.25 |
4,344.00 |
-64.25 |
-1.5% |
4,368.25 |
Close |
4,428.75 |
4,422.75 |
-6.00 |
-0.1% |
4,428.75 |
Range |
33.25 |
93.25 |
60.00 |
180.5% |
83.25 |
ATR |
52.29 |
55.21 |
2.93 |
5.6% |
0.00 |
Volume |
155,244 |
285,735 |
130,491 |
84.1% |
985,886 |
|
Daily Pivots for day following 06-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,681.00 |
4,645.25 |
4,474.00 |
|
R3 |
4,587.75 |
4,552.00 |
4,448.50 |
|
R2 |
4,494.50 |
4,494.50 |
4,439.75 |
|
R1 |
4,458.75 |
4,458.75 |
4,431.25 |
4,476.50 |
PP |
4,401.25 |
4,401.25 |
4,401.25 |
4,410.25 |
S1 |
4,365.50 |
4,365.50 |
4,414.25 |
4,383.50 |
S2 |
4,308.00 |
4,308.00 |
4,405.75 |
|
S3 |
4,214.75 |
4,272.25 |
4,397.00 |
|
S4 |
4,121.50 |
4,179.00 |
4,371.50 |
|
|
Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,666.00 |
4,630.50 |
4,474.50 |
|
R3 |
4,582.75 |
4,547.25 |
4,451.75 |
|
R2 |
4,499.50 |
4,499.50 |
4,444.00 |
|
R1 |
4,464.00 |
4,464.00 |
4,436.50 |
4,440.00 |
PP |
4,416.25 |
4,416.25 |
4,416.25 |
4,404.25 |
S1 |
4,380.75 |
4,380.75 |
4,421.00 |
4,357.00 |
S2 |
4,333.00 |
4,333.00 |
4,413.50 |
|
S3 |
4,249.75 |
4,297.50 |
4,405.75 |
|
S4 |
4,166.50 |
4,214.25 |
4,383.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,451.50 |
4,344.00 |
107.50 |
2.4% |
60.00 |
1.4% |
73% |
False |
True |
254,324 |
10 |
4,555.25 |
4,344.00 |
211.25 |
4.8% |
51.00 |
1.2% |
37% |
False |
True |
211,277 |
20 |
4,555.25 |
4,344.00 |
211.25 |
4.8% |
53.25 |
1.2% |
37% |
False |
True |
179,196 |
40 |
4,555.25 |
4,344.00 |
211.25 |
4.8% |
49.50 |
1.1% |
37% |
False |
True |
89,912 |
60 |
4,555.25 |
4,321.75 |
233.50 |
5.3% |
49.75 |
1.1% |
43% |
False |
False |
59,968 |
80 |
4,555.25 |
4,253.50 |
301.75 |
6.8% |
48.50 |
1.1% |
56% |
False |
False |
44,982 |
100 |
4,555.25 |
4,253.50 |
301.75 |
6.8% |
40.00 |
0.9% |
56% |
False |
False |
35,986 |
120 |
4,555.25 |
4,068.50 |
486.75 |
11.0% |
35.50 |
0.8% |
73% |
False |
False |
29,989 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,833.50 |
2.618 |
4,681.50 |
1.618 |
4,588.25 |
1.000 |
4,530.50 |
0.618 |
4,495.00 |
HIGH |
4,437.25 |
0.618 |
4,401.75 |
0.500 |
4,390.50 |
0.382 |
4,379.50 |
LOW |
4,344.00 |
0.618 |
4,286.25 |
1.000 |
4,250.75 |
1.618 |
4,193.00 |
2.618 |
4,099.75 |
4.250 |
3,947.75 |
|
|
Fisher Pivots for day following 06-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
4,412.00 |
4,412.75 |
PP |
4,401.25 |
4,402.75 |
S1 |
4,390.50 |
4,393.00 |
|