Trading Metrics calculated at close of trading on 07-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2015 |
07-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
4,366.00 |
4,429.50 |
63.50 |
1.5% |
4,429.75 |
High |
4,437.25 |
4,448.00 |
10.75 |
0.2% |
4,451.50 |
Low |
4,344.00 |
4,334.50 |
-9.50 |
-0.2% |
4,368.25 |
Close |
4,422.75 |
4,422.25 |
-0.50 |
0.0% |
4,428.75 |
Range |
93.25 |
113.50 |
20.25 |
21.7% |
83.25 |
ATR |
55.21 |
59.38 |
4.16 |
7.5% |
0.00 |
Volume |
285,735 |
384,237 |
98,502 |
34.5% |
985,886 |
|
Daily Pivots for day following 07-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,742.00 |
4,695.75 |
4,484.75 |
|
R3 |
4,628.50 |
4,582.25 |
4,453.50 |
|
R2 |
4,515.00 |
4,515.00 |
4,443.00 |
|
R1 |
4,468.75 |
4,468.75 |
4,432.75 |
4,435.00 |
PP |
4,401.50 |
4,401.50 |
4,401.50 |
4,384.75 |
S1 |
4,355.25 |
4,355.25 |
4,411.75 |
4,321.50 |
S2 |
4,288.00 |
4,288.00 |
4,401.50 |
|
S3 |
4,174.50 |
4,241.75 |
4,391.00 |
|
S4 |
4,061.00 |
4,128.25 |
4,359.75 |
|
|
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 |
4,448.00 |
4,334.50 |
113.50 |
2.6% |
66.00 |
1.5% |
77% |
True |
True |
264,177 |
10 |
4,555.25 |
4,334.50 |
220.75 |
5.0% |
58.50 |
1.3% |
40% |
False |
True |
233,997 |
20 |
4,555.25 |
4,334.50 |
220.75 |
5.0% |
55.75 |
1.3% |
40% |
False |
True |
198,161 |
40 |
4,555.25 |
4,334.50 |
220.75 |
5.0% |
51.25 |
1.2% |
40% |
False |
True |
99,516 |
60 |
4,555.25 |
4,321.75 |
233.50 |
5.3% |
51.25 |
1.2% |
43% |
False |
False |
66,366 |
80 |
4,555.25 |
4,253.50 |
301.75 |
6.8% |
50.00 |
1.1% |
56% |
False |
False |
49,785 |
100 |
4,555.25 |
4,253.50 |
301.75 |
6.8% |
40.75 |
0.9% |
56% |
False |
False |
39,828 |
120 |
4,555.25 |
4,068.50 |
486.75 |
11.0% |
36.25 |
0.8% |
73% |
False |
False |
33,191 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,930.50 |
2.618 |
4,745.25 |
1.618 |
4,631.75 |
1.000 |
4,561.50 |
0.618 |
4,518.25 |
HIGH |
4,448.00 |
0.618 |
4,404.75 |
0.500 |
4,391.25 |
0.382 |
4,377.75 |
LOW |
4,334.50 |
0.618 |
4,264.25 |
1.000 |
4,221.00 |
1.618 |
4,150.75 |
2.618 |
4,037.25 |
4.250 |
3,852.00 |
|
|
Fisher Pivots for day following 07-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
4,412.00 |
4,412.00 |
PP |
4,401.50 |
4,401.50 |
S1 |
4,391.25 |
4,391.25 |
|