Trading Metrics calculated at close of trading on 08-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2015 |
08-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
4,429.50 |
4,422.50 |
-7.00 |
-0.2% |
4,429.75 |
High |
4,448.00 |
4,422.50 |
-25.50 |
-0.6% |
4,451.50 |
Low |
4,334.50 |
4,336.50 |
2.00 |
0.0% |
4,368.25 |
Close |
4,422.25 |
4,346.50 |
-75.75 |
-1.7% |
4,428.75 |
Range |
113.50 |
86.00 |
-27.50 |
-24.2% |
83.25 |
ATR |
59.38 |
61.28 |
1.90 |
3.2% |
0.00 |
Volume |
384,237 |
335,132 |
-49,105 |
-12.8% |
985,886 |
|
Daily Pivots for day following 08-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,626.50 |
4,572.50 |
4,393.75 |
|
R3 |
4,540.50 |
4,486.50 |
4,370.25 |
|
R2 |
4,454.50 |
4,454.50 |
4,362.25 |
|
R1 |
4,400.50 |
4,400.50 |
4,354.50 |
4,384.50 |
PP |
4,368.50 |
4,368.50 |
4,368.50 |
4,360.50 |
S1 |
4,314.50 |
4,314.50 |
4,338.50 |
4,298.50 |
S2 |
4,282.50 |
4,282.50 |
4,330.75 |
|
S3 |
4,196.50 |
4,228.50 |
4,322.75 |
|
S4 |
4,110.50 |
4,142.50 |
4,299.25 |
|
|
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% |
75.25 |
1.7% |
11% |
False |
False |
270,301 |
10 |
4,555.25 |
4,334.50 |
220.75 |
5.1% |
64.50 |
1.5% |
5% |
False |
False |
255,813 |
20 |
4,555.25 |
4,334.50 |
220.75 |
5.1% |
57.50 |
1.3% |
5% |
False |
False |
214,543 |
40 |
4,555.25 |
4,334.50 |
220.75 |
5.1% |
52.75 |
1.2% |
5% |
False |
False |
107,893 |
60 |
4,555.25 |
4,321.75 |
233.50 |
5.4% |
52.00 |
1.2% |
11% |
False |
False |
71,949 |
80 |
4,555.25 |
4,253.50 |
301.75 |
6.9% |
50.50 |
1.2% |
31% |
False |
False |
53,974 |
100 |
4,555.25 |
4,253.50 |
301.75 |
6.9% |
41.50 |
1.0% |
31% |
False |
False |
43,179 |
120 |
4,555.25 |
4,100.00 |
455.25 |
10.5% |
37.00 |
0.9% |
54% |
False |
False |
35,983 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,788.00 |
2.618 |
4,647.75 |
1.618 |
4,561.75 |
1.000 |
4,508.50 |
0.618 |
4,475.75 |
HIGH |
4,422.50 |
0.618 |
4,389.75 |
0.500 |
4,379.50 |
0.382 |
4,369.25 |
LOW |
4,336.50 |
0.618 |
4,283.25 |
1.000 |
4,250.50 |
1.618 |
4,197.25 |
2.618 |
4,111.25 |
4.250 |
3,971.00 |
|
|
Fisher Pivots for day following 08-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
4,379.50 |
4,391.25 |
PP |
4,368.50 |
4,376.25 |
S1 |
4,357.50 |
4,361.50 |
|