Trading Metrics calculated at close of trading on 10-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2015 |
10-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
4,347.75 |
4,345.75 |
-2.00 |
0.0% |
4,366.00 |
High |
4,408.00 |
4,426.50 |
18.50 |
0.4% |
4,448.00 |
Low |
4,331.75 |
4,345.75 |
14.00 |
0.3% |
4,331.75 |
Close |
4,339.50 |
4,408.25 |
68.75 |
1.6% |
4,408.25 |
Range |
76.25 |
80.75 |
4.50 |
5.9% |
116.25 |
ATR |
62.35 |
64.11 |
1.76 |
2.8% |
0.00 |
Volume |
260,171 |
236,765 |
-23,406 |
-9.0% |
1,502,040 |
|
Daily Pivots for day following 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,635.75 |
4,602.75 |
4,452.75 |
|
R3 |
4,555.00 |
4,522.00 |
4,430.50 |
|
R2 |
4,474.25 |
4,474.25 |
4,423.00 |
|
R1 |
4,441.25 |
4,441.25 |
4,415.75 |
4,457.75 |
PP |
4,393.50 |
4,393.50 |
4,393.50 |
4,401.75 |
S1 |
4,360.50 |
4,360.50 |
4,400.75 |
4,377.00 |
S2 |
4,312.75 |
4,312.75 |
4,393.50 |
|
S3 |
4,232.00 |
4,279.75 |
4,386.00 |
|
S4 |
4,151.25 |
4,199.00 |
4,363.75 |
|
|
Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,744.75 |
4,692.75 |
4,472.25 |
|
R3 |
4,628.50 |
4,576.50 |
4,440.25 |
|
R2 |
4,512.25 |
4,512.25 |
4,429.50 |
|
R1 |
4,460.25 |
4,460.25 |
4,419.00 |
4,486.25 |
PP |
4,396.00 |
4,396.00 |
4,396.00 |
4,409.00 |
S1 |
4,344.00 |
4,344.00 |
4,397.50 |
4,370.00 |
S2 |
4,279.75 |
4,279.75 |
4,387.00 |
|
S3 |
4,163.50 |
4,227.75 |
4,376.25 |
|
S4 |
4,047.25 |
4,111.50 |
4,344.25 |
|
|
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 |
4,331.75 |
116.25 |
2.6% |
90.00 |
2.0% |
66% |
False |
False |
300,408 |
10 |
4,517.00 |
4,331.75 |
185.25 |
4.2% |
71.25 |
1.6% |
41% |
False |
False |
271,429 |
20 |
4,555.25 |
4,331.75 |
223.50 |
5.1% |
60.25 |
1.4% |
34% |
False |
False |
233,419 |
40 |
4,555.25 |
4,331.75 |
223.50 |
5.1% |
54.50 |
1.2% |
34% |
False |
False |
120,314 |
60 |
4,555.25 |
4,321.75 |
233.50 |
5.3% |
53.50 |
1.2% |
37% |
False |
False |
80,231 |
80 |
4,555.25 |
4,253.50 |
301.75 |
6.8% |
51.00 |
1.2% |
51% |
False |
False |
60,186 |
100 |
4,555.25 |
4,253.50 |
301.75 |
6.8% |
43.00 |
1.0% |
51% |
False |
False |
48,149 |
120 |
4,555.25 |
4,100.00 |
455.25 |
10.3% |
38.25 |
0.9% |
68% |
False |
False |
40,124 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,769.75 |
2.618 |
4,638.00 |
1.618 |
4,557.25 |
1.000 |
4,507.25 |
0.618 |
4,476.50 |
HIGH |
4,426.50 |
0.618 |
4,395.75 |
0.500 |
4,386.00 |
0.382 |
4,376.50 |
LOW |
4,345.75 |
0.618 |
4,295.75 |
1.000 |
4,265.00 |
1.618 |
4,215.00 |
2.618 |
4,134.25 |
4.250 |
4,002.50 |
|
|
Fisher Pivots for day following 10-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
4,401.00 |
4,398.50 |
PP |
4,393.50 |
4,388.75 |
S1 |
4,386.00 |
4,379.00 |
|