Trading Metrics calculated at close of trading on 14-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2015 |
14-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
4,384.00 |
4,487.25 |
103.25 |
2.4% |
4,366.00 |
High |
4,491.75 |
4,529.75 |
38.00 |
0.8% |
4,448.00 |
Low |
4,372.50 |
4,484.50 |
112.00 |
2.6% |
4,331.75 |
Close |
4,488.00 |
4,517.50 |
29.50 |
0.7% |
4,408.25 |
Range |
119.25 |
45.25 |
-74.00 |
-62.1% |
116.25 |
ATR |
68.05 |
66.42 |
-1.63 |
-2.4% |
0.00 |
Volume |
209,774 |
156,246 |
-53,528 |
-25.5% |
1,502,040 |
|
Daily Pivots for day following 14-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,646.25 |
4,627.25 |
4,542.50 |
|
R3 |
4,601.00 |
4,582.00 |
4,530.00 |
|
R2 |
4,555.75 |
4,555.75 |
4,525.75 |
|
R1 |
4,536.75 |
4,536.75 |
4,521.75 |
4,546.25 |
PP |
4,510.50 |
4,510.50 |
4,510.50 |
4,515.50 |
S1 |
4,491.50 |
4,491.50 |
4,513.25 |
4,501.00 |
S2 |
4,465.25 |
4,465.25 |
4,509.25 |
|
S3 |
4,420.00 |
4,446.25 |
4,505.00 |
|
S4 |
4,374.75 |
4,401.00 |
4,492.50 |
|
|
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 |
4,529.75 |
4,331.75 |
198.00 |
4.4% |
81.50 |
1.8% |
94% |
True |
False |
239,617 |
10 |
4,529.75 |
4,331.75 |
198.00 |
4.4% |
73.75 |
1.6% |
94% |
True |
False |
251,897 |
20 |
4,555.25 |
4,331.75 |
223.50 |
4.9% |
63.75 |
1.4% |
83% |
False |
False |
228,890 |
40 |
4,555.25 |
4,331.75 |
223.50 |
4.9% |
56.00 |
1.2% |
83% |
False |
False |
129,460 |
60 |
4,555.25 |
4,331.75 |
223.50 |
4.9% |
54.25 |
1.2% |
83% |
False |
False |
86,329 |
80 |
4,555.25 |
4,253.50 |
301.75 |
6.7% |
52.25 |
1.2% |
87% |
False |
False |
64,760 |
100 |
4,555.25 |
4,253.50 |
301.75 |
6.7% |
44.75 |
1.0% |
87% |
False |
False |
51,809 |
120 |
4,555.25 |
4,100.00 |
455.25 |
10.1% |
39.50 |
0.9% |
92% |
False |
False |
43,175 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,722.00 |
2.618 |
4,648.25 |
1.618 |
4,603.00 |
1.000 |
4,575.00 |
0.618 |
4,557.75 |
HIGH |
4,529.75 |
0.618 |
4,512.50 |
0.500 |
4,507.00 |
0.382 |
4,501.75 |
LOW |
4,484.50 |
0.618 |
4,456.50 |
1.000 |
4,439.25 |
1.618 |
4,411.25 |
2.618 |
4,366.00 |
4.250 |
4,292.25 |
|
|
Fisher Pivots for day following 14-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
4,514.00 |
4,491.00 |
PP |
4,510.50 |
4,464.25 |
S1 |
4,507.00 |
4,437.75 |
|