Trading Metrics calculated at close of trading on 16-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2015 |
16-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
4,519.25 |
4,534.50 |
15.25 |
0.3% |
4,366.00 |
High |
4,539.50 |
4,612.50 |
73.00 |
1.6% |
4,448.00 |
Low |
4,509.25 |
4,531.00 |
21.75 |
0.5% |
4,331.75 |
Close |
4,536.50 |
4,597.75 |
61.25 |
1.4% |
4,408.25 |
Range |
30.25 |
81.50 |
51.25 |
169.4% |
116.25 |
ATR |
63.84 |
65.10 |
1.26 |
2.0% |
0.00 |
Volume |
187,307 |
192,220 |
4,913 |
2.6% |
1,502,040 |
|
Daily Pivots for day following 16-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,825.00 |
4,792.75 |
4,642.50 |
|
R3 |
4,743.50 |
4,711.25 |
4,620.25 |
|
R2 |
4,662.00 |
4,662.00 |
4,612.75 |
|
R1 |
4,629.75 |
4,629.75 |
4,605.25 |
4,646.00 |
PP |
4,580.50 |
4,580.50 |
4,580.50 |
4,588.50 |
S1 |
4,548.25 |
4,548.25 |
4,590.25 |
4,564.50 |
S2 |
4,499.00 |
4,499.00 |
4,582.75 |
|
S3 |
4,417.50 |
4,466.75 |
4,575.25 |
|
S4 |
4,336.00 |
4,385.25 |
4,553.00 |
|
|
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 |
4,612.50 |
4,345.75 |
266.75 |
5.8% |
71.50 |
1.6% |
94% |
True |
False |
196,462 |
10 |
4,612.50 |
4,331.75 |
280.75 |
6.1% |
76.00 |
1.7% |
95% |
True |
False |
240,283 |
20 |
4,612.50 |
4,331.75 |
280.75 |
6.1% |
64.00 |
1.4% |
95% |
True |
False |
225,642 |
40 |
4,612.50 |
4,331.75 |
280.75 |
6.1% |
57.25 |
1.2% |
95% |
True |
False |
138,943 |
60 |
4,612.50 |
4,331.75 |
280.75 |
6.1% |
54.75 |
1.2% |
95% |
True |
False |
92,653 |
80 |
4,612.50 |
4,253.50 |
359.00 |
7.8% |
53.00 |
1.2% |
96% |
True |
False |
69,504 |
100 |
4,612.50 |
4,253.50 |
359.00 |
7.8% |
45.75 |
1.0% |
96% |
True |
False |
55,604 |
120 |
4,612.50 |
4,100.00 |
512.50 |
11.1% |
40.50 |
0.9% |
97% |
True |
False |
46,337 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,959.00 |
2.618 |
4,825.75 |
1.618 |
4,744.25 |
1.000 |
4,694.00 |
0.618 |
4,662.75 |
HIGH |
4,612.50 |
0.618 |
4,581.25 |
0.500 |
4,571.75 |
0.382 |
4,562.25 |
LOW |
4,531.00 |
0.618 |
4,480.75 |
1.000 |
4,449.50 |
1.618 |
4,399.25 |
2.618 |
4,317.75 |
4.250 |
4,184.50 |
|
|
Fisher Pivots for day following 16-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
4,589.00 |
4,581.25 |
PP |
4,580.50 |
4,565.00 |
S1 |
4,571.75 |
4,548.50 |
|