Trading Metrics calculated at close of trading on 20-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2015 |
20-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
4,609.75 |
4,649.00 |
39.25 |
0.9% |
4,384.00 |
High |
4,654.00 |
4,686.00 |
32.00 |
0.7% |
4,654.00 |
Low |
4,607.25 |
4,646.50 |
39.25 |
0.9% |
4,372.50 |
Close |
4,650.00 |
4,671.25 |
21.25 |
0.5% |
4,650.00 |
Range |
46.75 |
39.50 |
-7.25 |
-15.5% |
281.50 |
ATR |
64.47 |
62.68 |
-1.78 |
-2.8% |
0.00 |
Volume |
187,930 |
169,781 |
-18,149 |
-9.7% |
933,477 |
|
Daily Pivots for day following 20-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,786.50 |
4,768.25 |
4,693.00 |
|
R3 |
4,747.00 |
4,728.75 |
4,682.00 |
|
R2 |
4,707.50 |
4,707.50 |
4,678.50 |
|
R1 |
4,689.25 |
4,689.25 |
4,674.75 |
4,698.50 |
PP |
4,668.00 |
4,668.00 |
4,668.00 |
4,672.50 |
S1 |
4,649.75 |
4,649.75 |
4,667.75 |
4,659.00 |
S2 |
4,628.50 |
4,628.50 |
4,664.00 |
|
S3 |
4,589.00 |
4,610.25 |
4,660.50 |
|
S4 |
4,549.50 |
4,570.75 |
4,649.50 |
|
|
Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,403.25 |
5,308.25 |
4,804.75 |
|
R3 |
5,121.75 |
5,026.75 |
4,727.50 |
|
R2 |
4,840.25 |
4,840.25 |
4,701.50 |
|
R1 |
4,745.25 |
4,745.25 |
4,675.75 |
4,792.75 |
PP |
4,558.75 |
4,558.75 |
4,558.75 |
4,582.50 |
S1 |
4,463.75 |
4,463.75 |
4,624.25 |
4,511.25 |
S2 |
4,277.25 |
4,277.25 |
4,598.50 |
|
S3 |
3,995.75 |
4,182.25 |
4,572.50 |
|
S4 |
3,714.25 |
3,900.75 |
4,495.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,686.00 |
4,484.50 |
201.50 |
4.3% |
48.75 |
1.0% |
93% |
True |
False |
178,696 |
10 |
4,686.00 |
4,331.75 |
354.25 |
7.6% |
72.00 |
1.5% |
96% |
True |
False |
231,956 |
20 |
4,686.00 |
4,331.75 |
354.25 |
7.6% |
61.50 |
1.3% |
96% |
True |
False |
221,616 |
40 |
4,686.00 |
4,331.75 |
354.25 |
7.6% |
57.00 |
1.2% |
96% |
True |
False |
147,882 |
60 |
4,686.00 |
4,331.75 |
354.25 |
7.6% |
54.25 |
1.2% |
96% |
True |
False |
98,614 |
80 |
4,686.00 |
4,253.50 |
432.50 |
9.3% |
52.00 |
1.1% |
97% |
True |
False |
73,975 |
100 |
4,686.00 |
4,253.50 |
432.50 |
9.3% |
46.50 |
1.0% |
97% |
True |
False |
59,181 |
120 |
4,686.00 |
4,100.00 |
586.00 |
12.5% |
41.25 |
0.9% |
97% |
True |
False |
49,318 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,854.00 |
2.618 |
4,789.50 |
1.618 |
4,750.00 |
1.000 |
4,725.50 |
0.618 |
4,710.50 |
HIGH |
4,686.00 |
0.618 |
4,671.00 |
0.500 |
4,666.25 |
0.382 |
4,661.50 |
LOW |
4,646.50 |
0.618 |
4,622.00 |
1.000 |
4,607.00 |
1.618 |
4,582.50 |
2.618 |
4,543.00 |
4.250 |
4,478.50 |
|
|
Fisher Pivots for day following 20-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
4,669.50 |
4,650.25 |
PP |
4,668.00 |
4,629.50 |
S1 |
4,666.25 |
4,608.50 |
|