Trading Metrics calculated at close of trading on 21-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2015 |
21-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
4,649.00 |
4,671.25 |
22.25 |
0.5% |
4,384.00 |
High |
4,686.00 |
4,683.00 |
-3.00 |
-0.1% |
4,654.00 |
Low |
4,646.50 |
4,611.50 |
-35.00 |
-0.8% |
4,372.50 |
Close |
4,671.25 |
4,666.50 |
-4.75 |
-0.1% |
4,650.00 |
Range |
39.50 |
71.50 |
32.00 |
81.0% |
281.50 |
ATR |
62.68 |
63.31 |
0.63 |
1.0% |
0.00 |
Volume |
169,781 |
226,216 |
56,435 |
33.2% |
933,477 |
|
Daily Pivots for day following 21-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,868.25 |
4,838.75 |
4,705.75 |
|
R3 |
4,796.75 |
4,767.25 |
4,686.25 |
|
R2 |
4,725.25 |
4,725.25 |
4,679.50 |
|
R1 |
4,695.75 |
4,695.75 |
4,673.00 |
4,674.75 |
PP |
4,653.75 |
4,653.75 |
4,653.75 |
4,643.00 |
S1 |
4,624.25 |
4,624.25 |
4,660.00 |
4,603.25 |
S2 |
4,582.25 |
4,582.25 |
4,653.50 |
|
S3 |
4,510.75 |
4,552.75 |
4,646.75 |
|
S4 |
4,439.25 |
4,481.25 |
4,627.25 |
|
|
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 |
4,509.25 |
176.75 |
3.8% |
54.00 |
1.2% |
89% |
False |
False |
192,690 |
10 |
4,686.00 |
4,331.75 |
354.25 |
7.6% |
67.75 |
1.5% |
94% |
False |
False |
216,154 |
20 |
4,686.00 |
4,331.75 |
354.25 |
7.6% |
63.00 |
1.4% |
94% |
False |
False |
225,075 |
40 |
4,686.00 |
4,331.75 |
354.25 |
7.6% |
58.25 |
1.2% |
94% |
False |
False |
153,536 |
60 |
4,686.00 |
4,331.75 |
354.25 |
7.6% |
54.75 |
1.2% |
94% |
False |
False |
102,383 |
80 |
4,686.00 |
4,253.50 |
432.50 |
9.3% |
52.50 |
1.1% |
95% |
False |
False |
76,802 |
100 |
4,686.00 |
4,253.50 |
432.50 |
9.3% |
47.25 |
1.0% |
95% |
False |
False |
61,443 |
120 |
4,686.00 |
4,122.75 |
563.25 |
12.1% |
41.25 |
0.9% |
97% |
False |
False |
51,203 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,987.00 |
2.618 |
4,870.25 |
1.618 |
4,798.75 |
1.000 |
4,754.50 |
0.618 |
4,727.25 |
HIGH |
4,683.00 |
0.618 |
4,655.75 |
0.500 |
4,647.25 |
0.382 |
4,638.75 |
LOW |
4,611.50 |
0.618 |
4,567.25 |
1.000 |
4,540.00 |
1.618 |
4,495.75 |
2.618 |
4,424.25 |
4.250 |
4,307.50 |
|
|
Fisher Pivots for day following 21-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
4,660.00 |
4,660.00 |
PP |
4,653.75 |
4,653.25 |
S1 |
4,647.25 |
4,646.50 |
|