Trading Metrics calculated at close of trading on 23-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2015 |
23-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
4,618.00 |
4,621.75 |
3.75 |
0.1% |
4,384.00 |
High |
4,636.50 |
4,634.75 |
-1.75 |
0.0% |
4,654.00 |
Low |
4,588.75 |
4,584.25 |
-4.50 |
-0.1% |
4,372.50 |
Close |
4,617.00 |
4,620.00 |
3.00 |
0.1% |
4,650.00 |
Range |
47.75 |
50.50 |
2.75 |
5.8% |
281.50 |
ATR |
64.34 |
63.35 |
-0.99 |
-1.5% |
0.00 |
Volume |
235,343 |
211,215 |
-24,128 |
-10.3% |
933,477 |
|
Daily Pivots for day following 23-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,764.50 |
4,742.75 |
4,647.75 |
|
R3 |
4,714.00 |
4,692.25 |
4,634.00 |
|
R2 |
4,663.50 |
4,663.50 |
4,629.25 |
|
R1 |
4,641.75 |
4,641.75 |
4,624.75 |
4,627.50 |
PP |
4,613.00 |
4,613.00 |
4,613.00 |
4,605.75 |
S1 |
4,591.25 |
4,591.25 |
4,615.25 |
4,577.00 |
S2 |
4,562.50 |
4,562.50 |
4,610.75 |
|
S3 |
4,512.00 |
4,540.75 |
4,606.00 |
|
S4 |
4,461.50 |
4,490.25 |
4,592.25 |
|
|
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 |
4,584.25 |
101.75 |
2.2% |
51.25 |
1.1% |
35% |
False |
True |
206,097 |
10 |
4,686.00 |
4,345.75 |
340.25 |
7.4% |
61.25 |
1.3% |
81% |
False |
False |
201,279 |
20 |
4,686.00 |
4,331.75 |
354.25 |
7.7% |
64.75 |
1.4% |
81% |
False |
False |
233,283 |
40 |
4,686.00 |
4,331.75 |
354.25 |
7.7% |
56.75 |
1.2% |
81% |
False |
False |
164,689 |
60 |
4,686.00 |
4,331.75 |
354.25 |
7.7% |
55.00 |
1.2% |
81% |
False |
False |
109,824 |
80 |
4,686.00 |
4,253.50 |
432.50 |
9.4% |
52.50 |
1.1% |
85% |
False |
False |
82,384 |
100 |
4,686.00 |
4,253.50 |
432.50 |
9.4% |
48.00 |
1.0% |
85% |
False |
False |
65,909 |
120 |
4,686.00 |
4,160.50 |
525.50 |
11.4% |
41.25 |
0.9% |
87% |
False |
False |
54,924 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,849.50 |
2.618 |
4,767.00 |
1.618 |
4,716.50 |
1.000 |
4,685.25 |
0.618 |
4,666.00 |
HIGH |
4,634.75 |
0.618 |
4,615.50 |
0.500 |
4,609.50 |
0.382 |
4,603.50 |
LOW |
4,584.25 |
0.618 |
4,553.00 |
1.000 |
4,533.75 |
1.618 |
4,502.50 |
2.618 |
4,452.00 |
4.250 |
4,369.50 |
|
|
Fisher Pivots for day following 23-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
4,616.50 |
4,633.50 |
PP |
4,613.00 |
4,629.00 |
S1 |
4,609.50 |
4,624.50 |
|