Trading Metrics calculated at close of trading on 17-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2015 |
17-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
1,264.4 |
1,270.7 |
6.3 |
0.5% |
1,236.2 |
High |
1,274.2 |
1,272.5 |
-1.7 |
-0.1% |
1,274.2 |
Low |
1,264.0 |
1,259.9 |
-4.1 |
-0.3% |
1,233.0 |
Close |
1,270.3 |
1,263.0 |
-7.3 |
-0.6% |
1,263.0 |
Range |
10.2 |
12.6 |
2.4 |
23.5% |
41.2 |
ATR |
17.5 |
17.2 |
-0.4 |
-2.0% |
0.0 |
Volume |
65,039 |
61,799 |
-3,240 |
-5.0% |
321,538 |
|
Daily Pivots for day following 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,303.0 |
1,295.5 |
1,270.0 |
|
R3 |
1,290.3 |
1,283.0 |
1,266.5 |
|
R2 |
1,277.8 |
1,277.8 |
1,265.3 |
|
R1 |
1,270.3 |
1,270.3 |
1,264.3 |
1,267.8 |
PP |
1,265.3 |
1,265.3 |
1,265.3 |
1,263.8 |
S1 |
1,257.8 |
1,257.8 |
1,261.8 |
1,255.3 |
S2 |
1,252.5 |
1,252.5 |
1,260.8 |
|
S3 |
1,240.0 |
1,245.3 |
1,259.5 |
|
S4 |
1,227.3 |
1,232.5 |
1,256.0 |
|
|
Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,380.3 |
1,362.8 |
1,285.8 |
|
R3 |
1,339.3 |
1,321.8 |
1,274.3 |
|
R2 |
1,298.0 |
1,298.0 |
1,270.5 |
|
R1 |
1,280.5 |
1,280.5 |
1,266.8 |
1,289.3 |
PP |
1,256.8 |
1,256.8 |
1,256.8 |
1,261.0 |
S1 |
1,239.3 |
1,239.3 |
1,259.3 |
1,248.0 |
S2 |
1,215.5 |
1,215.5 |
1,255.5 |
|
S3 |
1,174.3 |
1,198.0 |
1,251.8 |
|
S4 |
1,133.3 |
1,156.8 |
1,240.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,274.2 |
1,233.0 |
41.2 |
3.3% |
15.5 |
1.2% |
73% |
False |
False |
64,307 |
10 |
1,274.2 |
1,218.1 |
56.1 |
4.4% |
19.5 |
1.5% |
80% |
False |
False |
78,600 |
20 |
1,292.3 |
1,218.1 |
74.2 |
5.9% |
17.0 |
1.3% |
61% |
False |
False |
86,014 |
40 |
1,292.3 |
1,218.1 |
74.2 |
5.9% |
15.3 |
1.2% |
61% |
False |
False |
63,711 |
60 |
1,292.3 |
1,201.0 |
91.3 |
7.2% |
12.5 |
1.0% |
68% |
False |
False |
42,480 |
80 |
1,292.3 |
1,201.0 |
91.3 |
7.2% |
10.0 |
0.8% |
68% |
False |
False |
31,863 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,326.0 |
2.618 |
1,305.5 |
1.618 |
1,293.0 |
1.000 |
1,285.0 |
0.618 |
1,280.3 |
HIGH |
1,272.5 |
0.618 |
1,267.8 |
0.500 |
1,266.3 |
0.382 |
1,264.8 |
LOW |
1,260.0 |
0.618 |
1,252.0 |
1.000 |
1,247.3 |
1.618 |
1,239.5 |
2.618 |
1,227.0 |
4.250 |
1,206.3 |
|
|
Fisher Pivots for day following 17-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
1,266.3 |
1,266.8 |
PP |
1,265.3 |
1,265.5 |
S1 |
1,264.0 |
1,264.3 |
|