Trading Metrics calculated at close of trading on 01-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2015 |
01-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
5,324.0 |
5,370.0 |
46.0 |
0.9% |
5,551.0 |
High |
5,418.0 |
5,481.0 |
63.0 |
1.2% |
5,652.0 |
Low |
5,324.0 |
5,363.0 |
39.0 |
0.7% |
5,471.0 |
Close |
5,397.0 |
5,478.0 |
81.0 |
1.5% |
5,500.0 |
Range |
94.0 |
118.0 |
24.0 |
25.5% |
181.0 |
ATR |
71.2 |
74.5 |
3.3 |
4.7% |
0.0 |
Volume |
41,864 |
28,387 |
-13,477 |
-32.2% |
124,386 |
|
Daily Pivots for day following 01-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,794.7 |
5,754.3 |
5,542.9 |
|
R3 |
5,676.7 |
5,636.3 |
5,510.5 |
|
R2 |
5,558.7 |
5,558.7 |
5,499.6 |
|
R1 |
5,518.3 |
5,518.3 |
5,488.8 |
5,538.5 |
PP |
5,440.7 |
5,440.7 |
5,440.7 |
5,450.8 |
S1 |
5,400.3 |
5,400.3 |
5,467.2 |
5,420.5 |
S2 |
5,322.7 |
5,322.7 |
5,456.4 |
|
S3 |
5,204.7 |
5,282.3 |
5,445.6 |
|
S4 |
5,086.7 |
5,164.3 |
5,413.1 |
|
|
Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,084.0 |
5,973.0 |
5,599.6 |
|
R3 |
5,903.0 |
5,792.0 |
5,549.8 |
|
R2 |
5,722.0 |
5,722.0 |
5,533.2 |
|
R1 |
5,611.0 |
5,611.0 |
5,516.6 |
5,576.0 |
PP |
5,541.0 |
5,541.0 |
5,541.0 |
5,523.5 |
S1 |
5,430.0 |
5,430.0 |
5,483.4 |
5,395.0 |
S2 |
5,360.0 |
5,360.0 |
5,466.8 |
|
S3 |
5,179.0 |
5,249.0 |
5,450.2 |
|
S4 |
4,998.0 |
5,068.0 |
5,400.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,625.0 |
5,324.0 |
301.0 |
5.5% |
89.0 |
1.6% |
51% |
False |
False |
33,241 |
10 |
5,652.0 |
5,324.0 |
328.0 |
6.0% |
74.4 |
1.4% |
47% |
False |
False |
29,776 |
20 |
5,652.0 |
5,324.0 |
328.0 |
6.0% |
63.1 |
1.2% |
47% |
False |
False |
29,188 |
40 |
5,756.0 |
5,324.0 |
432.0 |
7.9% |
45.7 |
0.8% |
36% |
False |
False |
14,626 |
60 |
5,923.0 |
5,324.0 |
599.0 |
10.9% |
31.6 |
0.6% |
26% |
False |
False |
9,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,982.5 |
2.618 |
5,789.9 |
1.618 |
5,671.9 |
1.000 |
5,599.0 |
0.618 |
5,553.9 |
HIGH |
5,481.0 |
0.618 |
5,435.9 |
0.500 |
5,422.0 |
0.382 |
5,408.1 |
LOW |
5,363.0 |
0.618 |
5,290.1 |
1.000 |
5,245.0 |
1.618 |
5,172.1 |
2.618 |
5,054.1 |
4.250 |
4,861.5 |
|
|
Fisher Pivots for day following 01-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
5,459.3 |
5,452.8 |
PP |
5,440.7 |
5,427.7 |
S1 |
5,422.0 |
5,402.5 |
|