Trading Metrics calculated at close of trading on 03-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2015 |
03-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
5,482.0 |
5,539.0 |
57.0 |
1.0% |
5,454.0 |
High |
5,561.0 |
5,540.0 |
-21.0 |
-0.4% |
5,561.0 |
Low |
5,461.0 |
5,435.0 |
-26.0 |
-0.5% |
5,324.0 |
Close |
5,543.0 |
5,487.0 |
-56.0 |
-1.0% |
5,487.0 |
Range |
100.0 |
105.0 |
5.0 |
5.0% |
237.0 |
ATR |
76.3 |
78.6 |
2.3 |
3.0% |
0.0 |
Volume |
28,335 |
25,505 |
-2,830 |
-10.0% |
162,651 |
|
Daily Pivots for day following 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,802.3 |
5,749.7 |
5,544.8 |
|
R3 |
5,697.3 |
5,644.7 |
5,515.9 |
|
R2 |
5,592.3 |
5,592.3 |
5,506.3 |
|
R1 |
5,539.7 |
5,539.7 |
5,496.6 |
5,513.5 |
PP |
5,487.3 |
5,487.3 |
5,487.3 |
5,474.3 |
S1 |
5,434.7 |
5,434.7 |
5,477.4 |
5,408.5 |
S2 |
5,382.3 |
5,382.3 |
5,467.8 |
|
S3 |
5,277.3 |
5,329.7 |
5,458.1 |
|
S4 |
5,172.3 |
5,224.7 |
5,429.3 |
|
|
Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,168.3 |
6,064.7 |
5,617.4 |
|
R3 |
5,931.3 |
5,827.7 |
5,552.2 |
|
R2 |
5,694.3 |
5,694.3 |
5,530.5 |
|
R1 |
5,590.7 |
5,590.7 |
5,508.7 |
5,642.5 |
PP |
5,457.3 |
5,457.3 |
5,457.3 |
5,483.3 |
S1 |
5,353.7 |
5,353.7 |
5,465.3 |
5,405.5 |
S2 |
5,220.3 |
5,220.3 |
5,443.6 |
|
S3 |
4,983.3 |
5,116.7 |
5,421.8 |
|
S4 |
4,746.3 |
4,879.7 |
5,356.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,561.0 |
5,324.0 |
237.0 |
4.3% |
102.2 |
1.9% |
69% |
False |
False |
32,530 |
10 |
5,652.0 |
5,324.0 |
328.0 |
6.0% |
79.1 |
1.4% |
50% |
False |
False |
28,703 |
20 |
5,652.0 |
5,324.0 |
328.0 |
6.0% |
65.7 |
1.2% |
50% |
False |
False |
31,837 |
40 |
5,756.0 |
5,324.0 |
432.0 |
7.9% |
49.4 |
0.9% |
38% |
False |
False |
15,971 |
60 |
5,923.0 |
5,324.0 |
599.0 |
10.9% |
35.0 |
0.6% |
27% |
False |
False |
10,663 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,986.3 |
2.618 |
5,814.9 |
1.618 |
5,709.9 |
1.000 |
5,645.0 |
0.618 |
5,604.9 |
HIGH |
5,540.0 |
0.618 |
5,499.9 |
0.500 |
5,487.5 |
0.382 |
5,475.1 |
LOW |
5,435.0 |
0.618 |
5,370.1 |
1.000 |
5,330.0 |
1.618 |
5,265.1 |
2.618 |
5,160.1 |
4.250 |
4,988.8 |
|
|
Fisher Pivots for day following 03-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
5,487.5 |
5,478.7 |
PP |
5,487.3 |
5,470.3 |
S1 |
5,487.2 |
5,462.0 |
|